ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	123-050	123-010	-0-040	-0.1%	122-312
High	123-050	123-052	0-002	0.0%	123-060
Low	122-292	122-315	0-023	0.1%	122-220
Close	123-032	123-027	-0-005	0.0%	123-045
Range	0-078	0-057	-0-021	-26.9%	0-160
ATR	0-117	0-113	-0-004	-3.7%	0-000
Volume	22,482	17,762	-4,720	-21.0%	2,444,358

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-196	123-168	123-058
R3	123-139	123-111	123-043
R2	123-082	123-082	123-037
R1	123-054	123-054	123-032	123-068
PP	123-025	123-025	123-025	123-032
S1	122-317	122-317	123-022	123-011
S2	122-288	122-288	123-017
S3	122-231	122-260	123-011
S4	122-174	122-203	122-316

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-162	124-103	123-133
R3	124-002	123-263	123-089
R2	123-162	123-162	123-074
R1	123-103	123-103	123-060	123-132
PP	123-002	123-002	123-002	123-016
S1	122-263	122-263	123-030	122-292
S2	122-162	122-162	123-016
S3	122-002	122-103	123-001
S4	121-162	121-263	122-277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-060	122-220	0-160	0.4%	0-105	0.3%	79%	False	False	91,113
10	123-100	122-220	0-200	0.5%	0-102	0.3%	64%	False	False	428,013
20	123-102	122-220	0-202	0.5%	0-103	0.3%	63%	False	False	430,820
40	123-107	121-102	2-005	1.6%	0-125	0.3%	88%	False	False	495,048
60	123-120	121-102	2-018	1.7%	0-129	0.3%	86%	False	False	498,628
80	123-120	121-102	2-018	1.7%	0-131	0.3%	86%	False	False	450,658
100	123-120	119-020	4-100	3.5%	0-123	0.3%	93%	False	False	360,750
120	123-120	117-270	5-170	4.5%	0-102	0.3%	95%	False	False	300,625

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	123-294
2.618	123-201
1.618	123-144
1.000	123-109
0.618	123-087
HIGH	123-052
0.618	123-030
0.500	123-024
0.382	123-017
LOW	122-315
0.618	122-280
1.000	122-258
1.618	122-223
2.618	122-166
4.250	122-073

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	123-026	123-011
PP	123-025	122-315
S1	123-024	122-298

Download as Excel Spreadsheet

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

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