ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 16-Dec-2011

Day Change Summary
	Previous	Current
	15-Dec-2011	16-Dec-2011	Change	Change %	Previous Week
Open	123-160	123-172	0-012	0.0%	123-105
High	123-180	123-235	0-055	0.1%	123-235
Low	123-125	123-142	0-017	0.0%	123-105
Close	123-152	123-212	0-060	0.2%	123-212
Range	0-055	0-093	0-038	69.1%	0-130
ATR	0-099	0-098	0-000	-0.4%	0-000
Volume	8,958	790	-8,168	-91.2%	25,423

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-155	124-117	123-263
R3	124-062	124-024	123-238
R2	123-289	123-289	123-229
R1	123-251	123-251	123-221	123-270
PP	123-196	123-196	123-196	123-206
S1	123-158	123-158	123-203	123-177
S2	123-103	123-103	123-195
S3	123-010	123-065	123-186
S4	122-237	122-292	123-161

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-254	124-203	123-284
R3	124-124	124-073	123-248
R2	123-314	123-314	123-236
R1	123-263	123-263	123-224	123-288
PP	123-184	123-184	123-184	123-197
S1	123-133	123-133	123-200	123-158
S2	123-054	123-054	123-188
S3	122-244	123-003	123-176
S4	122-114	122-193	123-140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-235	123-105	0-130	0.3%	0-065	0.2%	82%	True	False	5,084
10	123-235	122-292	0-263	0.7%	0-080	0.2%	91%	True	False	10,946
20	123-235	122-220	1-015	0.8%	0-094	0.2%	93%	True	False	259,266
40	123-235	121-185	2-050	1.7%	0-115	0.3%	97%	True	False	393,850
60	123-235	121-102	2-133	2.0%	0-122	0.3%	97%	True	False	431,147
80	123-235	121-102	2-133	2.0%	0-127	0.3%	97%	True	False	448,024
100	123-235	119-140	4-095	3.5%	0-129	0.3%	98%	True	False	361,439
120	123-235	117-270	5-285	4.8%	0-108	0.3%	99%	True	False	301,202

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	124-310
2.618	124-158
1.618	124-065
1.000	124-008
0.618	123-292
HIGH	123-235
0.618	123-199
0.500	123-188
0.382	123-178
LOW	123-142
0.618	123-085
1.000	123-049
1.618	122-312
2.618	122-219
4.250	122-067

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	123-204	123-201
PP	123-196	123-191
S1	123-188	123-180

Download as Excel Spreadsheet

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

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