ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	122-180	122-252	0-072	0.2%	122-220
High	122-270	122-252	-0-018	0.0%	122-270
Low	122-090	122-162	0-072	0.2%	122-090
Close	122-250	122-230	-0-020	-0.1%	122-250
Range	0-180	0-090	-0-090	-50.0%	0-180
ATR	0-098	0-097	-0-001	-0.6%	0-000
Volume	627,194	389,035	-238,159	-38.0%	3,424,349

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-165	123-127	122-280
R3	123-075	123-037	122-255
R2	122-305	122-305	122-246
R1	122-267	122-267	122-238	122-241
PP	122-215	122-215	122-215	122-202
S1	122-177	122-177	122-222	122-151
S2	122-125	122-125	122-214
S3	122-035	122-087	122-205
S4	121-265	121-317	122-180

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%	0-126	0.3%	78%	False	False	710,149
10	122-310	122-090	0-220	0.6%	0-106	0.3%	64%	False	False	426,432
20	122-310	122-090	0-220	0.6%	0-081	0.2%	64%	False	False	215,395
40	122-310	120-290	2-020	1.7%	0-053	0.1%	88%	False	False	108,277

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

Fibonacci Retracements and Extensions
4.250	123-314
2.618	123-168
1.618	123-078
1.000	123-022
0.618	122-308
HIGH	122-252
0.618	122-218
0.500	122-207
0.382	122-196
LOW	122-162
0.618	122-106
1.000	122-072
1.618	122-016
2.618	121-246
4.250	121-100

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	122-222	122-213
PP	122-215	122-197
S1	122-207	122-180

Download as Excel Spreadsheet

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

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