ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 23-Nov-2011

Day Change Summary
	Previous	Current
	22-Nov-2011	23-Nov-2011	Change	Change %	Previous Week
Open	123-020	123-055	0-035	0.1%	122-262
High	123-060	123-100	0-040	0.1%	123-087
Low	122-300	123-010	0-030	0.1%	122-237
Close	123-050	123-090	0-040	0.1%	122-300
Range	0-080	0-090	0-010	12.5%	0-170
ATR	0-121	0-119	-0-002	-1.8%	0-000
Volume	632,607	712,905	80,298	12.7%	2,343,808

Daily Pivots for day following 23-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-017	123-303	123-140
R3	123-247	123-213	123-115
R2	123-157	123-157	123-106
R1	123-123	123-123	123-098	123-140
PP	123-067	123-067	123-067	123-075
S1	123-033	123-033	123-082	123-050
S2	122-297	122-297	123-074
S3	122-207	122-263	123-065
S4	122-117	122-173	123-040

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	123-100	122-280	0-140	0.4%	0-093	0.2%	93%	True	False	565,504
10	123-100	122-237	0-183	0.5%	0-097	0.2%	95%	True	False	470,644
20	123-107	121-185	1-242	1.4%	0-125	0.3%	97%	False	False	525,757
40	123-107	121-102	2-005	1.6%	0-131	0.3%	97%	False	False	517,201
60	123-120	121-102	2-018	1.7%	0-134	0.3%	95%	False	False	518,856
80	123-120	120-170	2-270	2.3%	0-141	0.4%	97%	False	False	414,243
100	123-120	118-040	5-080	4.3%	0-114	0.3%	98%	False	False	331,404

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-162
2.618	124-016
1.618	123-246
1.000	123-190
0.618	123-156
HIGH	123-100
0.618	123-066
0.500	123-055
0.382	123-044
LOW	123-010
0.618	122-274
1.000	122-240
1.618	122-184
2.618	122-094
4.250	121-268

Fisher Pivots for day following 23-Nov-2011
Pivot	1 day	3 day
R1	123-078	123-073
PP	123-067	123-057
S1	123-055	123-040

Download as Excel Spreadsheet

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

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