ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 122-210 122-230 0-020 0.1% 122-230
High 122-250 122-250 0-000 0.0% 122-290
Low 122-200 122-210 0-010 0.0% 122-130
Close 122-230 122-210 -0-020 -0.1% 122-120
Range 0-050 0-040 -0-010 -20.0% 0-160
ATR 0-081 0-078 -0-003 -3.6% 0-000
Volume 203 4,266 4,063 2,001.5% 18,256
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-023 122-317 122-232
R3 122-303 122-277 122-221
R2 122-263 122-263 122-217
R1 122-237 122-237 122-214 122-230
PP 122-223 122-223 122-223 122-220
S1 122-197 122-197 122-206 122-190
S2 122-183 122-183 122-203
S3 122-143 122-157 122-199
S4 122-103 122-117 122-188
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% 0-038 0.1% 50% False False 3,741
10 122-290 122-130 0-160 0.4% 0-048 0.1% 50% False False 3,268
20 122-290 121-030 1-260 1.5% 0-040 0.1% 86% False False 2,295
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-100
2.618 123-035
1.618 122-315
1.000 122-290
0.618 122-275
HIGH 122-250
0.618 122-235
0.500 122-230
0.382 122-225
LOW 122-210
0.618 122-185
1.000 122-170
1.618 122-145
2.618 122-105
4.250 122-040
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 122-230 122-203
PP 122-223 122-197
S1 122-217 122-190

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

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