ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
123-047 |
122-307 |
-0-060 |
-0.2% |
121-310 |
| High |
123-102 |
123-070 |
-0-032 |
-0.1% |
123-102 |
| Low |
122-285 |
122-260 |
-0-025 |
-0.1% |
121-305 |
| Close |
122-317 |
123-040 |
0-043 |
0.1% |
123-040 |
| Range |
0-137 |
0-130 |
-0-007 |
-5.1% |
1-117 |
| ATR |
0-155 |
0-153 |
-0-002 |
-1.1% |
0-000 |
| Volume |
600,016 |
537,354 |
-62,662 |
-10.4% |
3,105,686 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-087 |
124-033 |
123-112 |
|
| R3 |
123-277 |
123-223 |
123-076 |
|
| R2 |
123-147 |
123-147 |
123-064 |
|
| R1 |
123-093 |
123-093 |
123-052 |
123-120 |
| PP |
123-017 |
123-017 |
123-017 |
123-030 |
| S1 |
122-283 |
122-283 |
123-028 |
122-310 |
| S2 |
122-207 |
122-207 |
123-016 |
|
| S3 |
122-077 |
122-153 |
123-004 |
|
| S4 |
121-267 |
122-023 |
122-288 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-287 |
126-120 |
123-280 |
|
| R3 |
125-170 |
125-003 |
123-160 |
|
| R2 |
124-053 |
124-053 |
123-120 |
|
| R1 |
123-206 |
123-206 |
123-080 |
123-290 |
| PP |
122-256 |
122-256 |
122-256 |
122-297 |
| S1 |
122-089 |
122-089 |
123-000 |
122-172 |
| S2 |
121-139 |
121-139 |
122-280 |
|
| S3 |
120-022 |
120-292 |
122-240 |
|
| S4 |
118-225 |
119-175 |
122-120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-102 |
121-305 |
1-117 |
1.1% |
0-164 |
0.4% |
86% |
False |
False |
621,137 |
| 10 |
123-102 |
121-185 |
1-237 |
1.4% |
0-168 |
0.4% |
89% |
False |
False |
620,588 |
| 20 |
123-102 |
121-102 |
2-000 |
1.6% |
0-152 |
0.4% |
90% |
False |
False |
544,705 |
| 40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-145 |
0.4% |
88% |
False |
False |
533,243 |
| 60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-141 |
0.4% |
88% |
False |
False |
450,764 |
| 80 |
123-120 |
119-020 |
4-100 |
3.5% |
0-126 |
0.3% |
94% |
False |
False |
338,222 |
| 100 |
123-120 |
117-270 |
5-170 |
4.5% |
0-101 |
0.3% |
95% |
False |
False |
270,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-302 |
|
2.618 |
124-090 |
|
1.618 |
123-280 |
|
1.000 |
123-200 |
|
0.618 |
123-150 |
|
HIGH |
123-070 |
|
0.618 |
123-020 |
|
0.500 |
123-005 |
|
0.382 |
122-310 |
|
LOW |
122-260 |
|
0.618 |
122-180 |
|
1.000 |
122-130 |
|
1.618 |
122-050 |
|
2.618 |
121-240 |
|
4.250 |
121-028 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-028 |
123-034 |
| PP |
123-017 |
123-027 |
| S1 |
123-005 |
123-021 |
|