ECBOT 5 Year T-Note Future March 2013

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Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary Previous Current 23-Oct-2012 24-Oct-2012 Change Change % Previous Week Open 123-250 123-260 0-010 0.0% 124-060 High 123-250 123-260 0-010 0.0% 124-090 Low 123-240 123-260 0-020 0.1% 123-210 Close 123-240 123-260 0-020 0.1% 123-250 Range 0-010 0-000 -0-010 -100.0% 0-200 ATR 0-044 0-042 -0-002 -3.9% 0-000 Volume 219 26 -193 -88.1% 41
Daily Pivots for day following 24-Oct-2012 Classic Woodie Camarilla DeMark R4 123-260 123-260 123-260 R3 123-260 123-260 123-260 R2 123-260 123-260 123-260 R1 123-260 123-260 123-260 123-260 PP 123-260 123-260 123-260 123-260 S1 123-260 123-260 123-260 123-260 S2 123-260 123-260 123-260 S3 123-260 123-260 123-260 S4 123-260 123-260 123-260	Weekly Pivots for week ending 19-Oct-2012 Classic Woodie Camarilla DeMark R4 125-250 125-130 124-040 R3 125-050 124-250 123-305 R2 124-170 124-170 123-287 R1 124-050 124-050 123-268 124-010 PP 123-290 123-290 123-290 123-270 S1 123-170 123-170 123-232 123-130 S2 123-090 123-090 123-213 S3 122-210 122-290 123-195 S4 122-010 122-090 123-140
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 123-270 123-200 0-070 0.2% 0-022 0.1% 86% False False 63 10 124-090 123-200 0-210 0.5% 0-016 0.0% 29% False False 34 20 124-180 123-200 0-300 0.8% 0-010 0.0% 20% False False 23
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 4.250 123-260 2.618 123-260 1.618 123-260 1.000 123-260 0.618 123-260 HIGH 123-260 0.618 123-260 0.500 123-260 0.382 123-260 LOW 123-260 0.618 123-260 1.000 123-260 1.618 123-260 2.618 123-260 4.250 123-260
Fisher Pivots for day following 24-Oct-2012 Pivot 1 day 3 day R1 123-260 123-250 PP 123-260 123-240 S1 123-260 123-230

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