ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
121-300 |
122-230 |
0-250 |
0.6% |
121-180 |
| High |
122-000 |
122-230 |
0-230 |
0.6% |
121-250 |
| Low |
121-290 |
122-160 |
0-190 |
0.5% |
121-030 |
| Close |
122-040 |
122-190 |
0-150 |
0.4% |
121-190 |
| Range |
0-030 |
0-070 |
0-040 |
133.3% |
0-220 |
| ATR |
0-070 |
0-079 |
0-009 |
12.2% |
0-000 |
| Volume |
1,151 |
2,462 |
1,311 |
113.9% |
9,470 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-083 |
123-047 |
122-228 |
|
| R3 |
123-013 |
122-297 |
122-209 |
|
| R2 |
122-263 |
122-263 |
122-203 |
|
| R1 |
122-227 |
122-227 |
122-196 |
122-210 |
| PP |
122-193 |
122-193 |
122-193 |
122-185 |
| S1 |
122-157 |
122-157 |
122-184 |
122-140 |
| S2 |
122-123 |
122-123 |
122-177 |
|
| S3 |
122-053 |
122-087 |
122-171 |
|
| S4 |
121-303 |
122-017 |
122-152 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-177 |
123-083 |
121-311 |
|
| R3 |
122-277 |
122-183 |
121-250 |
|
| R2 |
122-057 |
122-057 |
121-230 |
|
| R1 |
121-283 |
121-283 |
121-210 |
122-010 |
| PP |
121-157 |
121-157 |
121-157 |
121-180 |
| S1 |
121-063 |
121-063 |
121-170 |
121-110 |
| S2 |
120-257 |
120-257 |
121-150 |
|
| S3 |
120-037 |
120-163 |
121-130 |
|
| S4 |
119-137 |
119-263 |
121-069 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-208 |
|
2.618 |
123-093 |
|
1.618 |
123-023 |
|
1.000 |
122-300 |
|
0.618 |
122-273 |
|
HIGH |
122-230 |
|
0.618 |
122-203 |
|
0.500 |
122-195 |
|
0.382 |
122-187 |
|
LOW |
122-160 |
|
0.618 |
122-117 |
|
1.000 |
122-090 |
|
1.618 |
122-047 |
|
2.618 |
121-297 |
|
4.250 |
121-182 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-195 |
122-125 |
| PP |
122-193 |
122-060 |
| S1 |
122-192 |
121-315 |
|