ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 10-Oct-2012

Day Change Summary
	Previous	Current
	09-Oct-2012	10-Oct-2012	Change	Change %	Previous Week
Open	124-202	124-152	-0-050	-0.1%	124-200
High	124-207	124-175	-0-032	-0.1%	124-247
Low	124-140	124-117	-0-023	-0.1%	124-135
Close	124-150	124-152	0-002	0.0%	124-147
Range	0-067	0-058	-0-009	-13.4%	0-112
ATR	0-067	0-066	-0-001	-0.9%	0-000
Volume	367,038	366,182	-856	-0.2%	1,791,916

Daily Pivots for day following 10-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-002	124-295	124-184
R3	124-264	124-237	124-168
R2	124-206	124-206	124-163
R1	124-179	124-179	124-157	124-181
PP	124-148	124-148	124-148	124-149
S1	124-121	124-121	124-147	124-123
S2	124-090	124-090	124-141
S3	124-032	124-063	124-136
S4	123-294	124-005	124-120

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-192	125-122	124-209
R3	125-080	125-010	124-178
R2	124-288	124-288	124-168
R1	124-218	124-218	124-157	124-197
PP	124-176	124-176	124-176	124-166
S1	124-106	124-106	124-137	124-085
S2	124-064	124-064	124-126
S3	123-272	123-314	124-116
S4	123-160	123-202	124-085

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-247	124-117	0-130	0.3%	0-065	0.2%	27%	False	True	325,990
10	124-247	124-117	0-130	0.3%	0-054	0.1%	27%	False	True	374,474
20	124-247	123-302	0-265	0.7%	0-067	0.2%	64%	False	False	451,530
40	124-247	123-100	1-147	1.2%	0-074	0.2%	80%	False	False	382,791
60	124-247	123-100	1-147	1.2%	0-063	0.2%	80%	False	False	255,859
80	124-247	123-040	1-207	1.3%	0-048	0.1%	82%	False	False	191,899

Crabel Price Patterns
NR	True
NR4	True
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	0-011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-102
2.618	125-007
1.618	124-269
1.000	124-233
0.618	124-211
HIGH	124-175
0.618	124-153
0.500	124-146
0.382	124-139
LOW	124-117
0.618	124-081
1.000	124-059
1.618	124-023
2.618	123-285
4.250	123-190

Fisher Pivots for day following 10-Oct-2012
Pivot	1 day	3 day
R1	124-150	124-167
PP	124-148	124-162
S1	124-146	124-157

Download as Excel Spreadsheet

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

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