ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	124-142	124-175	0-033	0.1%	124-262
High	124-197	124-210	0-013	0.0%	124-265
Low	124-132	124-152	0-020	0.1%	124-137
Close	124-180	124-200	0-020	0.1%	124-145
Range	0-065	0-058	-0-007	-10.8%	0-128
ATR	0-065	0-065	-0-001	-0.8%	0-000
Volume	643,482	853,934	210,452	32.7%	1,459,300

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-041	125-019	124-232
R3	124-303	124-281	124-216
R2	124-245	124-245	124-211
R1	124-223	124-223	124-205	124-234
PP	124-187	124-187	124-187	124-193
S1	124-165	124-165	124-195	124-176
S2	124-129	124-129	124-189
S3	124-071	124-107	124-184
S4	124-013	124-049	124-168

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-246	125-164	124-215
R3	125-118	125-036	124-180
R2	124-310	124-310	124-168
R1	124-228	124-228	124-157	124-205
PP	124-182	124-182	124-182	124-171
S1	124-100	124-100	124-133	124-077
S2	124-054	124-054	124-122
S3	123-246	123-292	124-110
S4	123-118	123-164	124-075

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-247	124-132	0-115	0.3%	0-057	0.1%	59%	False	False	527,895
10	124-282	124-132	0-150	0.4%	0-051	0.1%	45%	False	False	480,216
20	124-282	123-292	0-310	0.8%	0-069	0.2%	74%	False	False	448,377
40	124-282	123-222	1-060	1.0%	0-068	0.2%	78%	False	False	429,543
60	124-282	123-222	1-060	1.0%	0-071	0.2%	78%	False	False	463,086
80	124-282	123-100	1-182	1.3%	0-069	0.2%	84%	False	False	378,928
100	124-282	123-100	1-182	1.3%	0-061	0.2%	84%	False	False	303,288
120	124-282	123-040	1-242	1.4%	0-051	0.1%	85%	False	False	252,742

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

Fibonacci Retracements and Extensions
4.250	125-136
2.618	125-042
1.618	124-304
1.000	124-268
0.618	124-246
HIGH	124-210
0.618	124-188
0.500	124-181
0.382	124-174
LOW	124-152
0.618	124-116
1.000	124-094
1.618	124-058
2.618	124-000
4.250	123-226

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	124-194	124-190
PP	124-187	124-181
S1	124-181	124-171

Download as Excel Spreadsheet

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

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