ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	122-200	122-180	-0-020	-0.1%	122-220
High	122-240	122-270	0-030	0.1%	122-270
Low	122-150	122-090	-0-060	-0.2%	122-090
Close	122-180	122-250	0-070	0.2%	122-250
Range	0-090	0-180	0-090	100.0%	0-180
ATR	0-091	0-098	0-006	6.9%	0-000
Volume	824,491	627,194	-197,297	-23.9%	3,424,349

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-103	124-037	123-029
R3	123-243	123-177	122-300
R2	123-063	123-063	122-283
R1	122-317	122-317	122-266	123-030
PP	122-203	122-203	122-203	122-220
S1	122-137	122-137	122-234	122-170
S2	122-023	122-023	122-217
S3	121-163	121-277	122-200
S4	120-303	121-097	122-151

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-103	124-037	123-029
R3	123-243	123-177	122-300
R2	123-063	123-063	122-283
R1	122-317	122-317	122-266	123-030
PP	122-203	122-203	122-203	122-220
S1	122-137	122-137	122-234	122-170
S2	122-023	122-023	122-217
S3	121-163	121-277	122-200
S4	120-303	121-097	122-151

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-270	122-090	0-180	0.5%	0-136	0.3%	89%	True	True	684,869
10	122-310	122-090	0-220	0.6%	0-107	0.3%	73%	False	True	388,450
20	122-310	122-090	0-220	0.6%	0-078	0.2%	73%	False	True	196,011

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	125-075
2.618	124-101
1.618	123-241
1.000	123-130
0.618	123-061
HIGH	122-270
0.618	122-201
0.500	122-180
0.382	122-159
LOW	122-090
0.618	121-299
1.000	121-230
1.618	121-119
2.618	120-259
4.250	119-285

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	122-227	122-227
PP	122-203	122-203
S1	122-180	122-180

Download as Excel Spreadsheet

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

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