ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 02-Nov-2012

Day Change Summary
	Previous	Current
	01-Nov-2012	02-Nov-2012	Change	Change %	Previous Week
Open	124-072	124-055	-0-017	0.0%	124-030
High	124-087	124-090	0-003	0.0%	124-090
Low	124-040	123-297	-0-063	-0.2%	123-292
Close	124-077	124-075	-0-002	0.0%	124-075
Range	0-047	0-113	0-066	140.4%	0-118
ATR	0-074	0-077	0-003	3.8%	0-000
Volume	385,269	447,653	62,384	16.2%	1,628,014

Daily Pivots for day following 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-066	125-024	124-137
R3	124-273	124-231	124-106
R2	124-160	124-160	124-096
R1	124-118	124-118	124-085	124-139
PP	124-047	124-047	124-047	124-058
S1	124-005	124-005	124-065	124-026
S2	123-254	123-254	124-054
S3	123-141	123-212	124-044
S4	123-028	123-099	124-013

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-080	125-035	124-140
R3	124-282	124-237	124-107
R2	124-164	124-164	124-097
R1	124-119	124-119	124-086	124-142
PP	124-046	124-046	124-046	124-057
S1	124-001	124-001	124-064	124-024
S2	123-248	123-248	124-053
S3	123-130	123-203	124-043
S4	123-012	123-085	124-010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-090	123-292	0-118	0.3%	0-082	0.2%	87%	True	False	325,602
10	124-090	123-222	0-188	0.5%	0-082	0.2%	92%	True	False	423,791
20	124-217	123-222	0-315	0.8%	0-075	0.2%	55%	False	False	415,995
40	124-247	123-222	1-025	0.9%	0-071	0.2%	50%	False	False	445,531
60	124-247	123-100	1-147	1.2%	0-072	0.2%	63%	False	False	379,988
80	124-247	123-100	1-147	1.2%	0-063	0.2%	63%	False	False	285,365
100	124-247	123-040	1-207	1.3%	0-051	0.1%	67%	False	False	228,293

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-250
2.618	125-066
1.618	124-273
1.000	124-203
0.618	124-160
HIGH	124-090
0.618	124-047
0.500	124-034
0.382	124-020
LOW	123-297
0.618	123-227
1.000	123-184
1.618	123-114
2.618	123-001
4.250	122-137

Fisher Pivots for day following 02-Nov-2012
Pivot	1 day	3 day
R1	124-061	124-061
PP	124-047	124-047
S1	124-034	124-034

Download as Excel Spreadsheet

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

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