ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 07-Nov-2012

Day Change Summary
	Previous	Current
	06-Nov-2012	07-Nov-2012	Change	Change %	Previous Week
Open	124-110	124-027	-0-083	-0.2%	124-030
High	124-122	124-200	0-078	0.2%	124-090
Low	124-022	124-027	0-005	0.0%	123-292
Close	124-040	124-177	0-137	0.3%	124-075
Range	0-100	0-173	0-073	73.0%	0-118
ATR	0-077	0-084	0-007	8.8%	0-000
Volume	454,358	740,532	286,174	63.0%	1,628,014

Daily Pivots for day following 07-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-014	125-268	124-272
R3	125-161	125-095	124-225
R2	124-308	124-308	124-209
R1	124-242	124-242	124-193	124-275
PP	124-135	124-135	124-135	124-151
S1	124-069	124-069	124-161	124-102
S2	123-282	123-282	124-145
S3	123-109	123-216	124-129
S4	122-256	123-043	124-082

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	124-200	123-297	0-223	0.6%	0-099	0.2%	90%	True	False	477,823
10	124-200	123-222	0-298	0.7%	0-096	0.2%	92%	True	False	430,022
20	124-200	123-222	0-298	0.7%	0-082	0.2%	92%	True	False	451,677
40	124-247	123-222	1-025	0.9%	0-074	0.2%	80%	False	False	451,604
60	124-247	123-100	1-147	1.2%	0-076	0.2%	85%	False	False	405,753
80	124-247	123-100	1-147	1.2%	0-067	0.2%	85%	False	False	304,814
100	124-247	123-040	1-207	1.3%	0-055	0.1%	87%	False	False	243,855

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	0-016
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	126-295
2.618	126-013
1.618	125-160
1.000	125-053
0.618	124-307
HIGH	124-200
0.618	124-134
0.500	124-114
0.382	124-093
LOW	124-027
0.618	123-240
1.000	123-174
1.618	123-067
2.618	122-214
4.250	121-252

Fisher Pivots for day following 07-Nov-2012
Pivot	1 day	3 day
R1	124-156	124-155
PP	124-135	124-133
S1	124-114	124-111

Download as Excel Spreadsheet

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

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