ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 122-230 122-230 0-000 0.0% 121-300
High 122-230 122-280 0-050 0.1% 122-290
Low 122-200 122-210 0-010 0.0% 121-290
Close 122-230 122-250 0-020 0.1% 122-230
Range 0-030 0-070 0-040 133.3% 1-000
ATR 0-077 0-076 0-000 -0.6% 0-000
Volume 1,358 2,575 1,217 89.6% 13,569
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-137 123-103 122-288
R3 123-067 123-033 122-269
R2 122-317 122-317 122-263
R1 122-283 122-283 122-256 122-300
PP 122-247 122-247 122-247 122-255
S1 122-213 122-213 122-244 122-230
S2 122-177 122-177 122-237
S3 122-107 122-143 122-231
S4 122-037 122-073 122-212
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 125-163 125-037 123-086
R3 124-163 124-037 122-318
R2 123-163 123-163 122-289
R1 123-037 123-037 122-259 123-100
PP 122-163 122-163 122-163 122-195
S1 122-037 122-037 122-201 122-100
S2 121-163 121-163 122-171
S3 120-163 121-037 122-142
S4 119-163 120-037 122-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-290 122-160 0-130 0.3% 0-062 0.2% 69% False False 2,998
10 122-290 121-030 1-260 1.5% 0-056 0.1% 93% False False 2,541
20 122-290 121-030 1-260 1.5% 0-028 0.1% 93% False False 1,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-258
2.618 123-143
1.618 123-073
1.000 123-030
0.618 123-003
HIGH 122-280
0.618 122-253
0.500 122-245
0.382 122-237
LOW 122-210
0.618 122-167
1.000 122-140
1.618 122-097
2.618 122-027
4.250 121-232
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 122-248 122-243
PP 122-247 122-237
S1 122-245 122-230

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

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