ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 21-Nov-2011

Day Change Summary
	Previous	Current
	18-Nov-2011	21-Nov-2011	Change	Change %	Previous Week
Open	122-280	122-240	-0-040	-0.1%	122-210
High	122-280	122-250	-0-030	-0.1%	122-280
Low	122-180	122-200	0-020	0.1%	122-180
Close	122-190	122-220	0-030	0.1%	122-190
Range	0-100	0-050	-0-050	-50.0%	0-100
ATR	0-079	0-078	-0-001	-1.8%	0-000
Volume	9,217	3,733	-5,484	-59.5%	25,324

Daily Pivots for day following 21-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-053	123-027	122-248
R3	123-003	122-297	122-234
R2	122-273	122-273	122-229
R1	122-247	122-247	122-225	122-235
PP	122-223	122-223	122-223	122-218
S1	122-197	122-197	122-215	122-185
S2	122-173	122-173	122-211
S3	122-123	122-147	122-206
S4	122-073	122-097	122-192

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-197	123-133	122-245
R3	123-097	123-033	122-218
R2	122-317	122-317	122-208
R1	122-253	122-253	122-199	122-235
PP	122-217	122-217	122-217	122-208
S1	122-153	122-153	122-181	122-135
S2	122-117	122-117	122-172
S3	122-017	122-053	122-162
S4	121-237	121-273	122-135

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-280	122-180	0-100	0.3%	0-068	0.2%	40%	False	False	5,770
10	122-290	122-130	0-160	0.4%	0-054	0.1%	56%	False	False	4,473
20	122-290	121-030	1-260	1.5%	0-055	0.1%	88%	False	False	3,507

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Narrowest range in 3 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 21-Nov-2011
Pivot	1 day	3 day
R1	122-225	122-230
PP	122-223	122-227
S1	122-222	122-223

Download as Excel Spreadsheet

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

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