ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 122-200 122-280 0-080 0.2% 121-300
High 122-240 122-290 0-050 0.1% 122-290
Low 122-190 122-250 0-060 0.2% 121-290
Close 122-190 122-270 0-080 0.2% 122-230
Range 0-050 0-040 -0-010 -20.0% 1-000
ATR 0-075 0-077 0-002 2.4% 0-000
Volume 1,445 4,898 3,453 239.0% 13,569
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-070 123-050 122-292
R3 123-030 123-010 122-281
R2 122-310 122-310 122-277
R1 122-290 122-290 122-274 122-280
PP 122-270 122-270 122-270 122-265
S1 122-250 122-250 122-266 122-240
S2 122-230 122-230 122-263
S3 122-190 122-210 122-259
S4 122-150 122-170 122-248
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
5 122-290 122-170 0-120 0.3% 0-062 0.2% 83% True False 3,055
10 122-290 121-030 1-260 1.5% 0-065 0.2% 97% True False 2,945
20 122-290 121-030 1-260 1.5% 0-033 0.1% 97% True False 1,605
Crabel Price Patterns
NR True
NR4 False
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 False
Bull Hook False
Stretch 0-005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-140
2.618 123-075
1.618 123-035
1.000 123-010
0.618 122-315
HIGH 122-290
0.618 122-275
0.500 122-270
0.382 122-265
LOW 122-250
0.618 122-225
1.000 122-210
1.618 122-185
2.618 122-145
4.250 122-080
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 122-270 122-260
PP 122-270 122-250
S1 122-270 122-240

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

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