ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 21-Dec-2012

Day Change Summary
	Previous	Current
	20-Dec-2012	21-Dec-2012	Change	Change %	Previous Week
Open	124-105	124-117	0-012	0.0%	124-145
High	124-117	124-150	0-033	0.1%	124-172
Low	124-080	124-107	0-027	0.1%	124-047
Close	124-092	124-120	0-028	0.1%	124-120
Range	0-037	0-043	0-006	16.2%	0-125
ATR	0-054	0-055	0-000	0.5%	0-000
Volume	4,804	2,428	-2,376	-49.5%	33,216

Daily Pivots for day following 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-255	124-230	124-144
R3	124-212	124-187	124-132
R2	124-169	124-169	124-128
R1	124-144	124-144	124-124	124-156
PP	124-126	124-126	124-126	124-132
S1	124-101	124-101	124-116	124-114
S2	124-083	124-083	124-112
S3	124-040	124-058	124-108
S4	123-317	124-015	124-096

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-168	125-109	124-189
R3	125-043	124-304	124-154
R2	124-238	124-238	124-143
R1	124-179	124-179	124-131	124-146
PP	124-113	124-113	124-113	124-096
S1	124-054	124-054	124-109	124-021
S2	123-308	123-308	124-097
S3	123-183	123-249	124-086
S4	123-058	123-124	124-051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-172	124-047	0-125	0.3%	0-051	0.1%	58%	False	False	6,643
10	124-285	124-047	0-238	0.6%	0-049	0.1%	31%	False	False	9,043
20	124-315	124-047	0-268	0.7%	0-049	0.1%	27%	False	False	201,816
40	124-315	123-222	1-093	1.0%	0-060	0.2%	53%	False	False	303,426
60	124-315	123-222	1-093	1.0%	0-061	0.2%	53%	False	False	345,695
80	124-315	123-222	1-093	1.0%	0-067	0.2%	53%	False	False	392,167
100	124-315	123-100	1-215	1.3%	0-066	0.2%	64%	False	False	328,577
120	124-315	123-100	1-215	1.3%	0-058	0.1%	64%	False	False	273,898

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-013
2.618	124-263
1.618	124-220
1.000	124-193
0.618	124-177
HIGH	124-150
0.618	124-134
0.500	124-128
0.382	124-123
LOW	124-107
0.618	124-080
1.000	124-064
1.618	124-037
2.618	123-314
4.250	123-244

Fisher Pivots for day following 21-Dec-2012
Pivot	1 day	3 day
R1	124-128	124-116
PP	124-126	124-112
S1	124-123	124-108

Download as Excel Spreadsheet

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

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