ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 30-Nov-2011

Day Change Summary
	Previous	Current
	29-Nov-2011	30-Nov-2011	Change	Change %	Previous Week
Open	123-030	123-032	0-002	0.0%	122-305
High	123-055	123-060	0-005	0.0%	123-100
Low	122-272	122-230	-0-042	-0.1%	122-300
Close	123-025	123-002	-0-023	-0.1%	123-020
Range	0-103	0-150	0-047	45.6%	0-120
ATR	0-117	0-120	0-002	2.0%	0-000
Volume	802,765	254,947	-547,818	-68.2%	2,216,914

Daily Pivots for day following 30-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-121	124-051	123-084
R3	123-291	123-221	123-043
R2	123-141	123-141	123-030
R1	123-071	123-071	123-016	123-031
PP	122-311	122-311	122-311	122-290
S1	122-241	122-241	122-308	122-201
S2	122-161	122-161	122-294
S3	122-011	122-091	122-281
S4	121-181	121-261	122-240

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	122-230	0-190	0.5%	0-114	0.3%	48%	False	True	689,381
10	123-100	122-230	0-190	0.5%	0-102	0.3%	48%	False	True	599,551
20	123-107	122-230	0-197	0.5%	0-107	0.3%	47%	False	True	527,082
40	123-107	121-102	2-005	1.6%	0-131	0.3%	84%	False	False	532,176
60	123-120	121-102	2-018	1.7%	0-131	0.3%	82%	False	False	526,821
80	123-120	121-030	2-090	1.9%	0-139	0.4%	84%	False	False	448,329
100	123-120	119-020	4-100	3.5%	0-119	0.3%	91%	False	False	358,744
120	123-120	117-270	5-170	4.5%	0-099	0.3%	93%	False	False	298,954

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	125-058
2.618	124-133
1.618	123-303
1.000	123-210
0.618	123-153
HIGH	123-060
0.618	123-003
0.500	122-305
0.382	122-287
LOW	122-230
0.618	122-137
1.000	122-080
1.618	121-307
2.618	121-157
4.250	120-232

Fisher Pivots for day following 30-Nov-2011
Pivot	1 day	3 day
R1	122-316	122-316
PP	122-311	122-311
S1	122-305	122-305

Download as Excel Spreadsheet

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

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