ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 15-Nov-2012

Day Change Summary
	Previous	Current
	14-Nov-2012	15-Nov-2012	Change	Change %	Previous Week
Open	124-180	124-190	0-010	0.0%	124-010
High	124-190	124-200	0-010	0.0%	124-160
Low	124-140	124-170	0-030	0.1%	123-290
Close	124-190	124-190	0-000	0.0%	124-160
Range	0-050	0-030	-0-020	-40.0%	0-190
ATR	0-054	0-052	-0-002	-3.2%	0-000
Volume	21,487	4,783	-16,704	-77.7%	9,883

Daily Pivots for day following 15-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-277	124-263	124-206
R3	124-247	124-233	124-198
R2	124-217	124-217	124-196
R1	124-203	124-203	124-193	124-205
PP	124-187	124-187	124-187	124-188
S1	124-173	124-173	124-187	124-175
S2	124-157	124-157	124-184
S3	124-127	124-143	124-182
S4	124-097	124-113	124-174

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	124-200	124-140	0-060	0.2%	0-030	0.1%	83%	True	False	7,843
10	124-200	123-290	0-230	0.6%	0-041	0.1%	96%	True	False	4,772
20	124-200	123-160	1-040	0.9%	0-040	0.1%	97%	True	False	2,491
40	124-200	123-160	1-040	0.9%	0-024	0.1%	97%	True	False	1,251

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	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-008
2.618	124-279
1.618	124-249
1.000	124-230
0.618	124-219
HIGH	124-200
0.618	124-189
0.500	124-185
0.382	124-181
LOW	124-170
0.618	124-151
1.000	124-140
1.618	124-121
2.618	124-091
4.250	124-042

Fisher Pivots for day following 15-Nov-2012
Pivot	1 day	3 day
R1	124-188	124-183
PP	124-187	124-177
S1	124-185	124-170

Download as Excel Spreadsheet

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

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