ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 122-230 122-260 0-030 0.1% 122-210
High 122-260 122-310 0-050 0.1% 122-280
Low 122-190 122-220 0-030 0.1% 122-180
Close 122-260 122-300 0-040 0.1% 122-190
Range 0-070 0-090 0-020 28.6% 0-100
ATR 0-078 0-078 0-001 1.2% 0-000
Volume 39,959 126,080 86,121 215.5% 25,324
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-227 123-193 123-030
R3 123-137 123-103 123-005
R2 123-047 123-047 122-316
R1 123-013 123-013 122-308 123-030
PP 122-277 122-277 122-277 122-285
S1 122-243 122-243 122-292 122-260
S2 122-187 122-187 122-284
S3 122-097 122-153 122-275
S4 122-007 122-063 122-250
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-197 123-133 122-245
R3 123-097 123-033 122-218
R2 122-317 122-317 122-208
R1 122-253 122-253 122-199 122-235
PP 122-217 122-217 122-217 122-208
S1 122-153 122-153 122-181 122-135
S2 122-117 122-117 122-172
S3 122-017 122-053 122-162
S4 121-237 121-273 122-135
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% 0-082 0.2% 92% True False 37,367
10 122-310 122-130 0-180 0.5% 0-061 0.2% 94% True False 20,443
20 122-310 121-030 1-280 1.5% 0-063 0.2% 98% True False 11,694
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 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-052
2.618 123-226
1.618 123-136
1.000 123-080
0.618 123-046
HIGH 122-310
0.618 122-276
0.500 122-265
0.382 122-254
LOW 122-220
0.618 122-164
1.000 122-130
1.618 122-074
2.618 121-304
4.250 121-158
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 122-288 122-283
PP 122-277 122-267
S1 122-265 122-250

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

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