ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 122-150 122-210 0-060 0.2% 122-230
High 122-150 122-250 0-100 0.3% 122-290
Low 122-130 122-200 0-070 0.2% 122-130
Close 122-120 122-230 0-110 0.3% 122-120
Range 0-020 0-050 0-030 150.0% 0-160
ATR 0-077 0-081 0-004 4.9% 0-000
Volume 6,418 203 -6,215 -96.8% 18,256
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-057 123-033 122-258
R3 123-007 122-303 122-244
R2 122-277 122-277 122-239
R1 122-253 122-253 122-235 122-265
PP 122-227 122-227 122-227 122-232
S1 122-203 122-203 122-225 122-215
S2 122-177 122-177 122-221
S3 122-127 122-153 122-216
S4 122-077 122-103 122-202
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-020 123-230 122-208
R3 123-180 123-070 122-164
R2 123-020 123-020 122-149
R1 122-230 122-230 122-135 122-205
PP 122-180 122-180 122-180 122-168
S1 122-070 122-070 122-105 122-045
S2 122-020 122-020 122-091
S3 121-180 121-230 122-076
S4 121-020 121-070 122-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-290 122-130 0-160 0.4% 0-040 0.1% 63% False False 3,176
10 122-290 122-130 0-160 0.4% 0-051 0.1% 63% False False 3,087
20 122-290 121-030 1-260 1.5% 0-038 0.1% 90% False False 2,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-142
2.618 123-061
1.618 123-011
1.000 122-300
0.618 122-281
HIGH 122-250
0.618 122-231
0.500 122-225
0.382 122-219
LOW 122-200
0.618 122-169
1.000 122-150
1.618 122-119
2.618 122-069
4.250 121-308
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 122-228 122-217
PP 122-227 122-203
S1 122-225 122-190

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

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