ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
122-307 |
123-042 |
0-055 |
0.1% |
121-310 |
| High |
123-070 |
123-107 |
0-037 |
0.1% |
123-102 |
| Low |
122-260 |
123-010 |
0-070 |
0.2% |
121-305 |
| Close |
123-040 |
123-057 |
0-017 |
0.0% |
123-040 |
| Range |
0-130 |
0-097 |
-0-033 |
-25.4% |
1-117 |
| ATR |
0-153 |
0-149 |
-0-004 |
-2.6% |
0-000 |
| Volume |
537,354 |
400,867 |
-136,487 |
-25.4% |
3,105,686 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-029 |
123-300 |
123-110 |
|
| R3 |
123-252 |
123-203 |
123-084 |
|
| R2 |
123-155 |
123-155 |
123-075 |
|
| R1 |
123-106 |
123-106 |
123-066 |
123-130 |
| PP |
123-058 |
123-058 |
123-058 |
123-070 |
| S1 |
123-009 |
123-009 |
123-048 |
123-034 |
| S2 |
122-281 |
122-281 |
123-039 |
|
| S3 |
122-184 |
122-232 |
123-030 |
|
| S4 |
122-087 |
122-135 |
123-004 |
|
|
| 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 |
123-107 |
122-217 |
0-210 |
0.5% |
0-126 |
0.3% |
76% |
True |
False |
579,876 |
| 10 |
123-107 |
121-185 |
1-242 |
1.4% |
0-166 |
0.4% |
91% |
True |
False |
622,778 |
| 20 |
123-107 |
121-102 |
2-005 |
1.6% |
0-148 |
0.4% |
92% |
True |
False |
559,276 |
| 40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-143 |
0.4% |
90% |
False |
False |
532,532 |
| 60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-141 |
0.4% |
90% |
False |
False |
457,271 |
| 80 |
123-120 |
119-020 |
4-100 |
3.5% |
0-128 |
0.3% |
95% |
False |
False |
343,233 |
| 100 |
123-120 |
117-270 |
5-170 |
4.5% |
0-102 |
0.3% |
96% |
False |
False |
274,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-199 |
|
2.618 |
124-041 |
|
1.618 |
123-264 |
|
1.000 |
123-204 |
|
0.618 |
123-167 |
|
HIGH |
123-107 |
|
0.618 |
123-070 |
|
0.500 |
123-058 |
|
0.382 |
123-047 |
|
LOW |
123-010 |
|
0.618 |
122-270 |
|
1.000 |
122-233 |
|
1.618 |
122-173 |
|
2.618 |
122-076 |
|
4.250 |
121-238 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-058 |
123-046 |
| PP |
123-058 |
123-035 |
| S1 |
123-058 |
123-024 |
|