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

Download as Excel Spreadsheet

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

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