ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 15-Oct-2012

Day Change Summary
	Previous	Current
	12-Oct-2012	15-Oct-2012	Change	Change %	Previous Week
Open	124-152	124-157	0-005	0.0%	124-147
High	124-180	124-167	-0-013	0.0%	124-217
Low	124-137	124-125	-0-012	0.0%	124-105
Close	124-155	124-160	0-005	0.0%	124-155
Range	0-043	0-042	-0-001	-2.3%	0-112
ATR	0-065	0-063	-0-002	-2.5%	0-000
Volume	344,277	249,921	-94,356	-27.4%	1,639,413

Daily Pivots for day following 15-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-277	124-260	124-183
R3	124-235	124-218	124-172
R2	124-193	124-193	124-168
R1	124-176	124-176	124-164	124-184
PP	124-151	124-151	124-151	124-155
S1	124-134	124-134	124-156	124-142
S2	124-109	124-109	124-152
S3	124-067	124-092	124-148
S4	124-025	124-050	124-137

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	124-207	124-105	0-102	0.3%	0-057	0.1%	54%	False	False	356,000
10	124-247	124-105	0-142	0.4%	0-056	0.1%	39%	False	False	325,152
20	124-247	124-015	0-232	0.6%	0-058	0.1%	63%	False	False	405,181
40	124-247	123-130	1-117	1.1%	0-073	0.2%	80%	False	False	408,246
60	124-247	123-100	1-147	1.2%	0-065	0.2%	81%	False	False	273,301
80	124-247	123-040	1-207	1.3%	0-050	0.1%	83%	False	False	204,984

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	0-010
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	125-026
2.618	124-277
1.618	124-235
1.000	124-209
0.618	124-193
HIGH	124-167
0.618	124-151
0.500	124-146
0.382	124-141
LOW	124-125
0.618	124-099
1.000	124-083
1.618	124-057
2.618	124-015
4.250	123-266

Fisher Pivots for day following 15-Oct-2012
Pivot	1 day	3 day
R1	124-155	124-154
PP	124-151	124-148
S1	124-146	124-142

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

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