ECBOT 5 Year T-Note Future March 2013

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Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary Previous Current 16-Oct-2012 17-Oct-2012 Change Change % Previous Week Open 124-060 123-220 -0-160 -0.4% 124-140 High 124-060 123-220 -0-160 -0.4% 124-140 Low 124-040 123-220 -0-140 -0.4% 124-060 Close 124-040 123-220 -0-140 -0.4% 124-090 Range 0-020 0-000 -0-020 -100.0% 0-080 ATR 0-035 0-042 0-008 21.7% 0-000 Volume 2 2 0 0.0% 25
Daily Pivots for day following 17-Oct-2012 Classic Woodie Camarilla DeMark R4 123-220 123-220 123-220 R3 123-220 123-220 123-220 R2 123-220 123-220 123-220 R1 123-220 123-220 123-220 123-220 PP 123-220 123-220 123-220 123-220 S1 123-220 123-220 123-220 123-220 S2 123-220 123-220 123-220 S3 123-220 123-220 123-220 S4 123-220 123-220 123-220	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 5 124-090 123-220 0-190 0.5% 0-010 0.0% 0% False True 4 10 124-140 123-220 0-240 0.6% 0-009 0.0% 0% False True 5 20 124-180 123-220 0-280 0.7% 0-004 0.0% 0% False True 13
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 3 trading days	Fibonacci Retracements and Extensions 4.250 123-220 2.618 123-220 1.618 123-220 1.000 123-220 0.618 123-220 HIGH 123-220 0.618 123-220 0.500 123-220 0.382 123-220 LOW 123-220 0.618 123-220 1.000 123-220 1.618 123-220 2.618 123-220 4.250 123-220
Fisher Pivots for day following 17-Oct-2012 Pivot 1 day 3 day R1 123-220 123-315 PP 123-220 123-283 S1 123-220 123-252

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