ECBOT 5 Year T-Note Future March 2013

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

Day Change Summary
	Previous	Current
	26-Dec-2012	27-Dec-2012	Change	Change %	Previous Week
Open	124-042	124-055	0-013	0.0%	124-120
High	124-075	124-130	0-055	0.1%	124-120
Low	124-030	124-030	0-000	0.0%	123-302
Close	124-055	124-120	0-065	0.2%	124-065
Range	0-045	0-100	0-055	122.2%	0-138
ATR	0-058	0-061	0-003	5.2%	0-000
Volume	108,809	378,190	269,381	247.6%	2,669,650

Daily Pivots for day following 27-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-073	125-037	124-175
R3	124-293	124-257	124-148
R2	124-193	124-193	124-138
R1	124-157	124-157	124-129	124-175
PP	124-093	124-093	124-093	124-102
S1	124-057	124-057	124-111	124-075
S2	123-313	123-313	124-102
S3	123-213	123-277	124-092
S4	123-113	123-177	124-065

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-150	125-085	124-141
R3	125-012	124-267	124-103
R2	124-194	124-194	124-090
R1	124-129	124-129	124-078	124-092
PP	124-056	124-056	124-056	124-037
S1	123-311	123-311	124-052	123-274
S2	123-238	123-238	124-040
S3	123-100	123-173	124-027
S4	122-282	123-035	123-309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-130	124-005	0-125	0.3%	0-065	0.2%	92%	True	False	292,566
10	124-207	123-302	0-225	0.6%	0-070	0.2%	61%	False	False	442,660
20	124-265	123-302	0-283	0.7%	0-060	0.1%	49%	False	False	434,337
40	124-265	123-240	1-025	0.9%	0-052	0.1%	58%	False	False	275,808
60	124-265	123-160	1-105	1.1%	0-042	0.1%	66%	False	False	183,898
80	124-265	123-160	1-105	1.1%	0-032	0.1%	66%	False	False	137,930

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	125-235
2.618	125-072
1.618	124-292
1.000	124-230
0.618	124-192
HIGH	124-130
0.618	124-092
0.500	124-080
0.382	124-068
LOW	124-030
0.618	123-288
1.000	123-250
1.618	123-188
2.618	123-088
4.250	122-245

Fisher Pivots for day following 27-Dec-2012
Pivot	1 day	3 day
R1	124-107	124-107
PP	124-093	124-093
S1	124-080	124-080

Download as Excel Spreadsheet

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

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