ECBOT 5 Year T-Note Future March 2013

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Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary Previous Current 25-Oct-2012 26-Oct-2012 Change Change % Previous Week Open 123-160 123-170 0-010 0.0% 123-200 High 123-170 123-260 0-090 0.2% 123-260 Low 123-160 123-170 0-010 0.0% 123-160 Close 123-170 123-260 0-090 0.2% 123-260 Range 0-010 0-090 0-080 800.0% 0-100 ATR 0-047 0-050 0-003 6.7% 0-000 Volume 90 795 705 783.3% 1,168
Daily Pivots for day following 26-Oct-2012 Classic Woodie Camarilla DeMark R4 124-180 124-150 123-310 R3 124-090 124-060 123-285 R2 124-000 124-000 123-276 R1 123-290 123-290 123-268 123-305 PP 123-230 123-230 123-230 123-238 S1 123-200 123-200 123-252 123-215 S2 123-140 123-140 123-244 S3 123-050 123-110 123-235 S4 122-280 123-020 123-210	Weekly Pivots for week ending 26-Oct-2012 Classic Woodie Camarilla DeMark R4 124-207 124-173 123-315 R3 124-107 124-073 123-288 R2 124-007 124-007 123-278 R1 123-293 123-293 123-269 123-310 PP 123-227 123-227 123-227 123-235 S1 123-193 123-193 123-251 123-210 S2 123-127 123-127 123-242 S3 123-027 123-093 123-232 S4 122-247 122-313 123-205
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 123-260 123-160 0-100 0.3% 0-022 0.1% 100% True False 233 10 124-090 123-160 0-250 0.6% 0-026 0.1% 40% False False 120 20 124-180 123-160 1-020 0.9% 0-015 0.0% 29% False False 66
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 38 trading days	Fibonacci Retracements and Extensions 4.250 125-002 2.618 124-176 1.618 124-086 1.000 124-030 0.618 123-316 HIGH 123-260 0.618 123-226 0.500 123-215 0.382 123-204 LOW 123-170 0.618 123-114 1.000 123-080 1.618 123-024 2.618 122-254 4.250 122-108
Fisher Pivots for day following 26-Oct-2012 Pivot 1 day 3 day R1 123-245 123-243 PP 123-230 123-227 S1 123-215 123-210

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