ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 14-Nov-2012

Day Change Summary
	Previous	Current
	13-Nov-2012	14-Nov-2012	Change	Change %	Previous Week
Open	124-180	124-180	0-000	0.0%	124-010
High	124-190	124-190	0-000	0.0%	124-160
Low	124-170	124-140	-0-030	-0.1%	123-290
Close	124-190	124-190	0-000	0.0%	124-160
Range	0-020	0-050	0-030	150.0%	0-190
ATR	0-054	0-054	0-000	-0.5%	0-000
Volume	150	21,487	21,337	14,224.7%	9,883

Daily Pivots for day following 14-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-003	124-307	124-218
R3	124-273	124-257	124-204
R2	124-223	124-223	124-199
R1	124-207	124-207	124-195	124-215
PP	124-173	124-173	124-173	124-178
S1	124-157	124-157	124-185	124-165
S2	124-123	124-123	124-181
S3	124-073	124-107	124-176
S4	124-023	124-057	124-162

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	124-090	0-100	0.3%	0-036	0.1%	100%	True	False	7,814
10	124-190	123-290	0-220	0.6%	0-040	0.1%	100%	True	False	4,352
20	124-190	123-160	1-030	0.9%	0-042	0.1%	100%	True	False	2,252
40	124-190	123-160	1-030	0.9%	0-023	0.1%	100%	True	False	1,132

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-004
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-082
2.618	125-001
1.618	124-271
1.000	124-240
0.618	124-221
HIGH	124-190
0.618	124-171
0.500	124-165
0.382	124-159
LOW	124-140
0.618	124-109
1.000	124-090
1.618	124-059
2.618	124-009
4.250	123-248

Fisher Pivots for day following 14-Nov-2012
Pivot	1 day	3 day
R1	124-182	124-182
PP	124-173	124-173
S1	124-165	124-165

Download as Excel Spreadsheet

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

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