ECBOT 5 Year T-Note Future March 2013

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Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary Previous Current 01-Nov-2012 02-Nov-2012 Change Change % Previous Week Open 123-310 124-000 0-010 0.0% 123-270 High 124-000 124-020 0-020 0.1% 124-020 Low 123-300 124-000 0-020 0.1% 123-210 Close 124-000 124-000 0-000 0.0% 124-000 Range 0-020 0-020 0-000 0.0% 0-130 ATR 0-053 0-051 -0-002 -4.5% 0-000 Volume 574 501 -73 -12.7% 1,403
Daily Pivots for day following 02-Nov-2012 Classic Woodie Camarilla DeMark R4 124-067 124-053 124-011 R3 124-047 124-033 124-006 R2 124-027 124-027 124-004 R1 124-013 124-013 124-002 124-010 PP 124-007 124-007 124-007 124-005 S1 123-313 123-313 123-318 123-310 S2 123-307 123-307 123-316 S3 123-287 123-293 123-314 S4 123-267 123-273 123-309	Weekly Pivots for week ending 02-Nov-2012 Classic Woodie Camarilla DeMark R4 125-040 124-310 124-072 R3 124-230 124-180 124-036 R2 124-100 124-100 124-024 R1 124-050 124-050 124-012 124-075 PP 123-290 123-290 123-290 123-302 S1 123-240 123-240 123-308 123-265 S2 123-160 123-160 123-296 S3 123-030 123-110 123-284 S4 122-220 122-300 123-248
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 124-020 123-210 0-130 0.3% 0-052 0.1% 85% True False 280 10 124-020 123-160 0-180 0.5% 0-037 0.1% 89% True False 257 20 124-140 123-160 0-300 0.8% 0-027 0.1% 53% False False 131 40 124-180 123-160 1-020 0.9% 0-015 0.0% 47% False False 76
Crabel Price Patterns NR False 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 0-001	Fibonacci Retracements and Extensions 4.250 124-105 2.618 124-072 1.618 124-052 1.000 124-040 0.618 124-032 HIGH 124-020 0.618 124-012 0.500 124-010 0.382 124-008 LOW 124-000 0.618 123-308 1.000 123-300 1.618 123-288 2.618 123-268 4.250 123-235
Fisher Pivots for day following 02-Nov-2012 Pivot 1 day 3 day R1 124-010 123-310 PP 124-007 123-300 S1 124-003 123-290

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