ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	124-210	124-225	0-015	0.0%	124-087
High	124-235	124-250	0-015	0.0%	124-240
Low	124-195	124-205	0-010	0.0%	124-022
Close	124-222	124-247	0-025	0.1%	124-215
Range	0-040	0-045	0-005	12.5%	0-218
ATR	0-078	0-076	-0-002	-3.0%	0-000
Volume	121,846	409,879	288,033	236.4%	2,575,626

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-049	125-033	124-272
R3	125-004	124-308	124-259
R2	124-279	124-279	124-255
R1	124-263	124-263	124-251	124-271
PP	124-234	124-234	124-234	124-238
S1	124-218	124-218	124-243	124-226
S2	124-189	124-189	124-239
S3	124-144	124-173	124-235
S4	124-099	124-128	124-222

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-173	126-092	125-015
R3	125-275	125-194	124-275
R2	125-057	125-057	124-255
R1	124-296	124-296	124-235	125-016
PP	124-159	124-159	124-159	124-179
S1	124-078	124-078	124-195	124-118
S2	123-261	123-261	124-175
S3	123-043	123-180	124-155
S4	122-145	122-282	124-095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-250	124-027	0-223	0.6%	0-077	0.2%	99%	True	False	458,337
10	124-250	123-297	0-273	0.7%	0-081	0.2%	99%	True	False	444,133
20	124-250	123-222	1-028	0.9%	0-081	0.2%	99%	True	False	454,733
40	124-250	123-222	1-028	0.9%	0-069	0.2%	99%	True	False	430,623
60	124-250	123-130	1-120	1.1%	0-076	0.2%	99%	True	False	430,998
80	124-250	123-100	1-150	1.2%	0-070	0.2%	99%	True	False	324,198
100	124-250	123-100	1-150	1.2%	0-057	0.1%	99%	True	False	259,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-121
2.618	125-048
1.618	125-003
1.000	124-295
0.618	124-278
HIGH	124-250
0.618	124-233
0.500	124-228
0.382	124-222
LOW	124-205
0.618	124-177
1.000	124-160
1.618	124-132
2.618	124-087
4.250	124-014

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	124-240	124-237
PP	124-234	124-227
S1	124-228	124-218

Download as Excel Spreadsheet

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

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