ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 23-Dec-2011

Day Change Summary
	Previous	Current
	22-Dec-2011	23-Dec-2011	Change	Change %	Previous Week
Open	122-302	122-297	-0-005	0.0%	123-112
High	123-025	122-310	-0-035	-0.1%	123-127
Low	122-280	122-167	-0-113	-0.3%	122-167
Close	122-297	122-182	-0-115	-0.3%	122-182
Range	0-065	0-143	0-078	120.0%	0-280
ATR	0-094	0-097	0-004	3.8%	0-000
Volume	232,279	203,987	-28,292	-12.2%	1,453,425

Daily Pivots for day following 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-009	123-238	122-261
R3	123-186	123-095	122-221
R2	123-043	123-043	122-208
R1	122-272	122-272	122-195	122-246
PP	122-220	122-220	122-220	122-206
S1	122-129	122-129	122-169	122-103
S2	122-077	122-077	122-156
S3	121-254	121-306	122-143
S4	121-111	121-163	122-103

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-145	124-284	123-016
R3	124-185	124-004	122-259
R2	123-225	123-225	122-233
R1	123-044	123-044	122-208	122-314
PP	122-265	122-265	122-265	122-241
S1	122-084	122-084	122-156	122-034
S2	121-305	121-305	122-131
S3	121-025	121-124	122-105
S4	120-065	120-164	122-028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-127	122-167	0-280	0.7%	0-098	0.2%	5%	False	True	290,685
10	123-127	122-167	0-280	0.7%	0-089	0.2%	5%	False	True	317,221
20	123-127	122-090	1-037	0.9%	0-106	0.3%	26%	False	False	431,023
40	123-127	121-080	2-047	1.8%	0-083	0.2%	61%	False	False	228,309

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	0-022
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	124-278
2.618	124-044
1.618	123-221
1.000	123-133
0.618	123-078
HIGH	122-310
0.618	122-255
0.500	122-238
0.382	122-222
LOW	122-167
0.618	122-079
1.000	122-024
1.618	121-256
2.618	121-113
4.250	120-199

Fisher Pivots for day following 23-Dec-2011
Pivot	1 day	3 day
R1	122-238	122-278
PP	122-220	122-246
S1	122-201	122-214

Download as Excel Spreadsheet

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

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