ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 15-Oct-2012

Day Change Summary
	Previous	Current
	12-Oct-2012	15-Oct-2012	Change	Change %	Previous Week
Open	124-090	124-060	-0-030	-0.1%	124-140
High	124-090	124-090	0-000	0.0%	124-140
Low	124-090	124-060	-0-030	-0.1%	124-060
Close	124-090	124-090	0-000	0.0%	124-090
Range	0-000	0-030	0-030		0-080
ATR	0-034	0-033	0-000	-0.8%	0-000
Volume	9	2	-7	-77.8%	25

Daily Pivots for day following 15-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-170	124-160	124-106
R3	124-140	124-130	124-098
R2	124-110	124-110	124-096
R1	124-100	124-100	124-093	124-105
PP	124-080	124-080	124-080	124-082
S1	124-070	124-070	124-087	124-075
S2	124-050	124-050	124-084
S3	124-020	124-040	124-082
S4	123-310	124-010	124-074

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-017	124-293	124-134
R3	124-257	124-213	124-112
R2	124-177	124-177	124-105
R1	124-133	124-133	124-097	124-115
PP	124-097	124-097	124-097	124-088
S1	124-053	124-053	124-083	124-035
S2	124-017	124-017	124-075
S3	123-257	123-293	124-068
S4	123-177	123-213	124-046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-090	124-060	0-030	0.1%	0-010	0.0%	100%	True	True	4
10	124-180	124-060	0-120	0.3%	0-007	0.0%	25%	False	True	9
20	124-180	124-000	0-180	0.5%	0-004	0.0%	50%	False	False	15

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 24 trading days

Fibonacci Retracements and Extensions
4.250	124-218
2.618	124-169
1.618	124-139
1.000	124-120
0.618	124-109
HIGH	124-090
0.618	124-079
0.500	124-075
0.382	124-071
LOW	124-060
0.618	124-041
1.000	124-030
1.618	124-011
2.618	123-301
4.250	123-252

Fisher Pivots for day following 15-Oct-2012
Pivot	1 day	3 day
R1	124-085	124-085
PP	124-080	124-080
S1	124-075	124-075

Download as Excel Spreadsheet

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

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