ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	23-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	122-260	122-290	0-030	0.1%	122-240
High	122-310	122-290	-0-020	-0.1%	122-310
Low	122-220	122-210	-0-010	0.0%	122-190
Close	122-300	122-240	-0-060	-0.2%	122-240
Range	0-090	0-080	-0-010	-11.1%	0-120
ATR	0-078	0-079	0-001	1.1%	0-000
Volume	126,080	281,167	155,087	123.0%	450,939

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-167	123-123	122-284
R3	123-087	123-043	122-262
R2	123-007	123-007	122-255
R1	122-283	122-283	122-247	122-265
PP	122-247	122-247	122-247	122-238
S1	122-203	122-203	122-233	122-185
S2	122-167	122-167	122-225
S3	122-087	122-123	122-218
S4	122-007	122-043	122-196

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-287	123-223	122-306
R3	123-167	123-103	122-273
R2	123-047	123-047	122-262
R1	122-303	122-303	122-251	122-300
PP	122-247	122-247	122-247	122-245
S1	122-183	122-183	122-229	122-180
S2	122-127	122-127	122-218
S3	122-007	122-063	122-207
S4	121-207	121-263	122-174

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%	0-078	0.2%	46%	False	False	92,031
10	122-310	122-130	0-180	0.5%	0-065	0.2%	61%	False	False	48,268
20	122-310	121-080	1-230	1.4%	0-060	0.2%	87%	False	False	25,594

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-310
2.618	123-179
1.618	123-099
1.000	123-050
0.618	123-019
HIGH	122-290
0.618	122-259
0.500	122-250
0.382	122-241
LOW	122-210
0.618	122-161
1.000	122-130
1.618	122-081
2.618	122-001
4.250	121-190

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	122-250	122-250
PP	122-247	122-247
S1	122-243	122-243

Download as Excel Spreadsheet

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

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