ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 07-Nov-2012

Day Change Summary
	Previous	Current
	06-Nov-2012	07-Nov-2012	Change	Change %	Previous Week
Open	124-010	124-050	0-040	0.1%	123-270
High	124-010	124-130	0-120	0.3%	124-020
Low	123-290	124-050	0-080	0.2%	123-210
Close	123-290	124-110	0-140	0.4%	124-000
Range	0-040	0-080	0-040	100.0%	0-130
ATR	0-054	0-062	0-008	13.9%	0-000
Volume	2,948	180	-2,768	-93.9%	1,403

Daily Pivots for day following 07-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-017	124-303	124-154
R3	124-257	124-223	124-132
R2	124-177	124-177	124-125
R1	124-143	124-143	124-117	124-160
PP	124-097	124-097	124-097	124-105
S1	124-063	124-063	124-103	124-080
S2	124-017	124-017	124-095
S3	123-257	123-303	124-088
S4	123-177	123-223	124-066

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	124-130	123-290	0-160	0.4%	0-044	0.1%	88%	True	False	890
10	124-130	123-160	0-290	0.7%	0-054	0.1%	93%	True	False	566
20	124-130	123-160	0-290	0.7%	0-035	0.1%	93%	True	False	300
40	124-180	123-160	1-020	0.9%	0-018	0.0%	79%	False	False	158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-150
2.618	125-019
1.618	124-259
1.000	124-210
0.618	124-179
HIGH	124-130
0.618	124-099
0.500	124-090
0.382	124-081
LOW	124-050
0.618	124-001
1.000	123-290
1.618	123-241
2.618	123-161
4.250	123-030

Fisher Pivots for day following 07-Nov-2012
Pivot	1 day	3 day
R1	124-103	124-090
PP	124-097	124-070
S1	124-090	124-050

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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