ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
122-262 |
122-212 |
-0-050 |
-0.1% |
122-250 |
| High |
122-312 |
122-245 |
-0-067 |
-0.2% |
123-120 |
| Low |
122-192 |
122-115 |
-0-077 |
-0.2% |
122-172 |
| Close |
122-215 |
122-120 |
-0-095 |
-0.2% |
122-300 |
| Range |
0-120 |
0-130 |
0-010 |
8.3% |
0-268 |
| ATR |
0-144 |
0-143 |
-0-001 |
-0.7% |
0-000 |
| Volume |
513,074 |
466,986 |
-46,088 |
-9.0% |
2,639,615 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-230 |
123-145 |
122-192 |
|
| R3 |
123-100 |
123-015 |
122-156 |
|
| R2 |
122-290 |
122-290 |
122-144 |
|
| R1 |
122-205 |
122-205 |
122-132 |
122-182 |
| PP |
122-160 |
122-160 |
122-160 |
122-149 |
| S1 |
122-075 |
122-075 |
122-108 |
122-052 |
| S2 |
122-030 |
122-030 |
122-096 |
|
| S3 |
121-220 |
121-265 |
122-084 |
|
| S4 |
121-090 |
121-135 |
122-048 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-148 |
125-012 |
123-127 |
|
| R3 |
124-200 |
124-064 |
123-054 |
|
| R2 |
123-252 |
123-252 |
123-029 |
|
| R1 |
123-116 |
123-116 |
123-005 |
123-184 |
| PP |
122-304 |
122-304 |
122-304 |
123-018 |
| S1 |
122-168 |
122-168 |
122-275 |
122-236 |
| S2 |
122-036 |
122-036 |
122-251 |
|
| S3 |
121-088 |
121-220 |
122-226 |
|
| S4 |
120-140 |
120-272 |
122-153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-120 |
122-115 |
1-005 |
0.8% |
0-157 |
0.4% |
2% |
False |
True |
551,689 |
| 10 |
123-120 |
122-107 |
1-013 |
0.9% |
0-142 |
0.4% |
4% |
False |
False |
522,197 |
| 20 |
123-120 |
122-107 |
1-013 |
0.9% |
0-139 |
0.4% |
4% |
False |
False |
519,070 |
| 40 |
123-120 |
120-160 |
2-280 |
2.3% |
0-150 |
0.4% |
65% |
False |
False |
296,951 |
| 60 |
123-120 |
118-040 |
5-080 |
4.3% |
0-100 |
0.3% |
81% |
False |
False |
197,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-158 |
|
2.618 |
123-265 |
|
1.618 |
123-135 |
|
1.000 |
123-055 |
|
0.618 |
123-005 |
|
HIGH |
122-245 |
|
0.618 |
122-195 |
|
0.500 |
122-180 |
|
0.382 |
122-165 |
|
LOW |
122-115 |
|
0.618 |
122-035 |
|
1.000 |
121-305 |
|
1.618 |
121-225 |
|
2.618 |
121-095 |
|
4.250 |
120-202 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-180 |
122-278 |
| PP |
122-160 |
122-225 |
| S1 |
122-140 |
122-172 |
|