ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 08-Dec-2011

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	122-222	122-310	0-088	0.2%	122-220
High	123-022	123-077	0-055	0.1%	122-270
Low	122-192	122-247	0-055	0.1%	122-090
Close	123-007	123-067	0-060	0.2%	122-250
Range	0-150	0-150	0-000	0.0%	0-180
ATR	0-099	0-103	0-004	3.7%	0-000
Volume	442,012	477,289	35,277	8.0%	3,424,349

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-154	124-100	123-150
R3	124-004	123-270	123-108
R2	123-174	123-174	123-094
R1	123-120	123-120	123-081	123-147
PP	123-024	123-024	123-024	123-037
S1	122-290	122-290	123-053	122-317
S2	122-194	122-194	123-040
S3	122-044	122-140	123-026
S4	121-214	121-310	122-304

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	123-077	122-090	0-307	0.8%	0-127	0.3%	97%	True	False	461,510
10	123-077	122-090	0-307	0.8%	0-122	0.3%	97%	True	False	538,587
20	123-077	122-090	0-307	0.8%	0-091	0.2%	97%	True	False	279,515
40	123-077	121-030	2-047	1.7%	0-062	0.2%	99%	True	False	140,560

Crabel Price Patterns
NR	False
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	0-034

Fibonacci Retracements and Extensions
4.250	125-074
2.618	124-150
1.618	124-000
1.000	123-227
0.618	123-170
HIGH	123-077
0.618	123-020
0.500	123-002
0.382	122-304
LOW	122-247
0.618	122-154
1.000	122-097
1.618	122-004
2.618	121-174
4.250	120-250

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	123-045	123-035
PP	123-024	123-003
S1	123-002	122-291

Download as Excel Spreadsheet

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

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