ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 121-170 121-250 0-080 0.2% 121-190
High 121-170 121-250 0-080 0.2% 121-240
Low 121-170 121-250 0-080 0.2% 121-190
Close 122-010 121-230 -0-100 -0.3% 121-240
Range
ATR 0-000 0-052 0-052 0-000
Volume 953 1,355 402 42.2% 142
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 121-243 121-237 121-230
R3 121-243 121-237 121-230
R2 121-243 121-243 121-230
R1 121-237 121-237 121-230 121-240
PP 121-243 121-243 121-243 121-245
S1 121-237 121-237 121-230 121-240
S2 121-243 121-243 121-230
S3 121-243 121-237 121-230
S4 121-243 121-237 121-230
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
5 121-250 121-170 0-080 0.2% 0-002 0.0% 75% True False 528
10 121-250 121-110 0-140 0.4% 0-001 0.0% 86% True False 264
Crabel Price Patterns
NR False
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 False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 121-250
2.618 121-250
1.618 121-250
1.000 121-250
0.618 121-250
HIGH 121-250
0.618 121-250
0.500 121-250
0.382 121-250
LOW 121-250
0.618 121-250
1.000 121-250
1.618 121-250
2.618 121-250
4.250 121-250
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 121-250 121-223
PP 121-243 121-217
S1 121-237 121-210

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

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