ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 20-Dec-2012

Day Change Summary
	Previous	Current
	19-Dec-2012	20-Dec-2012	Change	Change %	Previous Week
Open	124-075	124-105	0-030	0.1%	124-267
High	124-105	124-117	0-012	0.0%	124-285
Low	124-065	124-080	0-015	0.0%	124-155
Close	124-092	124-092	0-000	0.0%	124-175
Range	0-040	0-037	-0-003	-7.5%	0-130
ATR	0-056	0-054	-0-001	-2.4%	0-000
Volume	8,550	4,804	-3,746	-43.8%	57,216

Daily Pivots for day following 20-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-207	124-187	124-112
R3	124-170	124-150	124-102
R2	124-133	124-133	124-099
R1	124-113	124-113	124-095	124-104
PP	124-096	124-096	124-096	124-092
S1	124-076	124-076	124-089	124-068
S2	124-059	124-059	124-085
S3	124-022	124-039	124-082
S4	123-305	124-002	124-072

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	124-190	124-047	0-143	0.4%	0-050	0.1%	31%	False	False	6,834
10	124-315	124-047	0-268	0.7%	0-053	0.1%	17%	False	False	13,270
20	124-315	124-047	0-268	0.7%	0-049	0.1%	17%	False	False	211,849
40	124-315	123-222	1-093	1.0%	0-061	0.2%	46%	False	False	319,503
60	124-315	123-222	1-093	1.0%	0-061	0.2%	46%	False	False	354,303
80	124-315	123-222	1-093	1.0%	0-067	0.2%	46%	False	False	399,184
100	124-315	123-100	1-215	1.3%	0-067	0.2%	58%	False	False	328,577
120	124-315	123-100	1-215	1.3%	0-058	0.1%	58%	False	False	273,878

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	124-274
2.618	124-214
1.618	124-177
1.000	124-154
0.618	124-140
HIGH	124-117
0.618	124-103
0.500	124-098
0.382	124-094
LOW	124-080
0.618	124-057
1.000	124-043
1.618	124-020
2.618	123-303
4.250	123-243

Fisher Pivots for day following 20-Dec-2012
Pivot	1 day	3 day
R1	124-098	124-089
PP	124-096	124-085
S1	124-094	124-082

Download as Excel Spreadsheet

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

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