ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	123-157	123-105	-0-052	-0.1%	123-050
High	123-190	123-172	-0-018	0.0%	123-190
Low	123-115	123-105	-0-010	0.0%	122-292
Close	123-127	123-155	0-028	0.1%	123-127
Range	0-075	0-067	-0-008	-10.7%	0-218
ATR	0-113	0-110	-0-003	-2.9%	0-000
Volume	12,022	5,975	-6,047	-50.3%	84,038

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-025	123-317	123-192
R3	123-278	123-250	123-173
R2	123-211	123-211	123-167
R1	123-183	123-183	123-161	123-197
PP	123-144	123-144	123-144	123-151
S1	123-116	123-116	123-149	123-130
S2	123-077	123-077	123-143
S3	123-010	123-049	123-137
S4	122-263	122-302	123-118

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-110	125-017	123-247
R3	124-212	124-119	123-187
R2	123-314	123-314	123-167
R1	123-221	123-221	123-147	123-268
PP	123-096	123-096	123-096	123-120
S1	123-003	123-003	123-107	123-050
S2	122-198	122-198	123-087
S3	121-300	122-105	123-067
S4	121-082	121-207	123-007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-190	122-315	0-195	0.5%	0-093	0.2%	82%	False	False	13,506
10	123-190	122-220	0-290	0.7%	0-104	0.3%	88%	False	False	130,810
20	123-190	122-220	0-290	0.7%	0-101	0.3%	88%	False	False	354,754
40	123-190	121-185	2-005	1.6%	0-122	0.3%	95%	False	False	446,275
60	123-190	121-102	2-088	1.8%	0-128	0.3%	95%	False	False	464,430
80	123-190	121-102	2-088	1.8%	0-131	0.3%	95%	False	False	451,093
100	123-190	119-060	4-130	3.6%	0-127	0.3%	98%	False	False	361,248
120	123-190	117-270	5-240	4.7%	0-106	0.3%	98%	False	False	301,040

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-137
2.618	124-027
1.618	123-280
1.000	123-239
0.618	123-213
HIGH	123-172
0.618	123-146
0.500	123-138
0.382	123-131
LOW	123-105
0.618	123-064
1.000	123-038
1.618	122-317
2.618	122-250
4.250	122-140

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	123-150	123-143
PP	123-144	123-132
S1	123-138	123-120

Download as Excel Spreadsheet

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

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