ECBOT 5 Year T-Note Future March 2013

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Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary Previous Current 10-Oct-2012 11-Oct-2012 Change Change % Previous Week Open 124-060 124-080 0-020 0.1% 124-160 High 124-080 124-080 0-000 0.0% 124-180 Low 124-060 124-080 0-020 0.1% 124-080 Close 124-080 124-080 0-000 0.0% 124-080 Range 0-020 0-000 -0-020 -100.0% 0-100 ATR 0-038 0-036 -0-003 -7.1% 0-000 Volume 1 9 8 800.0% 87
Daily Pivots for day following 11-Oct-2012 Classic Woodie Camarilla DeMark R4 124-080 124-080 124-080 R3 124-080 124-080 124-080 R2 124-080 124-080 124-080 R1 124-080 124-080 124-080 124-080 PP 124-080 124-080 124-080 124-080 S1 124-080 124-080 124-080 124-080 S2 124-080 124-080 124-080 S3 124-080 124-080 124-080 S4 124-080 124-080 124-080	Weekly Pivots for week ending 05-Oct-2012 Classic Woodie Camarilla DeMark R4 125-093 125-027 124-135 R3 124-313 124-247 124-108 R2 124-213 124-213 124-098 R1 124-147 124-147 124-089 124-130 PP 124-113 124-113 124-113 124-105 S1 124-047 124-047 124-071 124-030 S2 124-013 124-013 124-062 S3 123-233 123-267 124-052 S4 123-133 123-167 124-025
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 124-140 124-060 0-080 0.2% 0-008 0.0% 25% False False 3 10 124-180 124-060 0-120 0.3% 0-004 0.0% 17% False False 12 20 124-180 123-300 0-200 0.5% 0-002 0.0% 50% False False 16
Crabel Price Patterns NR True 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 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 124-080 2.618 124-080 1.618 124-080 1.000 124-080 0.618 124-080 HIGH 124-080 0.618 124-080 0.500 124-080 0.382 124-080 LOW 124-080 0.618 124-080 1.000 124-080 1.618 124-080 2.618 124-080 4.250 124-080
Fisher Pivots for day following 11-Oct-2012 Pivot 1 day 3 day R1 124-080 124-077 PP 124-080 124-073 S1 124-080 124-070

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