ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
121-307 |
121-147 |
-0-160 |
-0.4% |
122-160 |
| High |
121-315 |
121-260 |
-0-055 |
-0.1% |
123-022 |
| Low |
121-120 |
121-145 |
0-025 |
0.1% |
121-275 |
| Close |
121-137 |
121-210 |
0-073 |
0.2% |
121-305 |
| Range |
0-195 |
0-115 |
-0-080 |
-41.0% |
1-067 |
| ATR |
0-143 |
0-141 |
-0-001 |
-1.0% |
0-000 |
| Volume |
109,435 |
425,776 |
316,341 |
289.1% |
2,684,018 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-230 |
122-175 |
121-273 |
|
| R3 |
122-115 |
122-060 |
121-242 |
|
| R2 |
122-000 |
122-000 |
121-231 |
|
| R1 |
121-265 |
121-265 |
121-221 |
121-292 |
| PP |
121-205 |
121-205 |
121-205 |
121-219 |
| S1 |
121-150 |
121-150 |
121-199 |
121-178 |
| S2 |
121-090 |
121-090 |
121-189 |
|
| S3 |
120-295 |
121-035 |
121-178 |
|
| S4 |
120-180 |
120-240 |
121-147 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-295 |
125-047 |
122-198 |
|
| R3 |
124-228 |
123-300 |
122-091 |
|
| R2 |
123-161 |
123-161 |
122-056 |
|
| R1 |
122-233 |
122-233 |
122-020 |
122-164 |
| PP |
122-094 |
122-094 |
122-094 |
122-059 |
| S1 |
121-166 |
121-166 |
121-270 |
121-096 |
| S2 |
121-027 |
121-027 |
121-234 |
|
| S3 |
119-280 |
120-099 |
121-199 |
|
| S4 |
118-213 |
119-032 |
121-092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-260 |
121-120 |
1-140 |
1.2% |
0-142 |
0.4% |
20% |
False |
False |
422,304 |
| 10 |
123-022 |
121-120 |
1-222 |
1.4% |
0-135 |
0.3% |
17% |
False |
False |
482,025 |
| 20 |
123-120 |
121-120 |
2-000 |
1.6% |
0-138 |
0.4% |
14% |
False |
False |
502,111 |
| 40 |
123-120 |
121-120 |
2-000 |
1.6% |
0-139 |
0.4% |
14% |
False |
False |
416,859 |
| 60 |
123-120 |
119-020 |
4-100 |
3.5% |
0-123 |
0.3% |
60% |
False |
False |
278,315 |
| 80 |
123-120 |
117-270 |
5-170 |
4.5% |
0-092 |
0.2% |
69% |
False |
False |
208,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-109 |
|
2.618 |
122-241 |
|
1.618 |
122-126 |
|
1.000 |
122-055 |
|
0.618 |
122-011 |
|
HIGH |
121-260 |
|
0.618 |
121-216 |
|
0.500 |
121-202 |
|
0.382 |
121-189 |
|
LOW |
121-145 |
|
0.618 |
121-074 |
|
1.000 |
121-030 |
|
1.618 |
120-279 |
|
2.618 |
120-164 |
|
4.250 |
119-296 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-208 |
121-282 |
| PP |
121-205 |
121-258 |
| S1 |
121-202 |
121-234 |
|