ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 122-230 122-200 -0-030 -0.1% 121-300
High 122-280 122-240 -0-040 -0.1% 122-290
Low 122-210 122-190 -0-020 -0.1% 121-290
Close 122-250 122-190 -0-060 -0.2% 122-230
Range 0-070 0-050 -0-020 -28.6% 1-000
ATR 0-076 0-075 -0-001 -1.5% 0-000
Volume 2,575 1,445 -1,130 -43.9% 13,569
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-037 123-003 122-218
R3 122-307 122-273 122-204
R2 122-257 122-257 122-199
R1 122-223 122-223 122-195 122-215
PP 122-207 122-207 122-207 122-202
S1 122-173 122-173 122-185 122-165
S2 122-157 122-157 122-181
S3 122-107 122-123 122-176
S4 122-057 122-073 122-162
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
5 122-290 122-170 0-120 0.3% 0-058 0.1% 17% False False 2,795
10 122-290 121-030 1-260 1.5% 0-061 0.2% 83% False False 2,591
20 122-290 121-030 1-260 1.5% 0-031 0.1% 83% False False 1,360
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-132
2.618 123-051
1.618 123-001
1.000 122-290
0.618 122-271
HIGH 122-240
0.618 122-221
0.500 122-215
0.382 122-209
LOW 122-190
0.618 122-159
1.000 122-140
1.618 122-109
2.618 122-059
4.250 121-298
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 122-215 122-235
PP 122-207 122-220
S1 122-198 122-205

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

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