ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	122-230	122-210	-0-020	-0.1%	121-180
High	122-230	122-230	0-000	0.0%	121-250
Low	122-160	122-210	0-050	0.1%	121-030
Close	122-190	122-220	0-030	0.1%	121-190
Range	0-070	0-020	-0-050	-71.4%	0-220
ATR	0-079	0-076	-0-003	-3.5%	0-000
Volume	2,462	3,598	1,136	46.1%	9,470

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-280	122-270	122-231
R3	122-260	122-250	122-226
R2	122-240	122-240	122-224
R1	122-230	122-230	122-222	122-235
PP	122-220	122-220	122-220	122-222
S1	122-210	122-210	122-218	122-215
S2	122-200	122-200	122-216
S3	122-180	122-190	122-214
S4	122-160	122-170	122-209

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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-230	121-030	1-200	1.3%	0-068	0.2%	98%	True	False	2,835
10	122-230	121-030	1-200	1.3%	0-035	0.1%	98%	True	False	1,682

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-001
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-315
2.618	122-282
1.618	122-262
1.000	122-250
0.618	122-242
HIGH	122-230
0.618	122-222
0.500	122-220
0.382	122-218
LOW	122-210
0.618	122-198
1.000	122-190
1.618	122-178
2.618	122-158
4.250	122-125

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	122-220	122-180
PP	122-220	122-140
S1	122-220	122-100

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols