ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 122-230 122-250 0-020 0.1% 122-230
High 122-260 122-280 0-020 0.1% 122-290
Low 122-210 122-180 -0-030 -0.1% 122-130
Close 122-230 122-270 0-040 0.1% 122-120
Range 0-050 0-100 0-050 100.0% 0-160
ATR 0-076 0-078 0-002 2.2% 0-000
Volume 3,791 7,847 4,056 107.0% 18,256
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-223 123-187 123-005
R3 123-123 123-087 122-298
R2 123-023 123-023 122-288
R1 122-307 122-307 122-279 123-005
PP 122-243 122-243 122-243 122-252
S1 122-207 122-207 122-261 122-225
S2 122-143 122-143 122-252
S3 122-043 122-107 122-242
S4 121-263 122-007 122-215
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
5 122-280 122-130 0-150 0.4% 0-052 0.1% 93% True False 4,505
10 122-290 122-130 0-160 0.4% 0-049 0.1% 88% False False 3,572
20 122-290 121-030 1-260 1.5% 0-048 0.1% 97% False False 2,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 124-065
2.618 123-222
1.618 123-122
1.000 123-060
0.618 123-022
HIGH 122-280
0.618 122-242
0.500 122-230
0.382 122-218
LOW 122-180
0.618 122-118
1.000 122-080
1.618 122-018
2.618 121-238
4.250 121-075
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 122-257 122-257
PP 122-243 122-243
S1 122-230 122-230

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

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