ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 13-Dec-2011

Day Change Summary
	Previous	Current
	12-Dec-2011	13-Dec-2011	Change	Change %	Previous Week
Open	123-105	123-137	0-032	0.1%	123-050
High	123-172	123-187	0-015	0.0%	123-190
Low	123-105	123-115	0-010	0.0%	122-292
Close	123-155	123-157	0-002	0.0%	123-127
Range	0-067	0-072	0-005	7.5%	0-218
ATR	0-110	0-107	-0-003	-2.4%	0-000
Volume	5,975	7,079	1,104	18.5%	84,038

Daily Pivots for day following 13-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-049	124-015	123-197
R3	123-297	123-263	123-177
R2	123-225	123-225	123-170
R1	123-191	123-191	123-164	123-208
PP	123-153	123-153	123-153	123-162
S1	123-119	123-119	123-150	123-136
S2	123-081	123-081	123-144
S3	123-009	123-047	123-137
S4	122-257	122-295	123-117

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	123-007	0-183	0.5%	0-096	0.2%	82%	False	False	11,369
10	123-190	122-220	0-290	0.7%	0-101	0.3%	89%	False	False	51,241
20	123-190	122-220	0-290	0.7%	0-098	0.2%	89%	False	False	336,193
40	123-190	121-185	2-005	1.6%	0-120	0.3%	95%	False	False	435,864
60	123-190	121-102	2-088	1.8%	0-127	0.3%	95%	False	False	456,577
80	123-190	121-102	2-088	1.8%	0-130	0.3%	95%	False	False	450,968
100	123-190	119-060	4-130	3.6%	0-127	0.3%	98%	False	False	361,315
120	123-190	117-270	5-240	4.7%	0-106	0.3%	98%	False	False	301,099

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

Fibonacci Retracements and Extensions
4.250	124-173
2.618	124-055
1.618	123-303
1.000	123-259
0.618	123-231
HIGH	123-187
0.618	123-159
0.500	123-151
0.382	123-143
LOW	123-115
0.618	123-071
1.000	123-043
1.618	122-319
2.618	122-247
4.250	122-129

Fisher Pivots for day following 13-Dec-2011
Pivot	1 day	3 day
R1	123-155	123-154
PP	123-153	123-151
S1	123-151	123-148

Download as Excel Spreadsheet

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

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