ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 122-252 122-215 -0-037 -0.1% 122-220
High 122-252 122-252 0-000 0.0% 122-270
Low 122-162 122-185 0-023 0.1% 122-090
Close 122-230 122-222 -0-008 0.0% 122-250
Range 0-090 0-067 -0-023 -25.6% 0-180
ATR 0-097 0-095 -0-002 -2.2% 0-000
Volume 389,035 372,022 -17,013 -4.4% 3,424,349
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-101 123-068 122-259
R3 123-034 123-001 122-240
R2 122-287 122-287 122-234
R1 122-254 122-254 122-228 122-270
PP 122-220 122-220 122-220 122-228
S1 122-187 122-187 122-216 122-204
S2 122-153 122-153 122-210
S3 122-086 122-120 122-204
S4 122-019 122-053 122-185
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-103 124-037 123-029
R3 123-243 123-177 122-300
R2 123-063 123-063 122-283
R1 122-317 122-317 122-266 123-030
PP 122-203 122-203 122-203 122-220
S1 122-137 122-137 122-234 122-170
S2 122-023 122-023 122-217
S3 121-163 121-277 122-200
S4 120-303 121-097 122-151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-270 122-090 0-180 0.5% 0-119 0.3% 73% False False 585,725
10 122-310 122-090 0-220 0.6% 0-108 0.3% 60% False False 463,261
20 122-310 122-090 0-220 0.6% 0-081 0.2% 60% False False 233,867
40 122-310 121-030 1-280 1.5% 0-055 0.1% 85% False False 117,578
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-032
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 123-217
2.618 123-107
1.618 123-040
1.000 122-319
0.618 122-293
HIGH 122-252
0.618 122-226
0.500 122-218
0.382 122-211
LOW 122-185
0.618 122-144
1.000 122-118
1.618 122-077
2.618 122-010
4.250 121-220
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 122-221 122-208
PP 122-220 122-194
S1 122-218 122-180

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

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