ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 121-250 121-170 -0-080 -0.2% 121-190
High 121-250 121-170 -0-080 -0.2% 121-240
Low 121-250 121-030 -0-220 -0.6% 121-190
Close 121-230 121-060 -0-170 -0.4% 121-240
Range 0-000 0-140 0-140 0-050
ATR 0-052 0-063 0-011 20.3% 0-000
Volume 1,355 3,167 1,812 133.7% 142
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 122-187 122-103 121-137
R3 122-047 121-283 121-098
R2 121-227 121-227 121-086
R1 121-143 121-143 121-073 121-115
PP 121-087 121-087 121-087 121-072
S1 121-003 121-003 121-047 120-295
S2 120-267 120-267 121-034
S3 120-127 120-183 121-022
S4 119-307 120-043 120-303
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
5 121-250 121-030 0-220 0.6% 0-030 0.1% 14% False True 1,144
10 121-250 121-030 0-220 0.6% 0-015 0.0% 14% False True 581
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 123-125
2.618 122-217
1.618 122-077
1.000 121-310
0.618 121-257
HIGH 121-170
0.618 121-117
0.500 121-100
0.382 121-083
LOW 121-030
0.618 120-263
1.000 120-210
1.618 120-123
2.618 119-303
4.250 119-075
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 121-100 121-140
PP 121-087 121-113
S1 121-073 121-087

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

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