ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 03-Dec-2012

Day Change Summary
	Previous	Current
	30-Nov-2012	03-Dec-2012	Change	Change %	Previous Week
Open	124-245	124-260	0-015	0.0%	124-142
High	124-270	124-270	0-000	0.0%	124-270
Low	124-227	124-222	-0-005	0.0%	124-132
Close	124-270	124-247	-0-023	-0.1%	124-270
Range	0-043	0-048	0-005	11.6%	0-138
ATR	0-060	0-060	-0-001	-1.5%	0-000
Volume	167,415	58,918	-108,497	-64.8%	3,707,289

Daily Pivots for day following 03-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-070	125-047	124-273
R3	125-022	124-319	124-260
R2	124-294	124-294	124-256
R1	124-271	124-271	124-251	124-258
PP	124-246	124-246	124-246	124-240
S1	124-223	124-223	124-243	124-210
S2	124-198	124-198	124-238
S3	124-150	124-175	124-234
S4	124-102	124-127	124-221

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	124-152	0-118	0.3%	0-047	0.1%	81%	True	False	624,545
10	124-270	124-132	0-138	0.3%	0-051	0.1%	83%	True	False	522,550
20	124-282	124-022	0-260	0.7%	0-060	0.1%	87%	False	False	488,421
40	124-282	123-222	1-060	1.0%	0-067	0.2%	91%	False	False	452,208
60	124-282	123-222	1-060	1.0%	0-067	0.2%	91%	False	False	459,828
80	124-282	123-100	1-182	1.3%	0-069	0.2%	93%	False	False	407,096
100	124-282	123-100	1-182	1.3%	0-062	0.2%	93%	False	False	325,976
120	124-282	123-040	1-242	1.4%	0-053	0.1%	94%	False	False	271,648

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-154
2.618	125-076
1.618	125-028
1.000	124-318
0.618	124-300
HIGH	124-270
0.618	124-252
0.500	124-246
0.382	124-240
LOW	124-222
0.618	124-192
1.000	124-174
1.618	124-144
2.618	124-096
4.250	124-018

Fisher Pivots for day following 03-Dec-2012
Pivot	1 day	3 day
R1	124-247	124-244
PP	124-246	124-241
S1	124-246	124-238

Download as Excel Spreadsheet

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

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