ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 08-Nov-2011

Day Change Summary
	Previous	Current
	07-Nov-2011	08-Nov-2011	Change	Change %	Previous Week
Open	123-042	123-015	-0-027	-0.1%	121-310
High	123-107	123-072	-0-035	-0.1%	123-102
Low	123-010	122-295	-0-035	-0.1%	121-305
Close	123-057	122-315	-0-062	-0.2%	123-040
Range	0-097	0-097	0-000	0.0%	1-117
ATR	0-149	0-145	-0-004	-2.5%	0-000
Volume	400,867	406,590	5,723	1.4%	3,105,686

Daily Pivots for day following 08-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-305	123-247	123-048
R3	123-208	123-150	123-022
R2	123-111	123-111	123-013
R1	123-053	123-053	123-004	123-034
PP	123-014	123-014	123-014	123-004
S1	122-276	122-276	122-306	122-256
S2	122-237	122-237	122-297
S3	122-140	122-179	122-288
S4	122-043	122-082	122-262

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-287	126-120	123-280
R3	125-170	125-003	123-160
R2	124-053	124-053	123-120
R1	123-206	123-206	123-080	123-290
PP	122-256	122-256	122-256	122-297
S1	122-089	122-089	123-000	122-172
S2	121-139	121-139	122-280
S3	120-022	120-292	122-240
S4	118-225	119-175	122-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-107	122-260	0-167	0.4%	0-113	0.3%	33%	False	False	506,490
10	123-107	121-185	1-242	1.4%	0-154	0.4%	80%	False	False	600,678
20	123-107	121-102	2-005	1.6%	0-147	0.4%	83%	False	False	558,317
40	123-120	121-102	2-018	1.7%	0-143	0.4%	81%	False	False	530,214
60	123-120	121-102	2-018	1.7%	0-142	0.4%	81%	False	False	464,012
80	123-120	119-020	4-100	3.5%	0-129	0.3%	91%	False	False	348,315
100	123-120	117-270	5-170	4.5%	0-103	0.3%	93%	False	False	278,652

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	0-030

Fibonacci Retracements and Extensions
4.250	124-164
2.618	124-006
1.618	123-229
1.000	123-169
0.618	123-132
HIGH	123-072
0.618	123-035
0.500	123-024
0.382	123-012
LOW	122-295
0.618	122-235
1.000	122-198
1.618	122-138
2.618	122-041
4.250	121-203

Fisher Pivots for day following 08-Nov-2011
Pivot	1 day	3 day
R1	123-024	123-024
PP	123-014	123-014
S1	123-004	123-004

Download as Excel Spreadsheet

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

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