ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 30-Nov-2012

Day Change Summary
	Previous	Current
	29-Nov-2012	30-Nov-2012	Change	Change %	Previous Week
Open	124-227	124-245	0-018	0.0%	124-142
High	124-250	124-270	0-020	0.1%	124-270
Low	124-207	124-227	0-020	0.1%	124-132
Close	124-245	124-270	0-025	0.1%	124-270
Range	0-043	0-043	0-000	0.0%	0-138
ATR	0-062	0-060	-0-001	-2.2%	0-000
Volume	718,822	167,415	-551,407	-76.7%	3,707,289

Daily Pivots for day following 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-065	125-050	124-294
R3	125-022	125-007	124-282
R2	124-299	124-299	124-278
R1	124-284	124-284	124-274	124-292
PP	124-256	124-256	124-256	124-259
S1	124-241	124-241	124-266	124-248
S2	124-213	124-213	124-262
S3	124-170	124-198	124-258
S4	124-127	124-155	124-246

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-318	125-272	125-026
R3	125-180	125-134	124-308
R2	125-042	125-042	124-295
R1	124-316	124-316	124-283	125-019
PP	124-224	124-224	124-224	124-236
S1	124-178	124-178	124-257	124-201
S2	124-086	124-086	124-245
S3	123-268	124-040	124-232
S4	123-130	123-222	124-194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-270	124-132	0-138	0.3%	0-051	0.1%	100%	True	False	741,457
10	124-282	124-132	0-150	0.4%	0-051	0.1%	92%	False	False	569,606
20	124-282	123-297	0-305	0.8%	0-063	0.2%	96%	False	False	507,858
40	124-282	123-222	1-060	1.0%	0-068	0.2%	97%	False	False	461,655
60	124-282	123-222	1-060	1.0%	0-070	0.2%	97%	False	False	470,610
80	124-282	123-100	1-182	1.3%	0-069	0.2%	98%	False	False	406,407
100	124-282	123-100	1-182	1.3%	0-062	0.2%	98%	False	False	325,387
120	124-282	123-040	1-242	1.4%	0-052	0.1%	98%	False	False	271,157

Crabel Price Patterns
NR	False
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	0-012

Fibonacci Retracements and Extensions
4.250	125-133
2.618	125-063
1.618	125-020
1.000	124-313
0.618	124-297
HIGH	124-270
0.618	124-254
0.500	124-248
0.382	124-243
LOW	124-227
0.618	124-200
1.000	124-184
1.618	124-157
2.618	124-114
4.250	124-044

Fisher Pivots for day following 30-Nov-2012
Pivot	1 day	3 day
R1	124-263	124-258
PP	124-256	124-247
S1	124-248	124-235

Download as Excel Spreadsheet

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

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