ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
122-160 |
122-177 |
0-017 |
0.0% |
122-250 |
| High |
122-192 |
122-195 |
0-003 |
0.0% |
123-120 |
| Low |
122-067 |
122-095 |
0-028 |
0.1% |
122-172 |
| Close |
122-145 |
122-162 |
0-017 |
0.0% |
122-300 |
| Range |
0-125 |
0-100 |
-0-025 |
-20.0% |
0-268 |
| ATR |
0-142 |
0-139 |
-0-003 |
-2.1% |
0-000 |
| Volume |
573,714 |
520,784 |
-52,930 |
-9.2% |
2,639,615 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-131 |
123-086 |
122-217 |
|
| R3 |
123-031 |
122-306 |
122-190 |
|
| R2 |
122-251 |
122-251 |
122-180 |
|
| R1 |
122-206 |
122-206 |
122-171 |
122-178 |
| PP |
122-151 |
122-151 |
122-151 |
122-137 |
| S1 |
122-106 |
122-106 |
122-153 |
122-078 |
| S2 |
122-051 |
122-051 |
122-144 |
|
| S3 |
121-271 |
122-006 |
122-134 |
|
| S4 |
121-171 |
121-226 |
122-107 |
|
|
| 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 |
122-067 |
1-053 |
1.0% |
0-131 |
0.3% |
25% |
False |
False |
539,547 |
| 10 |
123-120 |
122-067 |
1-053 |
1.0% |
0-134 |
0.3% |
25% |
False |
False |
510,745 |
| 20 |
123-120 |
122-067 |
1-053 |
1.0% |
0-137 |
0.3% |
25% |
False |
False |
520,273 |
| 40 |
123-120 |
120-170 |
2-270 |
2.3% |
0-151 |
0.4% |
69% |
False |
False |
324,238 |
| 60 |
123-120 |
118-040 |
5-080 |
4.3% |
0-104 |
0.3% |
83% |
False |
False |
216,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-300 |
|
2.618 |
123-137 |
|
1.618 |
123-037 |
|
1.000 |
122-295 |
|
0.618 |
122-257 |
|
HIGH |
122-195 |
|
0.618 |
122-157 |
|
0.500 |
122-145 |
|
0.382 |
122-133 |
|
LOW |
122-095 |
|
0.618 |
122-033 |
|
1.000 |
121-315 |
|
1.618 |
121-253 |
|
2.618 |
121-153 |
|
4.250 |
120-310 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-156 |
122-160 |
| PP |
122-151 |
122-158 |
| S1 |
122-145 |
122-156 |
|