ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 121-180 121-170 -0-010 0.0% 121-190
High 121-190 121-170 -0-020 -0.1% 121-240
Low 121-180 121-170 -0-010 0.0% 121-190
Close 121-190 122-010 0-140 0.4% 121-240
Range 0-010 0-000 -0-010 -100.0% 0-050
ATR
Volume 196 953 757 386.2% 142
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 121-223 121-277 122-010
R3 121-223 121-277 122-010
R2 121-223 121-223 122-010
R1 121-277 121-277 122-010 121-250
PP 121-223 121-223 121-223 121-210
S1 121-277 121-277 122-010 121-250
S2 121-223 121-223 122-010
S3 121-223 121-277 122-010
S4 121-223 121-277 122-010
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-240 121-170 0-070 0.2% 0-002 0.0% 229% False True 257
10 121-240 121-110 0-130 0.3% 0-001 0.0% 169% False False 130
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-170
2.618 121-170
1.618 121-170
1.000 121-170
0.618 121-170
HIGH 121-170
0.618 121-170
0.500 121-170
0.382 121-170
LOW 121-170
0.618 121-170
1.000 121-170
1.618 121-170
2.618 121-170
4.250 121-170
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 121-277 121-288
PP 121-223 121-247
S1 121-170 121-205

These figures are updated between 7pm and 10pm EST after a trading day.

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