ECBOT 5 Year T-Note Future December 2012

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Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary Previous Current 12-Jul-2012 13-Jul-2012 Change Change % Previous Week Open 124-060 124-060 0-000 0.0% 124-050 High 124-060 124-060 0-000 0.0% 124-090 Low 124-060 124-060 0-000 0.0% 124-040 Close 124-060 124-060 0-000 0.0% 124-060 Range ATR 0-045 0-042 -0-003 -7.1% 0-000 Volume 3 95 92 3,066.7% 119
Daily Pivots for day following 13-Jul-2012 Classic Woodie Camarilla DeMark R4 124-060 124-060 124-060 R3 124-060 124-060 124-060 R2 124-060 124-060 124-060 R1 124-060 124-060 124-060 124-060 PP 124-060 124-060 124-060 124-060 S1 124-060 124-060 124-060 124-060 S2 124-060 124-060 124-060 S3 124-060 124-060 124-060 S4 124-060 124-060 124-060	Weekly Pivots for week ending 13-Jul-2012 Classic Woodie Camarilla DeMark R4 124-213 124-187 124-088 R3 124-163 124-137 124-074 R2 124-113 124-113 124-069 R1 124-087 124-087 124-065 124-100 PP 124-063 124-063 124-063 124-070 S1 124-037 124-037 124-055 124-050 S2 124-013 124-013 124-051 S3 123-283 123-307 124-046 S4 123-233 123-257 124-032
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 124-090 124-040 0-050 0.1% 0-014 0.0% 40% False False 23 10 124-090 123-110 0-300 0.8% 0-007 0.0% 90% False False 15 20 124-090 123-040 1-050 0.9% 0-004 0.0% 92% False False 11
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-001	Fibonacci Retracements and Extensions 4.250 124-060 2.618 124-060 1.618 124-060 1.000 124-060 0.618 124-060 HIGH 124-060 0.618 124-060 0.500 124-060 0.382 124-060 LOW 124-060 0.618 124-060 1.000 124-060 1.618 124-060 2.618 124-060 4.250 124-060
Fisher Pivots for day following 13-Jul-2012 Pivot 1 day 3 day R1 124-060 124-075 PP 124-060 124-070 S1 124-060 124-065

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