ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 28-Sep-2012

Day Change Summary
	Previous	Current
	27-Sep-2012	28-Sep-2012	Change	Change %	Previous Week
Open	124-140	124-150	0-010	0.0%	124-070
High	124-140	124-150	0-010	0.0%	124-150
Low	124-140	124-150	0-010	0.0%	124-070
Close	124-140	124-150	0-010	0.0%	124-150
Range
ATR	0-043	0-040	-0-002	-5.5%	0-000
Volume	21	21	0	0.0%	105

Daily Pivots for day following 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-150	124-150	124-150
R3	124-150	124-150	124-150
R2	124-150	124-150	124-150
R1	124-150	124-150	124-150	124-150
PP	124-150	124-150	124-150	124-150
S1	124-150	124-150	124-150	124-150
S2	124-150	124-150	124-150
S3	124-150	124-150	124-150
S4	124-150	124-150	124-150

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-043	125-017	124-194
R3	124-283	124-257	124-172
R2	124-203	124-203	124-165
R1	124-177	124-177	124-157	124-190
PP	124-123	124-123	124-123	124-130
S1	124-097	124-097	124-143	124-110
S2	124-043	124-043	124-135
S3	123-283	124-017	124-128
S4	123-203	123-257	124-106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-150	124-070	0-080	0.2%	0-000	0.0%	100%	True	False	21
10	124-150	123-300	0-170	0.4%	0-000	0.0%	100%	True	False	21

Crabel Price Patterns
NR	False
NR4	False
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	0-000

Fibonacci Retracements and Extensions
4.250	124-150
2.618	124-150
1.618	124-150
1.000	124-150
0.618	124-150
HIGH	124-150
0.618	124-150
0.500	124-150
0.382	124-150
LOW	124-150
0.618	124-150
1.000	124-150
1.618	124-150
2.618	124-150
4.250	124-150

Fisher Pivots for day following 28-Sep-2012
Pivot	1 day	3 day
R1	124-150	124-148
PP	124-150	124-147
S1	124-150	124-145

Download as Excel Spreadsheet

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

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