ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 21-Nov-2012

Day Change Summary
	Previous	Current
	20-Nov-2012	21-Nov-2012	Change	Change %	Previous Week
Open	124-242	124-185	-0-057	-0.1%	124-210
High	124-247	124-205	-0-042	-0.1%	124-282
Low	124-180	124-145	-0-035	-0.1%	124-195
Close	124-195	124-155	-0-040	-0.1%	124-267
Range	0-067	0-060	-0-007	-10.4%	0-087
ATR	0-068	0-068	-0-001	-0.9%	0-000
Volume	510,695	428,287	-82,408	-16.1%	1,967,292

Daily Pivots for day following 21-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-028	124-312	124-188
R3	124-288	124-252	124-172
R2	124-228	124-228	124-166
R1	124-192	124-192	124-160	124-180
PP	124-168	124-168	124-168	124-162
S1	124-132	124-132	124-150	124-120
S2	124-108	124-108	124-144
S3	124-048	124-072	124-138
S4	123-308	124-012	124-122

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-189	125-155	124-315
R3	125-102	125-068	124-291
R2	125-015	125-015	124-283
R1	124-301	124-301	124-275	124-318
PP	124-248	124-248	124-248	124-256
S1	124-214	124-214	124-259	124-231
S2	124-161	124-161	124-251
S3	124-074	124-127	124-243
S4	123-307	124-040	124-219

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-282	124-145	0-137	0.3%	0-051	0.1%	7%	False	True	444,244
10	124-282	124-145	0-137	0.3%	0-052	0.1%	7%	False	True	424,294
20	124-282	123-222	1-060	1.0%	0-074	0.2%	67%	False	False	427,158
40	124-282	123-222	1-060	1.0%	0-067	0.2%	67%	False	False	425,531
60	124-282	123-222	1-060	1.0%	0-074	0.2%	67%	False	False	461,629
80	124-282	123-100	1-182	1.3%	0-071	0.2%	75%	False	False	357,759
100	124-282	123-100	1-182	1.3%	0-060	0.2%	75%	False	False	286,284

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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-140
2.618	125-042
1.618	124-302
1.000	124-265
0.618	124-242
HIGH	124-205
0.618	124-182
0.500	124-175
0.382	124-168
LOW	124-145
0.618	124-108
1.000	124-085
1.618	124-048
2.618	123-308
4.250	123-210

Fisher Pivots for day following 21-Nov-2012
Pivot	1 day	3 day
R1	124-175	124-205
PP	124-168	124-188
S1	124-162	124-172

Download as Excel Spreadsheet

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

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