ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 14-Nov-2011

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	122-150	122-210	0-060	0.2%	122-230
High	122-150	122-250	0-100	0.3%	122-290
Low	122-130	122-200	0-070	0.2%	122-130
Close	122-120	122-230	0-110	0.3%	122-120
Range	0-020	0-050	0-030	150.0%	0-160
ATR	0-077	0-081	0-004	4.9%	0-000
Volume	6,418	203	-6,215	-96.8%	18,256

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-057	123-033	122-258
R3	123-007	122-303	122-244
R2	122-277	122-277	122-239
R1	122-253	122-253	122-235	122-265
PP	122-227	122-227	122-227	122-232
S1	122-203	122-203	122-225	122-215
S2	122-177	122-177	122-221
S3	122-127	122-153	122-216
S4	122-077	122-103	122-202

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%	0-040	0.1%	63%	False	False	3,176
10	122-290	122-130	0-160	0.4%	0-051	0.1%	63%	False	False	3,087
20	122-290	121-030	1-260	1.5%	0-038	0.1%	90%	False	False	2,081

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-142
2.618	123-061
1.618	123-011
1.000	122-300
0.618	122-281
HIGH	122-250
0.618	122-231
0.500	122-225
0.382	122-219
LOW	122-200
0.618	122-169
1.000	122-150
1.618	122-119
2.618	122-069
4.250	121-308

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	122-228	122-217
PP	122-227	122-203
S1	122-225	122-190

Download as Excel Spreadsheet

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

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