ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 122-220 122-250 0-030 0.1% 122-240
High 122-270 122-260 -0-010 0.0% 122-310
Low 122-130 122-160 0-030 0.1% 122-190
Close 122-270 122-240 -0-030 -0.1% 122-240
Range 0-140 0-100 -0-040 -28.6% 0-120
ATR 0-084 0-085 0-002 2.3% 0-000
Volume 262,639 994,139 731,500 278.5% 450,939
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-200 123-160 122-295
R3 123-100 123-060 122-268
R2 123-000 123-000 122-258
R1 122-280 122-280 122-249 122-250
PP 122-220 122-220 122-220 122-205
S1 122-180 122-180 122-231 122-150
S2 122-120 122-120 122-222
S3 122-020 122-080 122-212
S4 121-240 121-300 122-185
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% 0-096 0.2% 61% False False 340,796
10 122-310 122-130 0-180 0.5% 0-082 0.2% 61% False False 173,283
20 122-310 122-130 0-180 0.5% 0-066 0.2% 61% False False 88,185
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-045
2.618 123-202
1.618 123-102
1.000 123-040
0.618 123-002
HIGH 122-260
0.618 122-222
0.500 122-210
0.382 122-198
LOW 122-160
0.618 122-098
1.000 122-060
1.618 121-318
2.618 121-218
4.250 121-055
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 122-230 122-230
PP 122-220 122-220
S1 122-210 122-210

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

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