ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 19-Dec-2012

Day Change Summary
	Previous	Current
	18-Dec-2012	19-Dec-2012	Change	Change %	Previous Week
Open	124-115	124-075	-0-040	-0.1%	124-267
High	124-117	124-105	-0-012	0.0%	124-285
Low	124-047	124-065	0-018	0.0%	124-155
Close	124-062	124-092	0-030	0.1%	124-175
Range	0-070	0-040	-0-030	-42.9%	0-130
ATR	0-057	0-056	-0-001	-1.7%	0-000
Volume	5,228	8,550	3,322	63.5%	57,216

Daily Pivots for day following 19-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-207	124-190	124-114
R3	124-167	124-150	124-103
R2	124-127	124-127	124-099
R1	124-110	124-110	124-096	124-118
PP	124-087	124-087	124-087	124-092
S1	124-070	124-070	124-088	124-078
S2	124-047	124-047	124-085
S3	124-007	124-030	124-081
S4	123-287	123-310	124-070

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	124-247	124-047	0-200	0.5%	0-060	0.2%	23%	False	False	8,386
10	124-315	124-047	0-268	0.7%	0-052	0.1%	17%	False	False	17,734
20	124-315	124-047	0-268	0.7%	0-050	0.1%	17%	False	False	233,023
40	124-315	123-222	1-093	1.0%	0-062	0.2%	46%	False	False	331,832
60	124-315	123-222	1-093	1.0%	0-062	0.2%	46%	False	False	363,455
80	124-315	123-222	1-093	1.0%	0-068	0.2%	46%	False	False	404,953
100	124-315	123-100	1-215	1.3%	0-067	0.2%	58%	False	False	328,533
120	124-315	123-100	1-215	1.3%	0-058	0.1%	58%	False	False	273,838

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

Fibonacci Retracements and Extensions
4.250	124-275
2.618	124-210
1.618	124-170
1.000	124-145
0.618	124-130
HIGH	124-105
0.618	124-090
0.500	124-085
0.382	124-080
LOW	124-065
0.618	124-040
1.000	124-025
1.618	124-000
2.618	123-280
4.250	123-215

Fisher Pivots for day following 19-Dec-2012
Pivot	1 day	3 day
R1	124-090	124-110
PP	124-087	124-104
S1	124-085	124-098

Download as Excel Spreadsheet

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

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