ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	122-230	122-230	0-000	0.0%	121-300
High	122-230	122-280	0-050	0.1%	122-290
Low	122-200	122-210	0-010	0.0%	121-290
Close	122-230	122-250	0-020	0.1%	122-230
Range	0-030	0-070	0-040	133.3%	1-000
ATR	0-077	0-076	0-000	-0.6%	0-000
Volume	1,358	2,575	1,217	89.6%	13,569

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-137	123-103	122-288
R3	123-067	123-033	122-269
R2	122-317	122-317	122-263
R1	122-283	122-283	122-256	122-300
PP	122-247	122-247	122-247	122-255
S1	122-213	122-213	122-244	122-230
S2	122-177	122-177	122-237
S3	122-107	122-143	122-231
S4	122-037	122-073	122-212

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-163	125-037	123-086
R3	124-163	124-037	122-318
R2	123-163	123-163	122-289
R1	123-037	123-037	122-259	123-100
PP	122-163	122-163	122-163	122-195
S1	122-037	122-037	122-201	122-100
S2	121-163	121-163	122-171
S3	120-163	121-037	122-142
S4	119-163	120-037	122-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-290	122-160	0-130	0.3%	0-062	0.2%	69%	False	False	2,998
10	122-290	121-030	1-260	1.5%	0-056	0.1%	93%	False	False	2,541
20	122-290	121-030	1-260	1.5%	0-028	0.1%	93%	False	False	1,289

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-258
2.618	123-143
1.618	123-073
1.000	123-030
0.618	123-003
HIGH	122-280
0.618	122-253
0.500	122-245
0.382	122-237
LOW	122-210
0.618	122-167
1.000	122-140
1.618	122-097
2.618	122-027
4.250	121-232

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	122-248	122-243
PP	122-247	122-237
S1	122-245	122-230

Download as Excel Spreadsheet

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

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