ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 25-Oct-2012

Day Change Summary
	Previous	Current
	24-Oct-2012	25-Oct-2012	Change	Change %	Previous Week
Open	123-312	123-315	0-003	0.0%	124-157
High	124-025	124-000	-0-025	-0.1%	124-167
Low	123-285	123-225	-0-060	-0.2%	123-267
Close	124-015	123-247	-0-088	-0.2%	124-000
Range	0-060	0-095	0-035	58.3%	0-220
ATR	0-067	0-070	0-003	4.6%	0-000
Volume	497,957	645,505	147,548	29.6%	2,442,576

Daily Pivots for day following 25-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-229	124-173	123-299
R3	124-134	124-078	123-273
R2	124-039	124-039	123-264
R1	123-303	123-303	123-256	123-284
PP	123-264	123-264	123-264	123-254
S1	123-208	123-208	123-238	123-188
S2	123-169	123-169	123-230
S3	123-074	123-113	123-221
S4	122-299	123-018	123-195

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	123-225	0-120	0.3%	0-069	0.2%	18%	False	True	532,537
10	124-180	123-225	0-275	0.7%	0-069	0.2%	8%	False	True	492,625
20	124-247	123-225	1-022	0.9%	0-064	0.2%	6%	False	True	430,233
40	124-247	123-225	1-022	0.9%	0-074	0.2%	6%	False	True	480,909
60	124-247	123-100	1-147	1.2%	0-070	0.2%	31%	False	False	345,344
80	124-247	123-100	1-147	1.2%	0-057	0.1%	31%	False	False	259,134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-084
2.618	124-249
1.618	124-154
1.000	124-095
0.618	124-059
HIGH	124-000
0.618	123-284
0.500	123-272
0.382	123-261
LOW	123-225
0.618	123-166
1.000	123-130
1.618	123-071
2.618	122-296
4.250	122-141

Fisher Pivots for day following 25-Oct-2012
Pivot	1 day	3 day
R1	123-272	123-285
PP	123-264	123-272
S1	123-256	123-260

Download as Excel Spreadsheet

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

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