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

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

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