ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 24-Oct-2012

Day Change Summary
	Previous	Current
	23-Oct-2012	24-Oct-2012	Change	Change %	Previous Week
Open	123-257	123-312	0-055	0.1%	124-157
High	124-002	124-025	0-023	0.1%	124-167
Low	123-257	123-285	0-028	0.1%	123-267
Close	123-312	124-015	0-023	0.1%	124-000
Range	0-065	0-060	-0-005	-7.7%	0-220
ATR	0-067	0-067	-0-001	-0.8%	0-000
Volume	546,099	497,957	-48,142	-8.8%	2,442,576

Daily Pivots for day following 24-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-182	124-158	124-048
R3	124-122	124-098	124-032
R2	124-062	124-062	124-026
R1	124-038	124-038	124-020	124-050
PP	124-002	124-002	124-002	124-008
S1	123-298	123-298	124-010	123-310
S2	123-262	123-262	124-004
S3	123-202	123-238	123-318
S4	123-142	123-178	123-302

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-058	125-249	124-121
R3	125-158	125-029	124-060
R2	124-258	124-258	124-040
R1	124-129	124-129	124-020	124-084
PP	124-038	124-038	124-038	124-015
S1	123-229	123-229	123-300	123-184
S2	123-138	123-138	123-280
S3	122-238	123-009	123-260
S4	122-018	122-109	123-199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-025	123-257	0-088	0.2%	0-062	0.2%	89%	True	False	523,698
10	124-180	123-257	0-243	0.6%	0-067	0.2%	32%	False	False	473,333
20	124-247	123-257	0-310	0.8%	0-060	0.2%	25%	False	False	423,904
40	124-247	123-257	0-310	0.8%	0-073	0.2%	25%	False	False	478,865
60	124-247	123-100	1-147	1.2%	0-070	0.2%	50%	False	False	334,626
80	124-247	123-100	1-147	1.2%	0-056	0.1%	50%	False	False	251,065

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	0-010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-280
2.618	124-182
1.618	124-122
1.000	124-085
0.618	124-062
HIGH	124-025
0.618	124-002
0.500	123-315
0.382	123-308
LOW	123-285
0.618	123-248
1.000	123-225
1.618	123-188
2.618	123-128
4.250	123-030

Fisher Pivots for day following 24-Oct-2012
Pivot	1 day	3 day
R1	124-008	124-004
PP	124-002	123-312
S1	123-315	123-301

Download as Excel Spreadsheet

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

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