ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	123-032	122-317	-0-035	-0.1%	122-305
High	123-060	123-040	-0-020	-0.1%	123-100
Low	122-230	122-275	0-045	0.1%	122-300
Close	123-002	122-297	-0-025	-0.1%	123-020
Range	0-150	0-085	-0-065	-43.3%	0-120
ATR	0-120	0-117	-0-002	-2.1%	0-000
Volume	254,947	111,636	-143,311	-56.2%	2,216,914

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-246	123-196	123-024
R3	123-161	123-111	123-000
R2	123-076	123-076	122-313
R1	123-026	123-026	122-305	123-008
PP	122-311	122-311	122-311	122-302
S1	122-261	122-261	122-289	122-244
S2	122-226	122-226	122-281
S3	122-141	122-176	122-274
S4	122-056	122-091	122-250

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	123-082	122-230	0-172	0.4%	0-113	0.3%	39%	False	False	569,127
10	123-100	122-230	0-190	0.5%	0-103	0.3%	35%	False	False	567,315
20	123-107	122-230	0-197	0.5%	0-106	0.3%	34%	False	False	503,282
40	123-107	121-102	2-005	1.6%	0-130	0.3%	80%	False	False	522,700
60	123-120	121-102	2-018	1.7%	0-131	0.3%	78%	False	False	521,686
80	123-120	121-102	2-018	1.7%	0-134	0.3%	78%	False	False	449,704
100	123-120	119-020	4-100	3.5%	0-120	0.3%	90%	False	False	359,860
120	123-120	117-270	5-170	4.5%	0-100	0.3%	92%	False	False	299,884

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-081
2.618	123-263
1.618	123-178
1.000	123-125
0.618	123-093
HIGH	123-040
0.618	123-008
0.500	122-318
0.382	122-307
LOW	122-275
0.618	122-222
1.000	122-190
1.618	122-137
2.618	122-052
4.250	121-234

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	122-318	122-305
PP	122-311	122-302
S1	122-304	122-300

Download as Excel Spreadsheet

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

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