ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 30-Oct-2012

Day Change Summary
	Previous	Current
	29-Oct-2012	30-Oct-2012	Change	Change %	Previous Week
Open	124-030	124-040	0-010	0.0%	123-310
High	124-052	124-070	0-018	0.0%	124-027
Low	124-010	123-292	-0-038	-0.1%	123-222
Close	124-040	124-000	-0-040	-0.1%	124-017
Range	0-042	0-098	0-056	133.3%	0-125
ATR	0-072	0-073	0-002	2.6%	0-000
Volume	160,104	133,922	-26,182	-16.4%	2,609,905

Daily Pivots for day following 30-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-308	124-252	124-054
R3	124-210	124-154	124-027
R2	124-112	124-112	124-018
R1	124-056	124-056	124-009	124-035
PP	124-014	124-014	124-014	124-004
S1	123-278	123-278	123-311	123-257
S2	123-236	123-236	123-302
S3	123-138	123-180	123-293
S4	123-040	123-082	123-266

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-037	124-312	124-086
R3	124-232	124-187	124-051
R2	124-107	124-107	124-040
R1	124-062	124-062	124-028	124-084
PP	123-302	123-302	123-302	123-313
S1	123-257	123-257	124-006	123-280
S2	123-177	123-177	123-314
S3	123-052	123-132	123-303
S4	122-247	123-007	123-268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-070	123-222	0-168	0.4%	0-084	0.2%	58%	True	False	381,598
10	124-107	123-222	0-205	0.5%	0-080	0.2%	48%	False	False	465,332
20	124-247	123-222	1-025	0.9%	0-070	0.2%	28%	False	False	403,528
40	124-247	123-222	1-025	0.9%	0-073	0.2%	28%	False	False	456,671
60	124-247	123-100	1-147	1.2%	0-070	0.2%	47%	False	False	357,946
80	124-247	123-100	1-147	1.2%	0-061	0.2%	47%	False	False	268,690
100	124-247	123-040	1-207	1.3%	0-049	0.1%	53%	False	False	214,954

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-166
2.618	125-007
1.618	124-229
1.000	124-168
0.618	124-131
HIGH	124-070
0.618	124-033
0.500	124-021
0.382	124-009
LOW	123-292
0.618	123-231
1.000	123-194
1.618	123-133
2.618	123-035
4.250	122-196

Fisher Pivots for day following 30-Oct-2012
Pivot	1 day	3 day
R1	124-021	123-315
PP	124-014	123-311
S1	124-007	123-306

Download as Excel Spreadsheet

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

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