ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
122-257 |
123-020 |
0-083 |
0.2% |
122-100 |
| High |
123-060 |
123-055 |
-0-005 |
0.0% |
122-187 |
| Low |
122-217 |
122-270 |
0-053 |
0.1% |
121-185 |
| Close |
123-015 |
123-032 |
0-017 |
0.0% |
122-020 |
| Range |
0-163 |
0-105 |
-0-058 |
-35.6% |
1-002 |
| ATR |
0-160 |
0-156 |
-0-004 |
-2.4% |
0-000 |
| Volume |
773,519 |
587,624 |
-185,895 |
-24.0% |
3,100,197 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-007 |
123-285 |
123-090 |
|
| R3 |
123-222 |
123-180 |
123-061 |
|
| R2 |
123-117 |
123-117 |
123-051 |
|
| R1 |
123-075 |
123-075 |
123-042 |
123-096 |
| PP |
123-012 |
123-012 |
123-012 |
123-023 |
| S1 |
122-290 |
122-290 |
123-022 |
122-311 |
| S2 |
122-227 |
122-227 |
123-013 |
|
| S3 |
122-122 |
122-185 |
123-003 |
|
| S4 |
122-017 |
122-080 |
122-294 |
|
|
| 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% |
0-189 |
0.5% |
95% |
False |
False |
659,028 |
| 10 |
123-060 |
121-185 |
1-195 |
1.3% |
0-166 |
0.4% |
95% |
False |
False |
621,055 |
| 20 |
123-060 |
121-102 |
1-278 |
1.5% |
0-154 |
0.4% |
95% |
False |
False |
542,119 |
| 40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-144 |
0.4% |
87% |
False |
False |
530,888 |
| 60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-143 |
0.4% |
87% |
False |
False |
431,845 |
| 80 |
123-120 |
119-020 |
4-100 |
3.5% |
0-123 |
0.3% |
94% |
False |
False |
324,005 |
| 100 |
123-120 |
117-270 |
5-170 |
4.5% |
0-098 |
0.2% |
95% |
False |
False |
259,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-181 |
|
2.618 |
124-010 |
|
1.618 |
123-225 |
|
1.000 |
123-160 |
|
0.618 |
123-120 |
|
HIGH |
123-055 |
|
0.618 |
123-015 |
|
0.500 |
123-002 |
|
0.382 |
122-310 |
|
LOW |
122-270 |
|
0.618 |
122-205 |
|
1.000 |
122-165 |
|
1.618 |
122-100 |
|
2.618 |
121-315 |
|
4.250 |
121-144 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-022 |
122-296 |
| PP |
123-012 |
122-239 |
| S1 |
123-002 |
122-182 |
|