ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 122-290 122-220 -0-070 -0.2% 122-240
High 122-290 122-270 -0-020 -0.1% 122-310
Low 122-210 122-130 -0-080 -0.2% 122-190
Close 122-240 122-270 0-030 0.1% 122-240
Range 0-080 0-140 0-060 75.0% 0-120
ATR 0-079 0-084 0-004 5.5% 0-000
Volume 281,167 262,639 -18,528 -6.6% 450,939
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-003 123-277 123-027
R3 123-183 123-137 122-308
R2 123-043 123-043 122-296
R1 122-317 122-317 122-283 123-020
PP 122-223 122-223 122-223 122-235
S1 122-177 122-177 122-257 122-200
S2 122-083 122-083 122-244
S3 121-263 122-037 122-232
S4 121-123 121-217 122-193
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
5 122-310 122-130 0-180 0.5% 0-086 0.2% 78% False True 142,715
10 122-310 122-130 0-180 0.5% 0-077 0.2% 78% False True 73,890
20 122-310 121-290 1-020 0.9% 0-063 0.2% 88% False False 38,536
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 0-021
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 124-225
2.618 123-317
1.618 123-177
1.000 123-090
0.618 123-037
HIGH 122-270
0.618 122-217
0.500 122-200
0.382 122-183
LOW 122-130
0.618 122-043
1.000 121-310
1.618 121-223
2.618 121-083
4.250 120-175
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 122-247 122-253
PP 122-223 122-237
S1 122-200 122-220

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

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