ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 19-Nov-2012

Day Change Summary
	Previous	Current
	16-Nov-2012	19-Nov-2012	Change	Change %	Previous Week
Open	124-190	124-190	0-000	0.0%	124-150
High	124-230	124-190	-0-040	-0.1%	124-230
Low	124-180	124-170	-0-010	0.0%	124-140
Close	124-220	124-180	-0-040	-0.1%	124-220
Range	0-050	0-020	-0-030	-60.0%	0-090
ATR	0-052	0-052	0-000	-0.3%	0-000
Volume	17,371	48,108	30,737	176.9%	54,716

Daily Pivots for day following 19-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-240	124-230	124-191
R3	124-220	124-210	124-186
R2	124-200	124-200	124-184
R1	124-190	124-190	124-182	124-185
PP	124-180	124-180	124-180	124-178
S1	124-170	124-170	124-178	124-165
S2	124-160	124-160	124-176
S3	124-140	124-150	124-174
S4	124-120	124-130	124-169

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-147	125-113	124-270
R3	125-057	125-023	124-245
R2	124-287	124-287	124-236
R1	124-253	124-253	124-228	124-270
PP	124-197	124-197	124-197	124-205
S1	124-163	124-163	124-212	124-180
S2	124-107	124-107	124-204
S3	124-017	124-073	124-195
S4	123-247	123-303	124-170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-230	124-140	0-090	0.2%	0-034	0.1%	44%	False	False	18,379
10	124-230	123-290	0-260	0.7%	0-040	0.1%	81%	False	False	11,246
20	124-230	123-160	1-070	1.0%	0-042	0.1%	87%	False	False	5,762
40	124-230	123-160	1-070	1.0%	0-026	0.1%	87%	False	False	2,887

Crabel Price Patterns
NR	True
NR4	True
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	0-005
Narrowest range in 4 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 19-Nov-2012
Pivot	1 day	3 day
R1	124-180	124-200
PP	124-180	124-193
S1	124-180	124-187

Download as Excel Spreadsheet

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

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