ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 17-Oct-2012

Day Change Summary
	Previous	Current
	16-Oct-2012	17-Oct-2012	Change	Change %	Previous Week
Open	124-162	124-102	-0-060	-0.2%	124-147
High	124-165	124-107	-0-058	-0.1%	124-217
Low	124-097	123-290	-0-127	-0.3%	124-105
Close	124-110	123-297	-0-133	-0.3%	124-155
Range	0-068	0-137	0-069	101.5%	0-112
ATR	0-064	0-069	0-005	8.5%	0-000
Volume	443,258	624,802	181,544	41.0%	1,639,413

Daily Pivots for day following 17-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-109	125-020	124-052
R3	124-292	124-203	124-015
R2	124-155	124-155	124-002
R1	124-066	124-066	123-310	124-042
PP	124-018	124-018	124-018	124-006
S1	123-249	123-249	123-284	123-225
S2	123-201	123-201	123-272
S3	123-064	123-112	123-259
S4	122-247	122-295	123-222

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	123-290	0-210	0.5%	0-073	0.2%	3%	False	True	422,968
10	124-247	123-290	0-277	0.7%	0-069	0.2%	3%	False	True	374,479
20	124-247	123-290	0-277	0.7%	0-061	0.2%	3%	False	True	415,293
40	124-247	123-190	1-057	1.0%	0-075	0.2%	28%	False	False	434,335
60	124-247	123-100	1-147	1.2%	0-068	0.2%	42%	False	False	291,067
80	124-247	123-100	1-147	1.2%	0-052	0.1%	42%	False	False	218,335

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	126-049
2.618	125-146
1.618	125-009
1.000	124-244
0.618	124-192
HIGH	124-107
0.618	124-055
0.500	124-038
0.382	124-022
LOW	123-290
0.618	123-205
1.000	123-153
1.618	123-068
2.618	122-251
4.250	122-028

Fisher Pivots for day following 17-Oct-2012
Pivot	1 day	3 day
R1	124-038	124-068
PP	124-018	124-038
S1	123-318	124-008

Download as Excel Spreadsheet

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

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