ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 25-Nov-2011

ZFH12 began trading on 10/07/2011 and has 35 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 03/29/2012.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(0.00)

Moving Averages

Buy

+0.33

Oscillators

Sell

-0.11

Price Levels

Sell

-0.50

Trend

Strong Buy

+1.00

Relative Volume (20d): 10.99x

ATR(14) %: 0.2%

20-Day Historical Volatility: 0.0%

Day Change Summary (OHLC)

	Previous	Current
Metric	23-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	122-260	122-290	0-030	0.1%	122-240
High	122-310	122-290	-0-020	-0.1%	122-310
Low	122-220	122-210	-0-010	-0.0%	122-190
Close	122-300	122-240	-0-060	-0.2%	122-240
Range	0-090	0-080	-0-010	-11.1%	0-120
ATR(14)	0-085	0-085	0-000	0.4%	0-085
Volume	126,080	281,167	155,087	123.0%	450,939

Multi-Period Performance

1-Month (21d)

0.8%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

1.1%

52-Week Range

52W Low: 120-290 (1.5%)

Position (89%)

52W High: 122-310 (0.2%)

Daily Pivots for day following 25-Nov-2011

Level	Classic	Woodie	Camarilla	DeMark
R4	123-167	123-123	122-284
R3	123-087	123-043	122-262
R2	123-007	123-007	122-255
R1	122-283	122-283	122-247	122-265
PP	122-247	122-247	122-247	122-237
S1	122-203	122-203	122-233	122-185
S2	122-167	122-167	122-225
S3	122-087	122-123	122-218
S4	122-007	122-043	122-196

Weekly Pivots for week ending 25-Nov-2011

Level	Classic	Woodie	Camarilla	DeMark
R4	123-287	123-223	122-306
R3	123-167	123-103	122-273
R2	123-047	123-047	122-262
R1	122-303	122-303	122-251	122-300
PP	122-247	122-247	122-247	122-245
S1	122-183	122-183	122-229	122-180
S2	122-127	122-127	122-218
S3	122-007	122-063	122-207
S4	121-207	121-263	122-174

Fisher Pivots for day following 25-Nov-2011

Pivot	1 Day	3 Day
R1	122-250	122-250
PP	122-247	122-247
S1	122-243	122-243

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	123-310
2.618	123-180
1.618	123-100
1.000	123-050
0.618	123-020
HIGH	122-290
0.618	122-260
0.500	122-250
0.382	122-241
LOW	122-210
0.618	122-161
1.000	122-130
1.618	122-081
2.618	122-001
4.250	121-190

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	122-154
38.2%	122-058
50.0%	121-300
61.8%	121-222
78.6%	121-111

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	122-242	-0-002	-0.0%	Below
10-Day SMA	122-227	0-013	0.0%	Above
20-Day SMA	122-196	0-044	0.1%	Above
50-Day SMA	Insufficient data
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 123-062

Middle: 122-196

Lower: 122-010

Bandwidth: 0.9%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

57.37

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

0.35

Signal: 0.41 · Hist: -0.06

Stochastic (14, 3)

Neutral

%K: 61.11

%D: 78.94

StochRSI (14)

Neutral

%K: 38.26

%D: 33.70

ADX (14) & Trend

Strong Trend

25.86

+DI: 32.15 · -DI: 18.29

CCI (20)

Neutral

57.35

Range -100 to +100

Williams %R (14)

Neutral

-38.89

Range -100 to 0

Ultimate Oscillator

Neutral

57.00

Periods: 7, 14, 28

ROC (12)

Bullish

0.13%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

0.24

Bull: 0.24 · Bear: -0.01

Crabel Price Patterns

Pattern	Signal / Value
NR	True
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	0-016
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-310	122-180	0-130	0.3%	0-078	0.2%	46%	False	False	92,031
10	122-310	122-130	0-180	0.5%	0-065	0.2%	61%	False	False	48,268
20	122-310	121-080	1-230	1.4%	0-060	0.2%	87%	False	False	25,594

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