ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	123-020	123-047	0-027	0.1%	122-100
High	123-055	123-102	0-047	0.1%	122-187
Low	122-270	122-285	0-015	0.0%	121-185
Close	123-032	122-317	-0-035	-0.1%	122-020
Range	0-105	0-137	0-032	30.5%	1-002
ATR	0-156	0-155	-0-001	-0.9%	0-000
Volume	587,624	600,016	12,392	2.1%	3,100,197

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-112	124-032	123-072
R3	123-295	123-215	123-035
R2	123-158	123-158	123-022
R1	123-078	123-078	123-010	123-050
PP	123-021	123-021	123-021	123-007
S1	122-261	122-261	122-304	122-232
S2	122-204	122-204	122-292
S3	122-067	122-124	122-279
S4	121-250	121-307	122-242

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-030	124-187	122-197
R3	124-028	123-185	122-109
R2	123-026	123-026	122-079
R1	122-183	122-183	122-050	122-104
PP	122-024	122-024	122-024	121-304
S1	121-181	121-181	121-310	121-102
S2	121-022	121-022	121-281
S3	120-020	120-179	121-251
S4	119-018	119-177	121-163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-102	121-202	1-220	1.4%	0-170	0.4%	81%	True	False	621,790
10	123-102	121-185	1-237	1.4%	0-167	0.4%	81%	True	False	613,017
20	123-102	121-102	2-000	1.6%	0-154	0.4%	84%	True	False	548,614
40	123-120	121-102	2-018	1.7%	0-145	0.4%	81%	False	False	533,687
60	123-120	121-102	2-018	1.7%	0-143	0.4%	81%	False	False	441,829
80	123-120	119-020	4-100	3.5%	0-125	0.3%	91%	False	False	331,505
100	123-120	117-270	5-170	4.5%	0-100	0.3%	93%	False	False	265,204

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	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-044
2.618	124-141
1.618	124-004
1.000	123-239
0.618	123-187
HIGH	123-102
0.618	123-050
0.500	123-034
0.382	123-017
LOW	122-285
0.618	122-200
1.000	122-148
1.618	122-063
2.618	121-246
4.250	121-023

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	123-034	123-000
PP	123-021	122-319
S1	123-009	122-318

Download as Excel Spreadsheet

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

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