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

Download as Excel Spreadsheet

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

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