ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 13-Dec-2012

Day Change Summary
	Previous	Current
	12-Dec-2012	13-Dec-2012	Change	Change %	Previous Week
Open	124-197	124-185	-0-012	0.0%	124-225
High	124-220	124-207	-0-013	0.0%	124-265
Low	124-165	124-105	-0-060	-0.2%	124-180
Close	124-187	124-120	-0-067	-0.2%	124-220
Range	0-055	0-102	0-047	85.5%	0-085
ATR	0-051	0-055	0-004	7.1%	0-000
Volume	621,650	719,600	97,950	15.8%	2,015,146

Daily Pivots for day following 13-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-130	125-067	124-176
R3	125-028	124-285	124-148
R2	124-246	124-246	124-139
R1	124-183	124-183	124-129	124-164
PP	124-144	124-144	124-144	124-134
S1	124-081	124-081	124-111	124-062
S2	124-042	124-042	124-101
S3	123-260	123-299	124-092
S4	123-158	123-197	124-064

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-157	125-113	124-267
R3	125-072	125-028	124-243
R2	124-307	124-307	124-236
R1	124-263	124-263	124-228	124-242
PP	124-222	124-222	124-222	124-211
S1	124-178	124-178	124-212	124-158
S2	124-137	124-137	124-204
S3	124-052	124-093	124-197
S4	123-287	124-008	124-173

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-265	124-105	0-160	0.4%	0-064	0.2%	9%	False	True	486,460
10	124-265	124-105	0-160	0.4%	0-055	0.1%	9%	False	True	440,146
20	124-265	124-077	0-188	0.5%	0-050	0.1%	23%	False	False	364,089
40	124-265	123-160	1-105	1.1%	0-046	0.1%	66%	False	False	183,170
60	124-265	123-160	1-105	1.1%	0-032	0.1%	66%	False	False	122,118

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	0-016
Widest range in 71 trading days

Fibonacci Retracements and Extensions
4.250	126-000
2.618	125-154
1.618	125-052
1.000	124-309
0.618	124-270
HIGH	124-207
0.618	124-168
0.500	124-156
0.382	124-144
LOW	124-105
0.618	124-042
1.000	124-003
1.618	123-260
2.618	123-158
4.250	122-312

Fisher Pivots for day following 13-Dec-2012
Pivot	1 day	3 day
R1	124-156	124-170
PP	124-144	124-153
S1	124-132	124-137

Download as Excel Spreadsheet

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

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