ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	122-305	123-057	0-072	0.2%	121-310
High	123-102	123-070	-0-032	-0.1%	123-102
Low	122-297	122-270	-0-027	-0.1%	121-305
Close	123-072	123-015	-0-057	-0.1%	123-040
Range	0-125	0-120	-0-005	-4.0%	1-117
ATR	0-144	0-142	-0-002	-1.1%	0-000
Volume	568,746	531,620	-37,126	-6.5%	3,105,686

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-052	123-313	123-081
R3	123-252	123-193	123-048
R2	123-132	123-132	123-037
R1	123-073	123-073	123-026	123-042
PP	123-012	123-012	123-012	122-316
S1	122-273	122-273	123-004	122-242
S2	122-212	122-212	122-313
S3	122-092	122-153	122-302
S4	121-292	122-033	122-269

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%	0-114	0.3%	45%	False	False	489,035
10	123-107	121-202	1-225	1.4%	0-142	0.4%	83%	False	False	555,412
20	123-107	121-185	1-242	1.4%	0-143	0.4%	84%	False	False	557,358
40	123-120	121-102	2-018	1.7%	0-141	0.4%	84%	False	False	527,498
60	123-120	121-102	2-018	1.7%	0-142	0.4%	84%	False	False	482,203
80	123-120	119-020	4-100	3.5%	0-132	0.3%	92%	False	False	362,070
100	123-120	117-270	5-170	4.5%	0-106	0.3%	94%	False	False	289,656

Crabel Price Patterns
NR	True
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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-260
2.618	124-064
1.618	123-264
1.000	123-190
0.618	123-144
HIGH	123-070
0.618	123-024
0.500	123-010
0.382	122-316
LOW	122-270
0.618	122-196
1.000	122-150
1.618	122-076
2.618	121-276
4.250	121-080

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	123-013	123-026
PP	123-012	123-022
S1	123-010	123-019

Download as Excel Spreadsheet

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

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