ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
123-015 |
122-305 |
-0-030 |
-0.1% |
121-310 |
| High |
123-072 |
123-102 |
0-030 |
0.1% |
123-102 |
| Low |
122-295 |
122-297 |
0-002 |
0.0% |
121-305 |
| Close |
122-315 |
123-072 |
0-077 |
0.2% |
123-040 |
| Range |
0-097 |
0-125 |
0-028 |
28.9% |
1-117 |
| ATR |
0-145 |
0-144 |
-0-001 |
-1.0% |
0-000 |
| Volume |
406,590 |
568,746 |
162,156 |
39.9% |
3,105,686 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-105 |
124-054 |
123-141 |
|
| R3 |
123-300 |
123-249 |
123-106 |
|
| R2 |
123-175 |
123-175 |
123-095 |
|
| R1 |
123-124 |
123-124 |
123-083 |
123-150 |
| PP |
123-050 |
123-050 |
123-050 |
123-063 |
| S1 |
122-319 |
122-319 |
123-061 |
123-024 |
| S2 |
122-245 |
122-245 |
123-049 |
|
| S3 |
122-120 |
122-194 |
123-038 |
|
| S4 |
121-315 |
122-069 |
123-003 |
|
|
| 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 |
122-260 |
0-167 |
0.4% |
0-117 |
0.3% |
79% |
False |
False |
502,714 |
| 10 |
123-107 |
121-185 |
1-242 |
1.4% |
0-153 |
0.4% |
94% |
False |
False |
580,871 |
| 20 |
123-107 |
121-185 |
1-242 |
1.4% |
0-145 |
0.4% |
94% |
False |
False |
558,435 |
| 40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-142 |
0.4% |
93% |
False |
False |
529,873 |
| 60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-142 |
0.4% |
93% |
False |
False |
473,438 |
| 80 |
123-120 |
119-020 |
4-100 |
3.5% |
0-130 |
0.3% |
97% |
False |
False |
355,425 |
| 100 |
123-120 |
117-270 |
5-170 |
4.5% |
0-104 |
0.3% |
97% |
False |
False |
284,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-313 |
|
2.618 |
124-109 |
|
1.618 |
123-304 |
|
1.000 |
123-227 |
|
0.618 |
123-179 |
|
HIGH |
123-102 |
|
0.618 |
123-054 |
|
0.500 |
123-040 |
|
0.382 |
123-025 |
|
LOW |
122-297 |
|
0.618 |
122-220 |
|
1.000 |
122-172 |
|
1.618 |
122-095 |
|
2.618 |
121-290 |
|
4.250 |
121-086 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-061 |
123-062 |
| PP |
123-050 |
123-051 |
| S1 |
123-040 |
123-041 |
|