ECBOT 5 Year T-Note Future March 2013

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Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary Previous Current 26-Sep-2012 27-Sep-2012 Change Change % Previous Week Open 124-150 124-140 -0-010 0.0% 123-300 High 124-150 124-140 -0-010 0.0% 124-060 Low 124-150 124-140 -0-010 0.0% 123-300 Close 124-150 124-140 -0-010 0.0% 124-060 Range ATR 0-045 0-043 -0-003 -5.6% 0-000 Volume 21 21 0 0.0% 105
Daily Pivots for day following 27-Sep-2012 Classic Woodie Camarilla DeMark R4 124-140 124-140 124-140 R3 124-140 124-140 124-140 R2 124-140 124-140 124-140 R1 124-140 124-140 124-140 124-140 PP 124-140 124-140 124-140 124-140 S1 124-140 124-140 124-140 124-140 S2 124-140 124-140 124-140 S3 124-140 124-140 124-140 S4 124-140 124-140 124-140	Weekly Pivots for week ending 21-Sep-2012 Classic Woodie Camarilla DeMark R4 124-273 124-247 124-104 R3 124-193 124-167 124-082 R2 124-113 124-113 124-075 R1 124-087 124-087 124-067 124-100 PP 124-033 124-033 124-033 124-040 S1 124-007 124-007 124-053 124-020 S2 123-273 123-273 124-045 S3 123-193 123-247 124-038 S4 123-113 123-167 124-016
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 124-150 124-060 0-090 0.2% 0-000 0.0% 89% False False 21 10 124-150 123-300 0-170 0.4% 0-000 0.0% 94% False False 21
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 False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-000	Fibonacci Retracements and Extensions 4.250 124-140 2.618 124-140 1.618 124-140 1.000 124-140 0.618 124-140 HIGH 124-140 0.618 124-140 0.500 124-140 0.382 124-140 LOW 124-140 0.618 124-140 1.000 124-140 1.618 124-140 2.618 124-140 4.250 124-140
Fisher Pivots for day following 27-Sep-2012 Pivot 1 day 3 day R1 124-140 124-133 PP 124-140 124-127 S1 124-140 124-120

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