ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 05-Oct-2012

Day Change Summary
	Previous	Current
	04-Oct-2012	05-Oct-2012	Change	Change %	Previous Week
Open	124-140	124-100	-0-040	-0.1%	124-160
High	124-140	124-100	-0-040	-0.1%	124-180
Low	124-140	124-080	-0-060	-0.2%	124-080
Close	124-140	124-080	-0-060	-0.2%	124-080
Range	0-000	0-020	0-020		0-100
ATR	0-035	0-037	0-002	5.2%	0-000
Volume	21	3	-18	-85.7%	87

Daily Pivots for day following 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-147	124-133	124-091
R3	124-127	124-113	124-086
R2	124-107	124-107	124-084
R1	124-093	124-093	124-082	124-090
PP	124-087	124-087	124-087	124-085
S1	124-073	124-073	124-078	124-070
S2	124-067	124-067	124-076
S3	124-047	124-053	124-074
S4	124-027	124-033	124-069

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-093	125-027	124-135
R3	124-313	124-247	124-108
R2	124-213	124-213	124-098
R1	124-147	124-147	124-089	124-130
PP	124-113	124-113	124-113	124-105
S1	124-047	124-047	124-071	124-030
S2	124-013	124-013	124-062
S3	123-233	123-267	124-052
S4	123-133	123-167	124-025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-180	124-080	0-100	0.3%	0-004	0.0%	0%	False	True	17
10	124-180	124-070	0-110	0.3%	0-002	0.0%	9%	False	False	19
20	124-180	123-300	0-200	0.5%	0-003	0.0%	50%	False	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	124-185
2.618	124-152
1.618	124-132
1.000	124-120
0.618	124-112
HIGH	124-100
0.618	124-092
0.500	124-090
0.382	124-088
LOW	124-080
0.618	124-068
1.000	124-060
1.618	124-048
2.618	124-028
4.250	123-315

Fisher Pivots for day following 05-Oct-2012
Pivot	1 day	3 day
R1	124-090	124-130
PP	124-087	124-113
S1	124-083	124-097

Download as Excel Spreadsheet

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

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