ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
122-100 |
122-015 |
-0-085 |
-0.2% |
121-277 |
| High |
122-120 |
122-187 |
0-067 |
0.2% |
122-145 |
| Low |
121-317 |
121-292 |
-0-025 |
-0.1% |
121-207 |
| Close |
122-025 |
122-162 |
0-137 |
0.4% |
122-072 |
| Range |
0-123 |
0-215 |
0-092 |
74.8% |
0-258 |
| ATR |
0-136 |
0-141 |
0-006 |
4.2% |
0-000 |
| Volume |
378,969 |
627,588 |
248,619 |
65.6% |
2,578,080 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-112 |
124-032 |
122-280 |
|
| R3 |
123-217 |
123-137 |
122-221 |
|
| R2 |
123-002 |
123-002 |
122-201 |
|
| R1 |
122-242 |
122-242 |
122-182 |
122-282 |
| PP |
122-107 |
122-107 |
122-107 |
122-127 |
| S1 |
122-027 |
122-027 |
122-142 |
122-067 |
| S2 |
121-212 |
121-212 |
122-123 |
|
| S3 |
120-317 |
121-132 |
122-103 |
|
| S4 |
120-102 |
120-237 |
122-044 |
|
|
| 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 |
122-187 |
121-292 |
0-215 |
0.5% |
0-140 |
0.4% |
88% |
True |
True |
524,744 |
| 10 |
122-187 |
121-102 |
1-085 |
1.0% |
0-140 |
0.4% |
94% |
True |
False |
515,956 |
| 20 |
123-022 |
121-102 |
1-240 |
1.4% |
0-137 |
0.4% |
68% |
False |
False |
498,990 |
| 40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-138 |
0.4% |
58% |
False |
False |
509,030 |
| 60 |
123-120 |
120-160 |
2-280 |
2.3% |
0-146 |
0.4% |
70% |
False |
False |
364,297 |
| 80 |
123-120 |
118-040 |
5-080 |
4.3% |
0-110 |
0.3% |
83% |
False |
False |
273,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-141 |
|
2.618 |
124-110 |
|
1.618 |
123-215 |
|
1.000 |
123-082 |
|
0.618 |
123-000 |
|
HIGH |
122-187 |
|
0.618 |
122-105 |
|
0.500 |
122-080 |
|
0.382 |
122-054 |
|
LOW |
121-292 |
|
0.618 |
121-159 |
|
1.000 |
121-077 |
|
1.618 |
120-264 |
|
2.618 |
120-049 |
|
4.250 |
119-018 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-134 |
122-134 |
| PP |
122-107 |
122-107 |
| S1 |
122-080 |
122-080 |
|