ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 12-Oct-2012

Day Change Summary
	Previous	Current
	11-Oct-2012	12-Oct-2012	Change	Change %	Previous Week
Open	124-172	124-152	-0-020	-0.1%	124-147
High	124-180	124-180	0-000	0.0%	124-217
Low	124-105	124-137	0-032	0.1%	124-105
Close	124-150	124-155	0-005	0.0%	124-155
Range	0-075	0-043	-0-032	-42.7%	0-112
ATR	0-067	0-065	-0-002	-2.5%	0-000
Volume	452,586	344,277	-108,309	-23.9%	1,639,413

Daily Pivots for day following 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-286	124-264	124-179
R3	124-243	124-221	124-167
R2	124-200	124-200	124-163
R1	124-178	124-178	124-159	124-189
PP	124-157	124-157	124-157	124-163
S1	124-135	124-135	124-151	124-146
S2	124-114	124-114	124-147
S3	124-071	124-092	124-143
S4	124-028	124-049	124-131

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-175	125-117	124-217
R3	125-063	125-005	124-186
R2	124-271	124-271	124-176
R1	124-213	124-213	124-165	124-242
PP	124-159	124-159	124-159	124-174
S1	124-101	124-101	124-145	124-130
S2	124-047	124-047	124-134
S3	123-255	123-309	124-124
S4	123-143	123-197	124-093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-217	124-105	0-112	0.3%	0-063	0.2%	45%	False	False	327,882
10	124-247	124-105	0-142	0.4%	0-056	0.1%	35%	False	False	343,132
20	124-247	124-015	0-232	0.6%	0-058	0.1%	60%	False	False	409,607
40	124-247	123-130	1-117	1.1%	0-073	0.2%	79%	False	False	402,251
60	124-247	123-100	1-147	1.2%	0-065	0.2%	80%	False	False	269,137
80	124-247	123-040	1-207	1.3%	0-049	0.1%	83%	False	False	201,860

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	0-011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	125-043
2.618	124-293
1.618	124-250
1.000	124-223
0.618	124-207
HIGH	124-180
0.618	124-164
0.500	124-158
0.382	124-153
LOW	124-137
0.618	124-110
1.000	124-094
1.618	124-067
2.618	124-024
4.250	123-274

Fisher Pivots for day following 12-Oct-2012
Pivot	1 day	3 day
R1	124-158	124-151
PP	124-157	124-147
S1	124-156	124-142

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

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