ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 29-Nov-2011

Day Change Summary
	Previous	Current
	28-Nov-2011	29-Nov-2011	Change	Change %	Previous Week
Open	122-312	123-030	0-038	0.1%	122-305
High	123-057	123-055	-0-002	0.0%	123-100
Low	122-232	122-272	0-040	0.1%	122-300
Close	123-050	123-025	-0-025	-0.1%	123-020
Range	0-145	0-103	-0-042	-29.0%	0-120
ATR	0-119	0-117	-0-001	-0.9%	0-000
Volume	1,226,270	802,765	-423,505	-34.5%	2,216,914

Daily Pivots for day following 29-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-000	123-275	123-082
R3	123-217	123-172	123-053
R2	123-114	123-114	123-044
R1	123-069	123-069	123-034	123-040
PP	123-011	123-011	123-011	122-316
S1	122-286	122-286	123-016	122-257
S2	122-228	122-228	123-006
S3	122-125	122-183	122-317
S4	122-022	122-080	122-288

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-073	124-007	123-086
R3	123-273	123-207	123-053
R2	123-153	123-153	123-042
R1	123-087	123-087	123-031	123-120
PP	123-033	123-033	123-033	123-050
S1	122-287	122-287	123-009	123-000
S2	122-233	122-233	122-318
S3	122-113	122-167	122-307
S4	121-313	122-047	122-274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-100	122-232	0-188	0.5%	0-100	0.3%	60%	False	False	764,913
10	123-100	122-232	0-188	0.5%	0-095	0.2%	60%	False	False	621,145
20	123-107	122-217	0-210	0.5%	0-108	0.3%	61%	False	False	553,010
40	123-107	121-102	2-005	1.6%	0-130	0.3%	87%	False	False	539,880
60	123-120	121-102	2-018	1.7%	0-131	0.3%	86%	False	False	531,337
80	123-120	120-260	2-180	2.1%	0-141	0.4%	88%	False	False	445,148
100	123-120	119-020	4-100	3.5%	0-117	0.3%	93%	False	False	356,195

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-173
2.618	124-005
1.618	123-222
1.000	123-158
0.618	123-119
HIGH	123-055
0.618	123-016
0.500	123-004
0.382	122-311
LOW	122-272
0.618	122-208
1.000	122-169
1.618	122-105
2.618	122-002
4.250	121-154

Fisher Pivots for day following 29-Nov-2011
Pivot	1 day	3 day
R1	123-018	123-016
PP	123-011	123-006
S1	123-004	122-317

Download as Excel Spreadsheet

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

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