ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	122-210	122-290	0-080	0.2%	121-180
High	122-230	122-290	0-060	0.2%	121-250
Low	122-210	122-170	-0-040	-0.1%	121-030
Close	122-220	122-180	-0-040	-0.1%	121-190
Range	0-020	0-120	0-100	500.0%	0-220
ATR	0-076	0-079	0-003	4.2%	0-000
Volume	3,598	5,000	1,402	39.0%	9,470

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-253	123-177	122-246
R3	123-133	123-057	122-213
R2	123-013	123-013	122-202
R1	122-257	122-257	122-191	122-235
PP	122-213	122-213	122-213	122-202
S1	122-137	122-137	122-169	122-115
S2	122-093	122-093	122-158
S3	121-293	122-017	122-147
S4	121-173	121-217	122-114

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-177	123-083	121-311
R3	122-277	122-183	121-250
R2	122-057	122-057	121-230
R1	121-283	121-283	121-210	122-010
PP	121-157	121-157	121-157	121-180
S1	121-063	121-063	121-170	121-110
S2	120-257	120-257	121-150
S3	120-037	120-163	121-130
S4	119-137	119-263	121-069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-290	121-080	1-210	1.4%	0-064	0.2%	79%	True	False	3,202
10	122-290	121-030	1-260	1.5%	0-047	0.1%	81%	True	False	2,173

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-001
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-160
2.618	123-284
1.618	123-164
1.000	123-090
0.618	123-044
HIGH	122-290
0.618	122-244
0.500	122-230
0.382	122-216
LOW	122-170
0.618	122-096
1.000	122-050
1.618	121-296
2.618	121-176
4.250	120-300

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	122-230	122-225
PP	122-213	122-210
S1	122-197	122-195

Download as Excel Spreadsheet

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

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