ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 26-Nov-2012

Day Change Summary
	Previous	Current
	23-Nov-2012	26-Nov-2012	Change	Change %	Previous Week
Open	132-260	132-270	0-010	0.0%	133-190
High	133-005	133-075	0-070	0.2%	133-190
Low	132-250	132-250	0-000	0.0%	132-250
Close	132-265	133-020	0-075	0.2%	132-265
Range	0-075	0-145	0-070	93.3%	0-260
ATR	0-133	0-134	0-001	0.6%	0-000
Volume	71,140	455,975	384,835	541.0%	172,480

Daily Pivots for day following 26-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-123	134-057	133-100
R3	133-298	133-232	133-060
R2	133-153	133-153	133-047
R1	133-087	133-087	133-033	133-120
PP	133-008	133-008	133-008	133-025
S1	132-262	132-262	133-007	132-295
S2	132-183	132-183	132-313
S3	132-038	132-117	132-300
S4	131-213	131-292	132-260

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-162	134-313	133-088
R3	134-222	134-053	133-016
R2	133-282	133-282	132-313
R1	133-113	133-113	132-289	133-068
PP	133-022	133-022	133-022	132-319
S1	132-173	132-173	132-241	132-128
S2	132-082	132-082	132-217
S3	131-142	131-233	132-194
S4	130-202	130-293	132-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-190	132-250	0-260	0.6%	0-118	0.3%	35%	False	True	125,691
10	133-280	132-250	1-030	0.8%	0-111	0.3%	26%	False	True	68,292
20	133-280	131-250	2-030	1.6%	0-132	0.3%	61%	False	False	36,321
40	133-280	131-030	2-250	2.1%	0-113	0.3%	71%	False	False	18,331

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-051
2.618	134-135
1.618	133-310
1.000	133-220
0.618	133-165
HIGH	133-075
0.618	133-020
0.500	133-002
0.382	132-305
LOW	132-250
0.618	132-160
1.000	132-105
1.618	132-015
2.618	131-190
4.250	130-274

Fisher Pivots for day following 26-Nov-2012
Pivot	1 day	3 day
R1	133-014	133-014
PP	133-008	133-008
S1	133-002	133-002

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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