ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 31-Dec-2012

Day Change Summary
	Previous	Current
	28-Dec-2012	31-Dec-2012	Change	Change %	Previous Week
Open	124-092	124-125	0-033	0.1%	124-045
High	124-145	124-147	0-002	0.0%	124-145
Low	124-087	124-042	-0-045	-0.1%	124-030
Close	124-127	124-132	0-005	0.0%	124-127
Range	0-058	0-105	0-047	81.0%	0-115
ATR	0-061	0-064	0-003	5.2%	0-000
Volume	259,551	254,069	-5,482	-2.1%	827,061

Daily Pivots for day following 31-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-102	125-062	124-190
R3	124-317	124-277	124-161
R2	124-212	124-212	124-151
R1	124-172	124-172	124-142	124-192
PP	124-107	124-107	124-107	124-117
S1	124-067	124-067	124-122	124-087
S2	124-002	124-002	124-113
S3	123-217	123-282	124-103
S4	123-112	123-177	124-074

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-126	125-081	124-190
R3	125-011	124-286	124-159
R2	124-216	124-216	124-148
R1	124-171	124-171	124-138	124-194
PP	124-101	124-101	124-101	124-112
S1	124-056	124-056	124-116	124-078
S2	123-306	123-306	124-106
S3	123-191	123-261	124-095
S4	123-076	123-146	124-064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-147	124-030	0-117	0.3%	0-070	0.2%	87%	True	False	216,226
10	124-147	123-302	0-165	0.4%	0-071	0.2%	91%	True	False	375,078
20	124-265	123-302	0-283	0.7%	0-063	0.2%	53%	False	False	408,685
40	124-265	123-290	0-295	0.7%	0-054	0.1%	55%	False	False	288,633
60	124-265	123-160	1-105	1.1%	0-045	0.1%	69%	False	False	192,458
80	124-265	123-160	1-105	1.1%	0-034	0.1%	69%	False	False	144,349

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	0-014
Widest range in 82 trading days

Fibonacci Retracements and Extensions
4.250	125-273
2.618	125-102
1.618	124-317
1.000	124-252
0.618	124-212
HIGH	124-147
0.618	124-107
0.500	124-094
0.382	124-082
LOW	124-042
0.618	123-297
1.000	123-257
1.618	123-192
2.618	123-087
4.250	122-236

Fisher Pivots for day following 31-Dec-2012
Pivot	1 day	3 day
R1	124-120	124-118
PP	124-107	124-103
S1	124-094	124-088

Download as Excel Spreadsheet

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

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