ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 122-240 122-200 -0-040 -0.1% 122-240
High 122-270 122-240 -0-030 -0.1% 122-310
Low 122-100 122-150 0-050 0.1% 122-190
Close 122-210 122-180 -0-030 -0.1% 122-240
Range 0-170 0-090 -0-080 -47.1% 0-120
ATR 0-092 0-091 0-000 -0.1% 0-000
Volume 715,886 824,491 108,605 15.2% 450,939
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-140 123-090 122-230
R3 123-050 123-000 122-205
R2 122-280 122-280 122-196
R1 122-230 122-230 122-188 122-210
PP 122-190 122-190 122-190 122-180
S1 122-140 122-140 122-172 122-120
S2 122-100 122-100 122-164
S3 122-010 122-050 122-155
S4 121-240 121-280 122-130
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
5 122-290 122-100 0-190 0.5% 0-116 0.3% 42% False False 615,664
10 122-310 122-100 0-210 0.5% 0-099 0.3% 38% False False 326,515
20 122-310 122-100 0-210 0.5% 0-075 0.2% 38% False False 164,901
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-302
2.618 123-156
1.618 123-066
1.000 123-010
0.618 122-296
HIGH 122-240
0.618 122-206
0.500 122-195
0.382 122-184
LOW 122-150
0.618 122-094
1.000 122-060
1.618 122-004
2.618 121-234
4.250 121-088
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 122-195 122-185
PP 122-190 122-183
S1 122-185 122-182

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

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