ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	121-310	122-257	0-267	0.7%	122-100
High	122-270	123-060	0-110	0.3%	122-187
Low	121-305	122-217	0-232	0.6%	121-185
Close	122-195	123-015	0-140	0.4%	122-020
Range	0-285	0-163	-0-122	-42.8%	1-002
ATR	0-158	0-160	0-002	1.2%	0-000
Volume	607,173	773,519	166,346	27.4%	3,100,197

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-160	124-090	123-105
R3	123-317	123-247	123-060
R2	123-154	123-154	123-045
R1	123-084	123-084	123-030	123-119
PP	122-311	122-311	122-311	123-008
S1	122-241	122-241	123-000	122-276
S2	122-148	122-148	122-305
S3	121-305	122-078	122-290
S4	121-142	121-235	122-245

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-030	124-187	122-197
R3	124-028	123-185	122-109
R2	123-026	123-026	122-079
R1	122-183	122-183	122-050	122-104
PP	122-024	122-024	122-024	121-304
S1	121-181	121-181	121-310	121-102
S2	121-022	121-022	121-281
S3	120-020	120-179	121-251
S4	119-018	119-177	121-163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-060	121-185	1-195	1.3%	0-194	0.5%	91%	True	False	694,866
10	123-060	121-185	1-195	1.3%	0-167	0.4%	91%	True	False	609,805
20	123-060	121-102	1-278	1.5%	0-154	0.4%	92%	True	False	537,270
40	123-120	121-102	2-018	1.7%	0-143	0.4%	84%	False	False	526,691
60	123-120	121-030	2-090	1.9%	0-150	0.4%	86%	False	False	422,078
80	123-120	119-020	4-100	3.5%	0-122	0.3%	92%	False	False	316,660
100	123-120	117-270	5-170	4.5%	0-097	0.2%	94%	False	False	253,328

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-113
2.618	124-167
1.618	124-004
1.000	123-223
0.618	123-161
HIGH	123-060
0.618	122-318
0.500	122-298
0.382	122-279
LOW	122-217
0.618	122-116
1.000	122-054
1.618	121-273
2.618	121-110
4.250	120-164

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	123-003	122-267
PP	122-311	122-199
S1	122-298	122-131

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols