ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 28-Nov-2012

Day Change Summary
	Previous	Current
	27-Nov-2012	28-Nov-2012	Change	Change %	Previous Week
Open	124-175	124-202	0-027	0.1%	124-262
High	124-210	124-245	0-035	0.1%	124-265
Low	124-152	124-200	0-048	0.1%	124-137
Close	124-200	124-240	0-040	0.1%	124-145
Range	0-058	0-045	-0-013	-22.4%	0-128
ATR	0-065	0-063	-0-001	-2.2%	0-000
Volume	853,934	1,323,636	469,702	55.0%	1,459,300

Daily Pivots for day following 28-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-043	125-027	124-265
R3	124-318	124-302	124-252
R2	124-273	124-273	124-248
R1	124-257	124-257	124-244	124-265
PP	124-228	124-228	124-228	124-232
S1	124-212	124-212	124-236	124-220
S2	124-183	124-183	124-232
S3	124-138	124-167	124-228
S4	124-093	124-122	124-215

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	124-245	124-132	0-113	0.3%	0-052	0.1%	96%	True	False	690,484
10	124-282	124-132	0-150	0.4%	0-051	0.1%	72%	False	False	571,591
20	124-282	123-297	0-305	0.8%	0-066	0.2%	86%	False	False	507,862
40	124-282	123-222	1-060	1.0%	0-068	0.2%	89%	False	False	455,695
60	124-282	123-222	1-060	1.0%	0-071	0.2%	89%	False	False	473,735
80	124-282	123-100	1-182	1.3%	0-069	0.2%	92%	False	False	395,425
100	124-282	123-100	1-182	1.3%	0-062	0.2%	92%	False	False	316,525
120	124-282	123-040	1-242	1.4%	0-052	0.1%	93%	False	False	263,772

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	0-011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-116
2.618	125-043
1.618	124-318
1.000	124-290
0.618	124-273
HIGH	124-245
0.618	124-228
0.500	124-222
0.382	124-217
LOW	124-200
0.618	124-172
1.000	124-155
1.618	124-127
2.618	124-082
4.250	124-009

Fisher Pivots for day following 28-Nov-2012
Pivot	1 day	3 day
R1	124-234	124-223
PP	124-228	124-206
S1	124-222	124-188

Download as Excel Spreadsheet

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

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