ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 24-Sep-2012

Day Change Summary
	Previous	Current
	21-Sep-2012	24-Sep-2012	Change	Change %	Previous Week
Open	124-070	124-102	0-032	0.1%	124-032
High	124-125	124-150	0-025	0.1%	124-130
Low	124-052	124-100	0-048	0.1%	124-015
Close	124-110	124-127	0-017	0.0%	124-110
Range	0-073	0-050	-0-023	-31.5%	0-115
ATR	0-081	0-079	-0-002	-2.7%	0-000
Volume	438,064	405,901	-32,163	-7.3%	2,230,881

Daily Pivots for day following 24-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-276	124-251	124-154
R3	124-226	124-201	124-141
R2	124-176	124-176	124-136
R1	124-151	124-151	124-132	124-164
PP	124-126	124-126	124-126	124-132
S1	124-101	124-101	124-122	124-114
S2	124-076	124-076	124-118
S3	124-026	124-051	124-113
S4	123-296	124-001	124-100

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-110	125-065	124-173
R3	124-315	124-270	124-142
R2	124-200	124-200	124-131
R1	124-155	124-155	124-121	124-178
PP	124-085	124-085	124-085	124-096
S1	124-040	124-040	124-099	124-062
S2	123-290	123-290	124-089
S3	123-175	123-245	124-078
S4	123-060	123-130	124-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-150	124-015	0-135	0.3%	0-066	0.2%	83%	True	False	459,671
10	124-152	123-302	0-170	0.4%	0-080	0.2%	85%	False	False	519,405
20	124-232	123-302	0-250	0.6%	0-085	0.2%	58%	False	False	516,708
40	124-232	123-100	1-132	1.1%	0-075	0.2%	77%	False	False	264,683
60	124-232	123-100	1-132	1.1%	0-053	0.1%	77%	False	False	176,557

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-019
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	125-042
2.618	124-281
1.618	124-231
1.000	124-200
0.618	124-181
HIGH	124-150
0.618	124-131
0.500	124-125
0.382	124-119
LOW	124-100
0.618	124-069
1.000	124-050
1.618	124-019
2.618	123-289
4.250	123-208

Fisher Pivots for day following 24-Sep-2012
Pivot	1 day	3 day
R1	124-126	124-118
PP	124-126	124-110
S1	124-125	124-101

Download as Excel Spreadsheet

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

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