ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	122-305	123-020	0-035	0.1%	122-262
High	123-040	123-060	0-020	0.1%	123-087
Low	122-305	122-300	-0-005	0.0%	122-237
Close	123-005	123-050	0-045	0.1%	122-300
Range	0-055	0-080	0-025	45.5%	0-170
ATR	0-124	0-121	-0-003	-2.5%	0-000
Volume	421,381	632,607	211,226	50.1%	2,343,808

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-270	123-240	123-094
R3	123-190	123-160	123-072
R2	123-110	123-110	123-065
R1	123-080	123-080	123-057	123-095
PP	123-030	123-030	123-030	123-038
S1	123-000	123-000	123-043	123-015
S2	122-270	122-270	123-035
S3	122-190	122-240	123-028
S4	122-110	122-160	123-006

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-185	124-092	123-074
R3	124-015	123-242	123-027
R2	123-165	123-165	123-011
R1	123-072	123-072	122-316	123-118
PP	122-315	122-315	122-315	123-018
S1	122-222	122-222	122-284	122-268
S2	122-145	122-145	122-269
S3	121-295	122-052	122-253
S4	121-125	121-202	122-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-087	122-280	0-127	0.3%	0-089	0.2%	71%	False	False	509,720
10	123-102	122-237	0-185	0.5%	0-101	0.3%	72%	False	False	456,228
20	123-107	121-185	1-242	1.4%	0-127	0.3%	90%	False	False	528,453
40	123-107	121-102	2-005	1.6%	0-132	0.3%	91%	False	False	513,722
60	123-120	121-102	2-018	1.7%	0-135	0.3%	89%	False	False	515,504
80	123-120	120-160	2-280	2.3%	0-141	0.4%	92%	False	False	405,336
100	123-120	118-040	5-080	4.3%	0-113	0.3%	96%	False	False	324,275

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	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-080
2.618	123-269
1.618	123-189
1.000	123-140
0.618	123-109
HIGH	123-060
0.618	123-029
0.500	123-020
0.382	123-011
LOW	122-300
0.618	122-251
1.000	122-220
1.618	122-171
2.618	122-091
4.250	121-280

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	123-040	123-041
PP	123-030	123-032
S1	123-020	123-024

Download as Excel Spreadsheet

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

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