ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 29-Nov-2012

Day Change Summary
	Previous	Current
	28-Nov-2012	29-Nov-2012	Change	Change %	Previous Week
Open	124-202	124-227	0-025	0.1%	124-262
High	124-245	124-250	0-005	0.0%	124-265
Low	124-200	124-207	0-007	0.0%	124-137
Close	124-240	124-245	0-005	0.0%	124-145
Range	0-045	0-043	-0-002	-4.4%	0-128
ATR	0-063	0-062	-0-001	-2.3%	0-000
Volume	1,323,636	718,822	-604,814	-45.7%	1,459,300

Daily Pivots for day following 29-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-043	125-027	124-269
R3	125-000	124-304	124-257
R2	124-277	124-277	124-253
R1	124-261	124-261	124-249	124-269
PP	124-234	124-234	124-234	124-238
S1	124-218	124-218	124-241	124-226
S2	124-191	124-191	124-237
S3	124-148	124-175	124-233
S4	124-105	124-132	124-221

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	124-250	124-132	0-118	0.3%	0-049	0.1%	96%	True	False	748,591
10	124-282	124-132	0-150	0.4%	0-050	0.1%	75%	False	False	596,417
20	124-282	123-297	0-305	0.8%	0-063	0.2%	88%	False	False	518,750
40	124-282	123-222	1-060	1.0%	0-068	0.2%	90%	False	False	466,235
60	124-282	123-222	1-060	1.0%	0-071	0.2%	90%	False	False	477,668
80	124-282	123-100	1-182	1.3%	0-069	0.2%	93%	False	False	404,366
100	124-282	123-100	1-182	1.3%	0-062	0.2%	93%	False	False	323,713
120	124-282	123-040	1-242	1.4%	0-052	0.1%	93%	False	False	269,762

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-113
2.618	125-043
1.618	125-000
1.000	124-293
0.618	124-277
HIGH	124-250
0.618	124-234
0.500	124-228
0.382	124-223
LOW	124-207
0.618	124-180
1.000	124-164
1.618	124-137
2.618	124-094
4.250	124-024

Fisher Pivots for day following 29-Nov-2012
Pivot	1 day	3 day
R1	124-240	124-230
PP	124-234	124-216
S1	124-228	124-201

Download as Excel Spreadsheet

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

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