ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	122-240	122-230	-0-010	0.0%	122-210
High	122-250	122-260	0-010	0.0%	122-280
Low	122-200	122-190	-0-010	0.0%	122-180
Close	122-220	122-260	0-040	0.1%	122-190
Range	0-050	0-070	0-020	40.0%	0-100
ATR	0-078	0-078	-0-001	-0.7%	0-000
Volume	3,733	39,959	36,226	970.4%	25,324

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-127	123-103	122-298
R3	123-057	123-033	122-279
R2	122-307	122-307	122-273
R1	122-283	122-283	122-266	122-295
PP	122-237	122-237	122-237	122-242
S1	122-213	122-213	122-254	122-225
S2	122-167	122-167	122-247
S3	122-097	122-143	122-241
S4	122-027	122-073	122-222

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%	0-074	0.2%	80%	False	False	12,909
10	122-290	122-130	0-160	0.4%	0-056	0.1%	81%	False	False	8,325
20	122-290	121-030	1-260	1.5%	0-058	0.1%	95%	False	False	5,458

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-238
2.618	123-123
1.618	123-053
1.000	123-010
0.618	122-303
HIGH	122-260
0.618	122-233
0.500	122-225
0.382	122-217
LOW	122-190
0.618	122-147
1.000	122-120
1.618	122-077
2.618	122-007
4.250	121-212

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	122-248	122-250
PP	122-237	122-240
S1	122-225	122-230

Download as Excel Spreadsheet

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

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