ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
121-240 |
121-180 |
-0-060 |
-0.2% |
121-190 |
| High |
121-240 |
121-190 |
-0-050 |
-0.1% |
121-240 |
| Low |
121-240 |
121-180 |
-0-060 |
-0.2% |
121-190 |
| Close |
121-240 |
121-190 |
-0-050 |
-0.1% |
121-240 |
| Range |
0-000 |
0-010 |
0-010 |
|
0-050 |
| ATR |
|
|
|
|
|
| Volume |
52 |
196 |
144 |
276.9% |
142 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-217 |
121-213 |
121-196 |
|
| R3 |
121-207 |
121-203 |
121-193 |
|
| R2 |
121-197 |
121-197 |
121-192 |
|
| R1 |
121-193 |
121-193 |
121-191 |
121-195 |
| PP |
121-187 |
121-187 |
121-187 |
121-188 |
| S1 |
121-183 |
121-183 |
121-189 |
121-185 |
| S2 |
121-177 |
121-177 |
121-188 |
|
| S3 |
121-167 |
121-173 |
121-187 |
|
| S4 |
121-157 |
121-163 |
121-184 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-053 |
122-037 |
121-268 |
|
| R3 |
122-003 |
121-307 |
121-254 |
|
| R2 |
121-273 |
121-273 |
121-249 |
|
| R1 |
121-257 |
121-257 |
121-245 |
121-265 |
| PP |
121-223 |
121-223 |
121-223 |
121-228 |
| S1 |
121-207 |
121-207 |
121-235 |
121-215 |
| S2 |
121-173 |
121-173 |
121-231 |
|
| S3 |
121-123 |
121-157 |
121-226 |
|
| S4 |
121-073 |
121-107 |
121-212 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-232 |
|
2.618 |
121-216 |
|
1.618 |
121-206 |
|
1.000 |
121-200 |
|
0.618 |
121-196 |
|
HIGH |
121-190 |
|
0.618 |
121-186 |
|
0.500 |
121-185 |
|
0.382 |
121-184 |
|
LOW |
121-180 |
|
0.618 |
121-174 |
|
1.000 |
121-170 |
|
1.618 |
121-164 |
|
2.618 |
121-154 |
|
4.250 |
121-138 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-188 |
121-210 |
| PP |
121-187 |
121-203 |
| S1 |
121-185 |
121-197 |
|