ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	124-150	124-180	0-030	0.1%	124-010
High	124-170	124-190	0-020	0.1%	124-160
Low	124-140	124-170	0-030	0.1%	123-290
Close	124-170	124-190	0-020	0.1%	124-160
Range	0-030	0-020	-0-010	-33.3%	0-190
ATR	0-057	0-054	-0-003	-4.6%	0-000
Volume	10,925	150	-10,775	-98.6%	9,883

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-243	124-237	124-201
R3	124-223	124-217	124-196
R2	124-203	124-203	124-194
R1	124-197	124-197	124-192	124-200
PP	124-183	124-183	124-183	124-185
S1	124-177	124-177	124-188	124-180
S2	124-163	124-163	124-186
S3	124-143	124-157	124-184
S4	124-123	124-137	124-179

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-027	125-283	124-264
R3	125-157	125-093	124-212
R2	124-287	124-287	124-195
R1	124-223	124-223	124-177	124-255
PP	124-097	124-097	124-097	124-112
S1	124-033	124-033	124-143	124-065
S2	123-227	123-227	124-125
S3	123-037	123-163	124-108
S4	122-167	122-293	124-056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-190	124-050	0-140	0.4%	0-042	0.1%	100%	True	False	3,552
10	124-190	123-240	0-270	0.7%	0-044	0.1%	100%	True	False	2,205
20	124-190	123-160	1-030	0.9%	0-039	0.1%	100%	True	False	1,178
40	124-190	123-160	1-030	0.9%	0-022	0.1%	100%	True	False	596

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-275
2.618	124-242
1.618	124-222
1.000	124-210
0.618	124-202
HIGH	124-190
0.618	124-182
0.500	124-180
0.382	124-178
LOW	124-170
0.618	124-158
1.000	124-150
1.618	124-138
2.618	124-118
4.250	124-085

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	124-187	124-182
PP	124-183	124-173
S1	124-180	124-165

Download as Excel Spreadsheet

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

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