ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
122-305 |
123-057 |
0-072 |
0.2% |
121-310 |
| High |
123-102 |
123-070 |
-0-032 |
-0.1% |
123-102 |
| Low |
122-297 |
122-270 |
-0-027 |
-0.1% |
121-305 |
| Close |
123-072 |
123-015 |
-0-057 |
-0.1% |
123-040 |
| Range |
0-125 |
0-120 |
-0-005 |
-4.0% |
1-117 |
| ATR |
0-144 |
0-142 |
-0-002 |
-1.1% |
0-000 |
| Volume |
568,746 |
531,620 |
-37,126 |
-6.5% |
3,105,686 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-052 |
123-313 |
123-081 |
|
| R3 |
123-252 |
123-193 |
123-048 |
|
| R2 |
123-132 |
123-132 |
123-037 |
|
| R1 |
123-073 |
123-073 |
123-026 |
123-042 |
| PP |
123-012 |
123-012 |
123-012 |
122-316 |
| S1 |
122-273 |
122-273 |
123-004 |
122-242 |
| S2 |
122-212 |
122-212 |
122-313 |
|
| S3 |
122-092 |
122-153 |
122-302 |
|
| S4 |
121-292 |
122-033 |
122-269 |
|
|
| 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% |
0-114 |
0.3% |
45% |
False |
False |
489,035 |
| 10 |
123-107 |
121-202 |
1-225 |
1.4% |
0-142 |
0.4% |
83% |
False |
False |
555,412 |
| 20 |
123-107 |
121-185 |
1-242 |
1.4% |
0-143 |
0.4% |
84% |
False |
False |
557,358 |
| 40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-141 |
0.4% |
84% |
False |
False |
527,498 |
| 60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-142 |
0.4% |
84% |
False |
False |
482,203 |
| 80 |
123-120 |
119-020 |
4-100 |
3.5% |
0-132 |
0.3% |
92% |
False |
False |
362,070 |
| 100 |
123-120 |
117-270 |
5-170 |
4.5% |
0-106 |
0.3% |
94% |
False |
False |
289,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-260 |
|
2.618 |
124-064 |
|
1.618 |
123-264 |
|
1.000 |
123-190 |
|
0.618 |
123-144 |
|
HIGH |
123-070 |
|
0.618 |
123-024 |
|
0.500 |
123-010 |
|
0.382 |
122-316 |
|
LOW |
122-270 |
|
0.618 |
122-196 |
|
1.000 |
122-150 |
|
1.618 |
122-076 |
|
2.618 |
121-276 |
|
4.250 |
121-080 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-013 |
123-026 |
| PP |
123-012 |
123-022 |
| S1 |
123-010 |
123-019 |
|