ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
122-212 |
122-160 |
-0-052 |
-0.1% |
122-250 |
| High |
122-245 |
122-192 |
-0-053 |
-0.1% |
123-120 |
| Low |
122-115 |
122-067 |
-0-048 |
-0.1% |
122-172 |
| Close |
122-120 |
122-145 |
0-025 |
0.1% |
122-300 |
| Range |
0-130 |
0-125 |
-0-005 |
-3.8% |
0-268 |
| ATR |
0-143 |
0-142 |
-0-001 |
-0.9% |
0-000 |
| Volume |
466,986 |
573,714 |
106,728 |
22.9% |
2,639,615 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-190 |
123-132 |
122-214 |
|
| R3 |
123-065 |
123-007 |
122-179 |
|
| R2 |
122-260 |
122-260 |
122-168 |
|
| R1 |
122-202 |
122-202 |
122-156 |
122-168 |
| PP |
122-135 |
122-135 |
122-135 |
122-118 |
| S1 |
122-077 |
122-077 |
122-134 |
122-044 |
| S2 |
122-010 |
122-010 |
122-122 |
|
| S3 |
121-205 |
121-272 |
122-111 |
|
| S4 |
121-080 |
121-147 |
122-076 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-148 |
125-012 |
123-127 |
|
| R3 |
124-200 |
124-064 |
123-054 |
|
| R2 |
123-252 |
123-252 |
123-029 |
|
| R1 |
123-116 |
123-116 |
123-005 |
123-184 |
| PP |
122-304 |
122-304 |
122-304 |
123-018 |
| S1 |
122-168 |
122-168 |
122-275 |
122-236 |
| S2 |
122-036 |
122-036 |
122-251 |
|
| S3 |
121-088 |
121-220 |
122-226 |
|
| S4 |
120-140 |
120-272 |
122-153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-120 |
122-067 |
1-053 |
1.0% |
0-136 |
0.3% |
21% |
False |
True |
554,883 |
| 10 |
123-120 |
122-067 |
1-053 |
1.0% |
0-142 |
0.4% |
21% |
False |
True |
521,328 |
| 20 |
123-120 |
122-067 |
1-053 |
1.0% |
0-139 |
0.4% |
21% |
False |
True |
522,166 |
| 40 |
123-120 |
120-170 |
2-270 |
2.3% |
0-150 |
0.4% |
68% |
False |
False |
311,285 |
| 60 |
123-120 |
118-040 |
5-080 |
4.3% |
0-103 |
0.3% |
82% |
False |
False |
207,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-083 |
|
2.618 |
123-199 |
|
1.618 |
123-074 |
|
1.000 |
122-317 |
|
0.618 |
122-269 |
|
HIGH |
122-192 |
|
0.618 |
122-144 |
|
0.500 |
122-130 |
|
0.382 |
122-115 |
|
LOW |
122-067 |
|
0.618 |
121-310 |
|
1.000 |
121-262 |
|
1.618 |
121-185 |
|
2.618 |
121-060 |
|
4.250 |
120-176 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-140 |
122-190 |
| PP |
122-135 |
122-175 |
| S1 |
122-130 |
122-160 |
|