ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
122-072 |
122-050 |
-0-022 |
-0.1% |
121-277 |
| High |
122-145 |
122-095 |
-0-050 |
-0.1% |
122-145 |
| Low |
122-010 |
121-300 |
-0-030 |
-0.1% |
121-207 |
| Close |
122-062 |
122-072 |
0-010 |
0.0% |
122-072 |
| Range |
0-135 |
0-115 |
-0-020 |
-14.8% |
0-258 |
| ATR |
0-138 |
0-137 |
-0-002 |
-1.2% |
0-000 |
| Volume |
680,394 |
461,649 |
-218,745 |
-32.1% |
2,578,080 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-074 |
123-028 |
122-135 |
|
| R3 |
122-279 |
122-233 |
122-104 |
|
| R2 |
122-164 |
122-164 |
122-093 |
|
| R1 |
122-118 |
122-118 |
122-083 |
122-141 |
| PP |
122-049 |
122-049 |
122-049 |
122-060 |
| S1 |
122-003 |
122-003 |
122-061 |
122-026 |
| S2 |
121-254 |
121-254 |
122-051 |
|
| S3 |
121-139 |
121-208 |
122-040 |
|
| S4 |
121-024 |
121-093 |
122-009 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-169 |
124-058 |
122-214 |
|
| R3 |
123-231 |
123-120 |
122-143 |
|
| R2 |
122-293 |
122-293 |
122-119 |
|
| R1 |
122-182 |
122-182 |
122-096 |
122-238 |
| PP |
122-035 |
122-035 |
122-035 |
122-062 |
| S1 |
121-244 |
121-244 |
122-048 |
121-300 |
| S2 |
121-097 |
121-097 |
122-025 |
|
| S3 |
120-159 |
120-306 |
122-001 |
|
| S4 |
119-221 |
120-048 |
121-250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-145 |
121-207 |
0-258 |
0.7% |
0-127 |
0.3% |
72% |
False |
False |
515,616 |
| 10 |
122-145 |
121-102 |
1-043 |
0.9% |
0-137 |
0.4% |
80% |
False |
False |
468,821 |
| 20 |
123-022 |
121-102 |
1-240 |
1.4% |
0-133 |
0.3% |
52% |
False |
False |
497,666 |
| 40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-138 |
0.4% |
44% |
False |
False |
506,671 |
| 60 |
123-120 |
120-080 |
3-040 |
2.6% |
0-140 |
0.4% |
63% |
False |
False |
347,526 |
| 80 |
123-120 |
117-270 |
5-170 |
4.5% |
0-105 |
0.3% |
79% |
False |
False |
260,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-264 |
|
2.618 |
123-076 |
|
1.618 |
122-281 |
|
1.000 |
122-210 |
|
0.618 |
122-166 |
|
HIGH |
122-095 |
|
0.618 |
122-051 |
|
0.500 |
122-038 |
|
0.382 |
122-024 |
|
LOW |
121-300 |
|
0.618 |
121-229 |
|
1.000 |
121-185 |
|
1.618 |
121-114 |
|
2.618 |
120-319 |
|
4.250 |
120-131 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-060 |
122-069 |
| PP |
122-049 |
122-066 |
| S1 |
122-038 |
122-062 |
|