ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 17-Nov-2011

Day Change Summary
	Previous	Current
	16-Nov-2011	17-Nov-2011	Change	Change %	Previous Week
Open	123-010	123-047	0-037	0.1%	123-042
High	123-062	123-075	0-013	0.0%	123-107
Low	122-312	122-280	-0-032	-0.1%	122-240
Close	123-017	123-057	0-040	0.1%	122-250
Range	0-070	0-115	0-045	64.3%	0-187
ATR	0-130	0-129	-0-001	-0.8%	0-000
Volume	433,988	646,038	212,050	48.9%	1,971,945

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-056	124-011	123-120
R3	123-261	123-216	123-089
R2	123-146	123-146	123-078
R1	123-101	123-101	123-068	123-124
PP	123-031	123-031	123-031	123-042
S1	122-306	122-306	123-046	123-008
S2	122-236	122-236	123-036
S3	122-121	122-191	123-025
S4	122-006	122-076	122-314

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-227	124-105	123-033
R3	124-040	123-238	122-301
R2	123-173	123-173	122-284
R1	123-051	123-051	122-267	123-018
PP	122-306	122-306	122-306	122-289
S1	122-184	122-184	122-233	122-152
S2	122-119	122-119	122-216
S3	121-252	121-317	122-199
S4	121-065	121-130	122-147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-075	122-237	0-158	0.4%	0-100	0.3%	89%	True	False	398,668
10	123-107	122-237	0-190	0.5%	0-107	0.3%	74%	False	False	443,851
20	123-107	121-185	1-242	1.4%	0-137	0.3%	91%	False	False	528,434
40	123-120	121-102	2-018	1.7%	0-136	0.3%	90%	False	False	517,088
60	123-120	121-102	2-018	1.7%	0-138	0.4%	90%	False	False	510,943
80	123-120	119-140	3-300	3.2%	0-138	0.4%	95%	False	False	386,982
100	123-120	117-270	5-170	4.5%	0-111	0.3%	96%	False	False	309,589

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-244
2.618	124-056
1.618	123-261
1.000	123-190
0.618	123-146
HIGH	123-075
0.618	123-031
0.500	123-018
0.382	123-004
LOW	122-280
0.618	122-209
1.000	122-165
1.618	122-094
2.618	121-299
4.250	121-111

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	123-044	123-044
PP	123-031	123-031
S1	123-018	123-018

Download as Excel Spreadsheet

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

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