ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 121-147 121-212 0-065 0.2% 122-160
High 121-260 121-255 -0-005 0.0% 123-022
Low 121-145 121-102 -0-043 -0.1% 121-275
Close 121-210 121-180 -0-030 -0.1% 121-305
Range 0-115 0-153 0-038 33.0% 1-067
ATR 0-141 0-142 0-001 0.6% 0-000
Volume 425,776 566,376 140,600 33.0% 2,684,018
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 122-318 122-242 121-264
R3 122-165 122-089 121-222
R2 122-012 122-012 121-208
R1 121-256 121-256 121-194 121-218
PP 121-179 121-179 121-179 121-160
S1 121-103 121-103 121-166 121-064
S2 121-026 121-026 121-152
S3 120-193 120-270 121-138
S4 120-040 120-117 121-096
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
5 122-207 121-102 1-105 1.1% 0-151 0.4% 18% False True 437,447
10 123-022 121-102 1-240 1.4% 0-138 0.4% 14% False True 481,291
20 123-120 121-102 2-018 1.7% 0-140 0.4% 12% False True 501,310
40 123-120 121-102 2-018 1.7% 0-140 0.4% 12% False True 430,939
60 123-120 119-020 4-100 3.5% 0-125 0.3% 58% False False 287,754
80 123-120 117-270 5-170 4.6% 0-094 0.2% 67% False False 215,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-265
2.618 123-016
1.618 122-183
1.000 122-088
0.618 122-030
HIGH 121-255
0.618 121-197
0.500 121-178
0.382 121-160
LOW 121-102
0.618 121-007
1.000 120-269
1.618 120-174
2.618 120-021
4.250 119-092
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 121-180 121-208
PP 121-179 121-199
S1 121-178 121-190

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

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