ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	124-092	124-125	0-033	0.1%	124-190
High	124-142	124-165	0-023	0.1%	124-190
Low	124-077	124-102	0-025	0.1%	124-085
Close	124-130	124-155	0-025	0.1%	124-090
Range	0-065	0-063	-0-002	-3.1%	0-105
ATR	0-052	0-052	0-001	1.6%	0-000
Volume	399,594	634,677	235,083	58.8%	205,106

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-010	124-305	124-190
R3	124-267	124-242	124-172
R2	124-204	124-204	124-167
R1	124-179	124-179	124-161	124-192
PP	124-141	124-141	124-141	124-147
S1	124-116	124-116	124-149	124-128
S2	124-078	124-078	124-143
S3	124-015	124-053	124-138
S4	123-272	123-310	124-120

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	124-180	124-077	0-103	0.3%	0-053	0.1%	76%	False	False	238,253
10	124-230	124-077	0-153	0.4%	0-044	0.1%	51%	False	False	128,316
20	124-230	123-210	1-020	0.9%	0-048	0.1%	78%	False	False	65,255
40	124-230	123-160	1-070	1.0%	0-032	0.1%	81%	False	False	32,666

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	0-011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-113
2.618	125-010
1.618	124-267
1.000	124-228
0.618	124-204
HIGH	124-165
0.618	124-141
0.500	124-134
0.382	124-126
LOW	124-102
0.618	124-063
1.000	124-039
1.618	124-000
2.618	123-257
4.250	123-154

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	124-148	124-144
PP	124-141	124-132
S1	124-134	124-121

Download as Excel Spreadsheet

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

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