ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 07-Dec-2011

Day Change Summary
	Previous	Current
	06-Dec-2011	07-Dec-2011	Change	Change %	Previous Week
Open	122-215	122-222	0-007	0.0%	122-220
High	122-252	123-022	0-090	0.2%	122-270
Low	122-185	122-192	0-007	0.0%	122-090
Close	122-222	123-007	0-105	0.3%	122-250
Range	0-067	0-150	0-083	123.9%	0-180
ATR	0-095	0-099	0-004	4.1%	0-000
Volume	372,022	442,012	69,990	18.8%	3,424,349

Daily Pivots for day following 07-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-097	124-042	123-090
R3	123-267	123-212	123-048
R2	123-117	123-117	123-034
R1	123-062	123-062	123-021	123-090
PP	122-287	122-287	122-287	122-301
S1	122-232	122-232	122-313	122-260
S2	122-137	122-137	122-300
S3	121-307	122-082	122-286
S4	121-157	121-252	122-244

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	123-022	122-090	0-252	0.6%	0-115	0.3%	94%	True	False	530,950
10	123-022	122-090	0-252	0.6%	0-116	0.3%	94%	True	False	503,466
20	123-022	122-090	0-252	0.6%	0-086	0.2%	94%	True	False	255,895
40	123-022	121-030	1-312	1.6%	0-058	0.1%	98%	True	False	128,628

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	0-032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-020
2.618	124-095
1.618	123-265
1.000	123-172
0.618	123-115
HIGH	123-022
0.618	122-285
0.500	122-267
0.382	122-249
LOW	122-192
0.618	122-099
1.000	122-042
1.618	121-269
2.618	121-119
4.250	120-194

Fisher Pivots for day following 07-Dec-2011
Pivot	1 day	3 day
R1	122-307	122-302
PP	122-287	122-277
S1	122-267	122-252

Download as Excel Spreadsheet

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

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