ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 05-Dec-2012

Day Change Summary
	Previous	Current
	04-Dec-2012	05-Dec-2012	Change	Change %	Previous Week
Open	133-165	133-195	0-030	0.1%	132-270
High	133-215	133-295	0-080	0.2%	133-225
Low	133-115	133-160	0-045	0.1%	132-250
Close	133-185	133-255	0-070	0.2%	133-205
Range	0-100	0-135	0-035	35.0%	0-295
ATR	0-125	0-125	0-001	0.6%	0-000
Volume	762,091	883,312	121,221	15.9%	3,678,867

Daily Pivots for day following 05-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-002	134-263	134-009
R3	134-187	134-128	133-292
R2	134-052	134-052	133-280
R1	133-313	133-313	133-267	134-022
PP	133-237	133-237	133-237	133-251
S1	133-178	133-178	133-243	133-208
S2	133-102	133-102	133-230
S3	132-287	133-043	133-218
S4	132-152	132-228	133-181

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-045	135-260	134-047
R3	135-070	134-285	133-286
R2	134-095	134-095	133-259
R1	133-310	133-310	133-232	134-042
PP	133-120	133-120	133-120	133-146
S1	133-015	133-015	133-178	133-068
S2	132-145	132-145	133-151
S3	131-170	132-040	133-124
S4	130-195	131-065	133-043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-295	133-085	0-210	0.5%	0-109	0.3%	81%	True	False	803,770
10	133-295	132-250	1-045	0.9%	0-111	0.3%	89%	True	False	626,376
20	133-295	132-080	1-215	1.2%	0-126	0.3%	93%	True	False	319,056
40	133-295	131-030	2-265	2.1%	0-125	0.3%	96%	True	False	160,308

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	135-229
2.618	135-008
1.618	134-193
1.000	134-110
0.618	134-058
HIGH	133-295
0.618	133-243
0.500	133-228
0.382	133-212
LOW	133-160
0.618	133-077
1.000	133-025
1.618	132-262
2.618	132-127
4.250	131-226

Fisher Pivots for day following 05-Dec-2012
Pivot	1 day	3 day
R1	133-246	133-233
PP	133-237	133-212
S1	133-228	133-190

Download as Excel Spreadsheet

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

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