ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 30-Nov-2011

Day Change Summary
	Previous	Current
	29-Nov-2011	30-Nov-2011	Change	Change %	Previous Week
Open	122-250	122-240	-0-010	0.0%	122-240
High	122-260	122-270	0-010	0.0%	122-310
Low	122-160	122-100	-0-060	-0.2%	122-190
Close	122-240	122-210	-0-030	-0.1%	122-240
Range	0-100	0-170	0-070	70.0%	0-120
ATR	0-085	0-092	0-006	7.1%	0-000
Volume	994,139	715,886	-278,253	-28.0%	450,939

Daily Pivots for day following 30-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-063	123-307	122-304
R3	123-213	123-137	122-257
R2	123-043	123-043	122-241
R1	122-287	122-287	122-226	122-240
PP	122-193	122-193	122-193	122-170
S1	122-117	122-117	122-194	122-070
S2	122-023	122-023	122-179
S3	121-173	121-267	122-163
S4	121-003	121-097	122-116

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-287	123-223	122-306
R3	123-167	123-103	122-273
R2	123-047	123-047	122-262
R1	122-303	122-303	122-251	122-300
PP	122-247	122-247	122-247	122-245
S1	122-183	122-183	122-229	122-180
S2	122-127	122-127	122-218
S3	122-007	122-063	122-207
S4	121-207	121-263	122-174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-310	122-100	0-210	0.5%	0-116	0.3%	52%	False	True	475,982
10	122-310	122-100	0-210	0.5%	0-095	0.2%	52%	False	True	244,445
20	122-310	122-100	0-210	0.5%	0-072	0.2%	52%	False	True	123,856

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	0-022
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	125-032
2.618	124-075
1.618	123-225
1.000	123-120
0.618	123-055
HIGH	122-270
0.618	122-205
0.500	122-185
0.382	122-165
LOW	122-100
0.618	121-315
1.000	121-250
1.618	121-145
2.618	120-295
4.250	120-018

Fisher Pivots for day following 30-Nov-2011
Pivot	1 day	3 day
R1	122-202	122-202
PP	122-193	122-193
S1	122-185	122-185

Download as Excel Spreadsheet

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

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