ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	122-290	122-220	-0-070	-0.2%	122-240
High	122-290	122-270	-0-020	-0.1%	122-310
Low	122-210	122-130	-0-080	-0.2%	122-190
Close	122-240	122-270	0-030	0.1%	122-240
Range	0-080	0-140	0-060	75.0%	0-120
ATR	0-079	0-084	0-004	5.5%	0-000
Volume	281,167	262,639	-18,528	-6.6%	450,939

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-003	123-277	123-027
R3	123-183	123-137	122-308
R2	123-043	123-043	122-296
R1	122-317	122-317	122-283	123-020
PP	122-223	122-223	122-223	122-235
S1	122-177	122-177	122-257	122-200
S2	122-083	122-083	122-244
S3	121-263	122-037	122-232
S4	121-123	121-217	122-193

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	122-130	0-180	0.5%	0-086	0.2%	78%	False	True	142,715
10	122-310	122-130	0-180	0.5%	0-077	0.2%	78%	False	True	73,890
20	122-310	121-290	1-020	0.9%	0-063	0.2%	88%	False	False	38,536

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	124-225
2.618	123-317
1.618	123-177
1.000	123-090
0.618	123-037
HIGH	122-270
0.618	122-217
0.500	122-200
0.382	122-183
LOW	122-130
0.618	122-043
1.000	121-310
1.618	121-223
2.618	121-083
4.250	120-175

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	122-247	122-253
PP	122-223	122-237
S1	122-200	122-220

Download as Excel Spreadsheet

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

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