ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	122-230	122-230	0-000	0.0%	122-230
High	122-250	122-260	0-010	0.0%	122-290
Low	122-210	122-210	0-000	0.0%	122-130
Close	122-210	122-230	0-020	0.1%	122-120
Range	0-040	0-050	0-010	25.0%	0-160
ATR	0-078	0-076	-0-002	-2.6%	0-000
Volume	4,266	3,791	-475	-11.1%	18,256

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-063	123-037	122-258
R3	123-013	122-307	122-244
R2	122-283	122-283	122-239
R1	122-257	122-257	122-235	122-255
PP	122-233	122-233	122-233	122-232
S1	122-207	122-207	122-225	122-205
S2	122-183	122-183	122-221
S3	122-133	122-157	122-216
S4	122-083	122-107	122-202

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-020	123-230	122-208
R3	123-180	123-070	122-164
R2	123-020	123-020	122-149
R1	122-230	122-230	122-135	122-205
PP	122-180	122-180	122-180	122-168
S1	122-070	122-070	122-105	122-045
S2	122-020	122-020	122-091
S3	121-180	121-230	122-076
S4	121-020	121-070	122-032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-260	122-130	0-130	0.3%	0-040	0.1%	77%	True	False	3,519
10	122-290	122-130	0-160	0.4%	0-051	0.1%	63%	False	False	3,287
20	122-290	121-030	1-260	1.5%	0-043	0.1%	90%	False	False	2,484

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-152
2.618	123-071
1.618	123-021
1.000	122-310
0.618	122-291
HIGH	122-260
0.618	122-241
0.500	122-235
0.382	122-229
LOW	122-210
0.618	122-179
1.000	122-160
1.618	122-129
2.618	122-079
4.250	121-318

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	122-235	122-230
PP	122-233	122-230
S1	122-232	122-230

Download as Excel Spreadsheet

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

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