ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	124-050	124-090	0-040	0.1%	123-270
High	124-130	124-150	0-020	0.1%	124-020
Low	124-050	124-090	0-040	0.1%	123-210
Close	124-110	124-150	0-040	0.1%	124-000
Range	0-080	0-060	-0-020	-25.0%	0-130
ATR	0-062	0-062	0-000	-0.2%	0-000
Volume	180	4,635	4,455	2,475.0%	1,403

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-310	124-290	124-183
R3	124-250	124-230	124-166
R2	124-190	124-190	124-161
R1	124-170	124-170	124-156	124-180
PP	124-130	124-130	124-130	124-135
S1	124-110	124-110	124-144	124-120
S2	124-070	124-070	124-139
S3	124-010	124-050	124-134
S4	123-270	123-310	124-117

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	124-150	123-290	0-180	0.5%	0-052	0.1%	100%	True	False	1,702
10	124-150	123-170	0-300	0.8%	0-059	0.1%	100%	True	False	1,020
20	124-150	123-160	0-310	0.8%	0-038	0.1%	100%	True	False	531
40	124-180	123-160	1-020	0.9%	0-020	0.1%	91%	False	False	274

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	0-001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-085
2.618	124-307
1.618	124-247
1.000	124-210
0.618	124-187
HIGH	124-150
0.618	124-127
0.500	124-120
0.382	124-113
LOW	124-090
0.618	124-053
1.000	124-030
1.618	123-313
2.618	123-253
4.250	123-155

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	124-140	124-120
PP	124-130	124-090
S1	124-120	124-060

Download as Excel Spreadsheet

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

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