ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	132-270	133-015	0-065	0.2%	133-190
High	133-075	133-095	0-020	0.0%	133-190
Low	132-250	132-290	0-040	0.1%	132-250
Close	133-020	133-070	0-050	0.1%	132-265
Range	0-145	0-125	-0-020	-13.8%	0-260
ATR	0-134	0-133	-0-001	-0.5%	0-000
Volume	455,975	589,718	133,743	29.3%	172,480

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-100	134-050	133-139
R3	133-295	133-245	133-104
R2	133-170	133-170	133-093
R1	133-120	133-120	133-081	133-145
PP	133-045	133-045	133-045	133-058
S1	132-315	132-315	133-059	133-020
S2	132-240	132-240	133-047
S3	132-115	132-190	133-036
S4	131-310	132-065	133-001

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	133-160	132-250	0-230	0.5%	0-123	0.3%	61%	False	False	240,265
10	133-280	132-250	1-030	0.8%	0-116	0.3%	40%	False	False	126,123
20	133-280	131-250	2-030	1.6%	0-135	0.3%	69%	False	False	65,777
40	133-280	131-030	2-250	2.1%	0-114	0.3%	76%	False	False	33,072

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-306
2.618	134-102
1.618	133-297
1.000	133-220
0.618	133-172
HIGH	133-095
0.618	133-047
0.500	133-032
0.382	133-018
LOW	132-290
0.618	132-213
1.000	132-165
1.618	132-088
2.618	131-283
4.250	131-079

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	133-058	133-051
PP	133-045	133-032
S1	133-032	133-012

Download as Excel Spreadsheet

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

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