ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 26-Nov-2012

Day Change Summary
	Previous	Current
	23-Nov-2012	26-Nov-2012	Change	Change %	Previous Week
Open	124-095	124-092	-0-003	0.0%	124-190
High	124-112	124-142	0-030	0.1%	124-190
Low	124-085	124-077	-0-008	0.0%	124-085
Close	124-090	124-130	0-040	0.1%	124-090
Range	0-027	0-065	0-038	140.7%	0-105
ATR	0-050	0-052	0-001	2.1%	0-000
Volume	40,505	399,594	359,089	886.5%	205,106

Daily Pivots for day following 26-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-311	124-286	124-166
R3	124-246	124-221	124-148
R2	124-181	124-181	124-142
R1	124-156	124-156	124-136	124-168
PP	124-116	124-116	124-116	124-123
S1	124-091	124-091	124-124	124-104
S2	124-051	124-051	124-118
S3	123-306	124-026	124-112
S4	123-241	123-281	124-094

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-117	125-048	124-148
R3	125-012	124-263	124-119
R2	124-227	124-227	124-109
R1	124-158	124-158	124-100	124-140
PP	124-122	124-122	124-122	124-112
S1	124-053	124-053	124-080	124-035
S2	124-017	124-017	124-071
S3	123-232	123-268	124-061
S4	123-127	123-163	124-032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-190	124-077	0-113	0.3%	0-044	0.1%	47%	False	True	120,940
10	124-230	124-077	0-153	0.4%	0-040	0.1%	35%	False	True	65,941
20	124-230	123-210	1-020	0.9%	0-046	0.1%	71%	False	False	33,535
40	124-230	123-160	1-070	1.0%	0-031	0.1%	74%	False	False	16,800

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	125-098
2.618	124-312
1.618	124-247
1.000	124-207
0.618	124-182
HIGH	124-142
0.618	124-117
0.500	124-110
0.382	124-102
LOW	124-077
0.618	124-037
1.000	124-012
1.618	123-292
2.618	123-227
4.250	123-121

Fisher Pivots for day following 26-Nov-2012
Pivot	1 day	3 day
R1	124-123	124-124
PP	124-116	124-118
S1	124-110	124-112

Download as Excel Spreadsheet

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

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