ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 122-230 122-150 -0-080 -0.2% 122-230
High 122-230 122-150 -0-080 -0.2% 122-290
Low 122-190 122-130 -0-060 -0.2% 122-130
Close 122-210 122-120 -0-090 -0.2% 122-120
Range 0-040 0-020 -0-020 -50.0% 0-160
ATR 0-077 0-077 0-000 0.3% 0-000
Volume 2,920 6,418 3,498 119.8% 18,256
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 122-193 122-177 122-131
R3 122-173 122-157 122-126
R2 122-153 122-153 122-124
R1 122-137 122-137 122-122 122-135
PP 122-133 122-133 122-133 122-132
S1 122-117 122-117 122-118 122-115
S2 122-113 122-113 122-116
S3 122-093 122-097 122-114
S4 122-073 122-077 122-109
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-020 123-230 122-208
R3 123-180 123-070 122-164
R2 123-020 123-020 122-149
R1 122-230 122-230 122-135 122-205
PP 122-180 122-180 122-180 122-168
S1 122-070 122-070 122-105 122-045
S2 122-020 122-020 122-091
S3 121-180 121-230 122-076
S4 121-020 121-070 122-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-290 122-130 0-160 0.4% 0-044 0.1% -6% False True 3,651
10 122-290 121-290 1-000 0.8% 0-049 0.1% 47% False False 3,182
20 122-290 121-030 1-260 1.5% 0-036 0.1% 71% False False 2,071
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 122-235
2.618 122-202
1.618 122-182
1.000 122-170
0.618 122-162
HIGH 122-150
0.618 122-142
0.500 122-140
0.382 122-138
LOW 122-130
0.618 122-118
1.000 122-110
1.618 122-098
2.618 122-078
4.250 122-045
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 122-140 122-210
PP 122-133 122-180
S1 122-127 122-150

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

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