ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 09-Nov-2011

Day Change Summary
	Previous	Current
	08-Nov-2011	09-Nov-2011	Change	Change %	Previous Week
Open	123-015	122-305	-0-030	-0.1%	121-310
High	123-072	123-102	0-030	0.1%	123-102
Low	122-295	122-297	0-002	0.0%	121-305
Close	122-315	123-072	0-077	0.2%	123-040
Range	0-097	0-125	0-028	28.9%	1-117
ATR	0-145	0-144	-0-001	-1.0%	0-000
Volume	406,590	568,746	162,156	39.9%	3,105,686

Daily Pivots for day following 09-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-105	124-054	123-141
R3	123-300	123-249	123-106
R2	123-175	123-175	123-095
R1	123-124	123-124	123-083	123-150
PP	123-050	123-050	123-050	123-063
S1	122-319	122-319	123-061	123-024
S2	122-245	122-245	123-049
S3	122-120	122-194	123-038
S4	121-315	122-069	123-003

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%	0-117	0.3%	79%	False	False	502,714
10	123-107	121-185	1-242	1.4%	0-153	0.4%	94%	False	False	580,871
20	123-107	121-185	1-242	1.4%	0-145	0.4%	94%	False	False	558,435
40	123-120	121-102	2-018	1.7%	0-142	0.4%	93%	False	False	529,873
60	123-120	121-102	2-018	1.7%	0-142	0.4%	93%	False	False	473,438
80	123-120	119-020	4-100	3.5%	0-130	0.3%	97%	False	False	355,425
100	123-120	117-270	5-170	4.5%	0-104	0.3%	97%	False	False	284,340

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-313
2.618	124-109
1.618	123-304
1.000	123-227
0.618	123-179
HIGH	123-102
0.618	123-054
0.500	123-040
0.382	123-025
LOW	122-297
0.618	122-220
1.000	122-172
1.618	122-095
2.618	121-290
4.250	121-086

Fisher Pivots for day following 09-Nov-2011
Pivot	1 day	3 day
R1	123-061	123-062
PP	123-050	123-051
S1	123-040	123-041

Download as Excel Spreadsheet

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

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