ECBOT 5 Year T-Note Future March 2013

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Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary Previous Current 17-Oct-2012 18-Oct-2012 Change Change % Previous Week Open 123-220 123-270 0-050 0.1% 124-140 High 123-220 123-270 0-050 0.1% 124-140 Low 123-220 123-210 -0-010 0.0% 124-060 Close 123-220 123-210 -0-010 0.0% 124-090 Range 0-000 0-060 0-060 0-080 ATR 0-042 0-043 0-001 3.0% 0-000 Volume 2 2 0 0.0% 25
Daily Pivots for day following 18-Oct-2012 Classic Woodie Camarilla DeMark R4 124-090 124-050 123-243 R3 124-030 123-310 123-226 R2 123-290 123-290 123-221 R1 123-250 123-250 123-216 123-240 PP 123-230 123-230 123-230 123-225 S1 123-190 123-190 123-204 123-180 S2 123-170 123-170 123-199 S3 123-110 123-130 123-194 S4 123-050 123-070 123-177	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 5 124-090 123-210 0-200 0.5% 0-022 0.1% 0% False True 3 10 124-140 123-210 0-250 0.6% 0-015 0.0% 0% False True 3 20 124-180 123-210 0-290 0.7% 0-008 0.0% 0% False True 12
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-000 Widest range in 32 trading days	Fibonacci Retracements and Extensions 4.250 124-205 2.618 124-107 1.618 124-047 1.000 124-010 0.618 123-307 HIGH 123-270 0.618 123-247 0.500 123-240 0.382 123-233 LOW 123-210 0.618 123-173 1.000 123-150 1.618 123-113 2.618 123-053 4.250 122-275
Fisher Pivots for day following 18-Oct-2012 Pivot 1 day 3 day R1 123-240 123-295 PP 123-230 123-267 S1 123-220 123-238

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