ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 122-117 122-160 0-043 0.1% 122-262
High 122-222 123-015 0-113 0.3% 122-312
Low 122-112 122-157 0-045 0.1% 122-067
Close 122-155 122-297 0-142 0.4% 122-155
Range 0-110 0-178 0-068 61.8% 0-245
ATR 0-137 0-140 0-003 2.3% 0-000
Volume 506,529 544,610 38,081 7.5% 2,581,087
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 124-157 124-085 123-075
R3 123-299 123-227 123-026
R2 123-121 123-121 123-010
R1 123-049 123-049 122-313 123-085
PP 122-263 122-263 122-263 122-281
S1 122-191 122-191 122-281 122-227
S2 122-085 122-085 122-264
S3 121-227 122-013 122-248
S4 121-049 121-155 122-199
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-273 124-139 122-290
R3 124-028 123-214 122-222
R2 123-103 123-103 122-200
R1 122-289 122-289 122-177 122-234
PP 122-178 122-178 122-178 122-150
S1 122-044 122-044 122-133 121-308
S2 121-253 121-253 122-110
S3 121-008 121-119 122-088
S4 120-083 120-194 122-020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-015 122-067 0-268 0.7% 0-129 0.3% 86% True False 522,524
10 123-120 122-067 1-053 0.9% 0-140 0.4% 62% False False 528,702
20 123-120 122-067 1-053 0.9% 0-133 0.3% 62% False False 514,252
40 123-120 120-260 2-180 2.1% 0-152 0.4% 83% False False 350,417
60 123-120 119-020 4-100 3.5% 0-109 0.3% 90% False False 233,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-132
2.618 124-161
1.618 123-303
1.000 123-193
0.618 123-125
HIGH 123-015
0.618 122-267
0.500 122-246
0.382 122-225
LOW 122-157
0.618 122-047
1.000 121-299
1.618 121-189
2.618 121-011
4.250 120-040
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 122-280 122-270
PP 122-263 122-242
S1 122-246 122-215

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

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