ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 16-Oct-2012

Day Change Summary
	Previous	Current
	15-Oct-2012	16-Oct-2012	Change	Change %	Previous Week
Open	124-060	124-060	0-000	0.0%	124-140
High	124-090	124-060	-0-030	-0.1%	124-140
Low	124-060	124-040	-0-020	-0.1%	124-060
Close	124-090	124-040	-0-050	-0.1%	124-090
Range	0-030	0-020	-0-010	-33.3%	0-080
ATR	0-033	0-035	0-001	3.5%	0-000
Volume	2	2	0	0.0%	25

Daily Pivots for day following 16-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-107	124-093	124-051
R3	124-087	124-073	124-046
R2	124-067	124-067	124-044
R1	124-053	124-053	124-042	124-050
PP	124-047	124-047	124-047	124-045
S1	124-033	124-033	124-038	124-030
S2	124-027	124-027	124-036
S3	124-007	124-013	124-034
S4	123-307	123-313	124-029

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	124-040	0-050	0.1%	0-014	0.0%	0%	False	True	4
10	124-180	124-040	0-140	0.4%	0-009	0.0%	0%	False	True	7
20	124-180	124-020	0-160	0.4%	0-004	0.0%	13%	False	False	14

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-145
2.618	124-112
1.618	124-092
1.000	124-080
0.618	124-072
HIGH	124-060
0.618	124-052
0.500	124-050
0.382	124-048
LOW	124-040
0.618	124-028
1.000	124-020
1.618	124-008
2.618	123-308
4.250	123-275

Fisher Pivots for day following 16-Oct-2012
Pivot	1 day	3 day
R1	124-050	124-065
PP	124-047	124-057
S1	124-043	124-048

Download as Excel Spreadsheet

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

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