ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
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 0-078 0-079 0-001 1.1% 0-000
Volume 126,080 281,167 155,087 123.0% 450,939
Daily Pivots for day following 25-Nov-2011
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 122-247 122-247 122-247 122-238
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
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
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
Crabel Price Patterns
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
Fibonacci Retracements and Extensions
4.250 123-310
2.618 123-179
1.618 123-099
1.000 123-050
0.618 123-019
HIGH 122-290
0.618 122-259
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
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

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

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