ECBOT 5 Year T-Note Future March 2013

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

Day Change Summary
	Previous	Current
	13-Dec-2012	14-Dec-2012	Change	Change %	Previous Week
Open	124-185	124-107	-0-078	-0.2%	124-222
High	124-207	124-142	-0-065	-0.2%	124-257
Low	124-105	124-092	-0-013	0.0%	124-092
Close	124-120	124-122	0-002	0.0%	124-122
Range	0-102	0-050	-0-052	-51.0%	0-165
ATR	0-055	0-054	0-000	-0.6%	0-000
Volume	719,600	469,840	-249,760	-34.7%	2,407,789

Daily Pivots for day following 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-269	124-245	124-150
R3	124-219	124-195	124-136
R2	124-169	124-169	124-131
R1	124-145	124-145	124-127	124-157
PP	124-119	124-119	124-119	124-124
S1	124-095	124-095	124-117	124-107
S2	124-069	124-069	124-113
S3	124-019	124-045	124-108
S4	123-289	123-315	124-094

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-012	125-232	124-213
R3	125-167	125-067	124-167
R2	125-002	125-002	124-152
R1	124-222	124-222	124-137	124-190
PP	124-157	124-157	124-157	124-141
S1	124-057	124-057	124-107	124-024
S2	123-312	123-312	124-092
S3	123-147	123-212	124-077
S4	122-302	123-047	124-031

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-257	124-092	0-165	0.4%	0-060	0.2%	18%	False	True	481,557
10	124-265	124-092	0-173	0.4%	0-056	0.1%	17%	False	True	442,293
20	124-265	124-077	0-188	0.5%	0-051	0.1%	24%	False	False	387,342
40	124-265	123-160	1-105	1.1%	0-046	0.1%	66%	False	False	194,916
60	124-265	123-160	1-105	1.1%	0-033	0.1%	66%	False	False	129,948

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	0-016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-034
2.618	124-273
1.618	124-223
1.000	124-192
0.618	124-173
HIGH	124-142
0.618	124-123
0.500	124-117
0.382	124-111
LOW	124-092
0.618	124-061
1.000	124-042
1.618	124-011
2.618	123-281
4.250	123-200

Fisher Pivots for day following 14-Dec-2012
Pivot	1 day	3 day
R1	124-120	124-156
PP	124-119	124-145
S1	124-117	124-133

Download as Excel Spreadsheet

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

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