ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 16-Oct-2012

Day Change Summary
	Previous	Current
	15-Oct-2012	16-Oct-2012	Change	Change %	Previous Week
Open	124-157	124-162	0-005	0.0%	124-147
High	124-167	124-165	-0-002	0.0%	124-217
Low	124-125	124-097	-0-028	-0.1%	124-105
Close	124-160	124-110	-0-050	-0.1%	124-155
Range	0-042	0-068	0-026	61.9%	0-112
ATR	0-063	0-064	0-000	0.5%	0-000
Volume	249,921	443,258	193,337	77.4%	1,639,413

Daily Pivots for day following 16-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-008	124-287	124-147
R3	124-260	124-219	124-129
R2	124-192	124-192	124-122
R1	124-151	124-151	124-116	124-138
PP	124-124	124-124	124-124	124-117
S1	124-083	124-083	124-104	124-070
S2	124-056	124-056	124-098
S3	123-308	124-015	124-091
S4	123-240	123-267	124-073

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	124-180	124-097	0-083	0.2%	0-057	0.1%	16%	False	True	371,244
10	124-247	124-097	0-150	0.4%	0-059	0.1%	9%	False	True	341,724
20	124-247	124-042	0-205	0.5%	0-057	0.1%	33%	False	False	406,514
40	124-247	123-130	1-117	1.1%	0-073	0.2%	69%	False	False	419,130
60	124-247	123-100	1-147	1.2%	0-066	0.2%	71%	False	False	280,687
80	124-247	123-100	1-147	1.2%	0-051	0.1%	71%	False	False	210,525

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-134
2.618	125-023
1.618	124-275
1.000	124-233
0.618	124-207
HIGH	124-165
0.618	124-139
0.500	124-131
0.382	124-123
LOW	124-097
0.618	124-055
1.000	124-029
1.618	123-307
2.618	123-239
4.250	123-128

Fisher Pivots for day following 16-Oct-2012
Pivot	1 day	3 day
R1	124-131	124-138
PP	124-124	124-129
S1	124-117	124-120

Download as Excel Spreadsheet

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

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