ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 10-Oct-2012

Day Change Summary
	Previous	Current
	09-Oct-2012	10-Oct-2012	Change	Change %	Previous Week
Open	124-080	124-060	-0-020	-0.1%	124-160
High	124-080	124-080	0-000	0.0%	124-180
Low	124-080	124-060	-0-020	-0.1%	124-080
Close	124-080	124-080	0-000	0.0%	124-080
Range	0-000	0-020	0-020		0-100
ATR	0-040	0-038	-0-001	-3.5%	0-000
Volume	3	1	-2	-66.7%	87

Daily Pivots for day following 10-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-133	124-127	124-091
R3	124-113	124-107	124-086
R2	124-093	124-093	124-084
R1	124-087	124-087	124-082	124-090
PP	124-073	124-073	124-073	124-075
S1	124-067	124-067	124-078	124-070
S2	124-053	124-053	124-076
S3	124-033	124-047	124-074
S4	124-013	124-027	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	124-140	124-060	0-080	0.2%	0-008	0.0%	25%	False	True	6
10	124-180	124-060	0-120	0.3%	0-004	0.0%	17%	False	True	13
20	124-180	123-300	0-200	0.5%	0-002	0.0%	50%	False	False	17

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	0-000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-165
2.618	124-132
1.618	124-112
1.000	124-100
0.618	124-092
HIGH	124-080
0.618	124-072
0.500	124-070
0.382	124-068
LOW	124-060
0.618	124-048
1.000	124-040
1.618	124-028
2.618	124-008
4.250	123-295

Fisher Pivots for day following 10-Oct-2012
Pivot	1 day	3 day
R1	124-077	124-100
PP	124-073	124-093
S1	124-070	124-087

Download as Excel Spreadsheet

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

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