ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 14-Dec-2012

Day Change Summary
	Previous	Current
	13-Dec-2012	14-Dec-2012	Change	Change %	Previous Week
Open	124-235	124-170	-0-065	-0.2%	124-267
High	124-247	124-190	-0-057	-0.1%	124-285
Low	124-160	124-155	-0-005	0.0%	124-155
Close	124-170	124-175	0-005	0.0%	124-175
Range	0-087	0-035	-0-052	-59.8%	0-130
ATR	0-055	0-054	-0-001	-2.6%	0-000
Volume	12,563	3,385	-9,178	-73.1%	57,216

Daily Pivots for day following 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-278	124-262	124-194
R3	124-243	124-227	124-185
R2	124-208	124-208	124-181
R1	124-192	124-192	124-178	124-200
PP	124-173	124-173	124-173	124-178
S1	124-157	124-157	124-172	124-165
S2	124-138	124-138	124-169
S3	124-103	124-122	124-165
S4	124-068	124-087	124-156

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-275	125-195	124-246
R3	125-145	125-065	124-211
R2	125-015	125-015	124-199
R1	124-255	124-255	124-187	124-230
PP	124-205	124-205	124-205	124-192
S1	124-125	124-125	124-163	124-100
S2	124-075	124-075	124-151
S3	123-265	123-315	124-139
S4	123-135	123-185	124-104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-285	124-155	0-130	0.3%	0-047	0.1%	15%	False	True	11,443
10	124-315	124-155	0-160	0.4%	0-047	0.1%	13%	False	True	29,582
20	124-315	124-132	0-183	0.5%	0-049	0.1%	23%	False	False	299,594
40	124-315	123-222	1-093	1.0%	0-062	0.2%	66%	False	False	369,163
60	124-315	123-222	1-093	1.0%	0-062	0.2%	66%	False	False	384,752
80	124-315	123-222	1-093	1.0%	0-068	0.2%	66%	False	False	408,945
100	124-315	123-100	1-215	1.3%	0-066	0.2%	74%	False	False	328,318
120	124-315	123-100	1-215	1.3%	0-056	0.1%	74%	False	False	273,622

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	False
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	125-019
2.618	124-282
1.618	124-247
1.000	124-225
0.618	124-212
HIGH	124-190
0.618	124-177
0.500	124-172
0.382	124-168
LOW	124-155
0.618	124-133
1.000	124-120
1.618	124-098
2.618	124-063
4.250	124-006

Fisher Pivots for day following 14-Dec-2012
Pivot	1 day	3 day
R1	124-174	124-201
PP	124-173	124-192
S1	124-172	124-184

Download as Excel Spreadsheet

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

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