ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 23-Nov-2011

Day Change Summary
	Previous	Current
	22-Nov-2011	23-Nov-2011	Change	Change %	Previous Week
Open	122-230	122-260	0-030	0.1%	122-210
High	122-260	122-310	0-050	0.1%	122-280
Low	122-190	122-220	0-030	0.1%	122-180
Close	122-260	122-300	0-040	0.1%	122-190
Range	0-070	0-090	0-020	28.6%	0-100
ATR	0-078	0-078	0-001	1.2%	0-000
Volume	39,959	126,080	86,121	215.5%	25,324

Daily Pivots for day following 23-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-227	123-193	123-030
R3	123-137	123-103	123-005
R2	123-047	123-047	122-316
R1	123-013	123-013	122-308	123-030
PP	122-277	122-277	122-277	122-285
S1	122-243	122-243	122-292	122-260
S2	122-187	122-187	122-284
S3	122-097	122-153	122-275
S4	122-007	122-063	122-250

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	122-310	122-180	0-130	0.3%	0-082	0.2%	92%	True	False	37,367
10	122-310	122-130	0-180	0.5%	0-061	0.2%	94%	True	False	20,443
20	122-310	121-030	1-280	1.5%	0-063	0.2%	98%	True	False	11,694

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-052
2.618	123-226
1.618	123-136
1.000	123-080
0.618	123-046
HIGH	122-310
0.618	122-276
0.500	122-265
0.382	122-254
LOW	122-220
0.618	122-164
1.000	122-130
1.618	122-074
2.618	121-304
4.250	121-158

Fisher Pivots for day following 23-Nov-2011
Pivot	1 day	3 day
R1	122-288	122-283
PP	122-277	122-267
S1	122-265	122-250

Download as Excel Spreadsheet

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

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