ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
122-177 |
122-117 |
-0-060 |
-0.2% |
122-262 |
| High |
122-195 |
122-222 |
0-027 |
0.1% |
122-312 |
| Low |
122-095 |
122-112 |
0-017 |
0.0% |
122-067 |
| Close |
122-162 |
122-155 |
-0-007 |
0.0% |
122-155 |
| Range |
0-100 |
0-110 |
0-010 |
10.0% |
0-245 |
| ATR |
0-139 |
0-137 |
-0-002 |
-1.5% |
0-000 |
| Volume |
520,784 |
506,529 |
-14,255 |
-2.7% |
2,581,087 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-173 |
123-114 |
122-216 |
|
| R3 |
123-063 |
123-004 |
122-185 |
|
| R2 |
122-273 |
122-273 |
122-175 |
|
| R1 |
122-214 |
122-214 |
122-165 |
122-244 |
| PP |
122-163 |
122-163 |
122-163 |
122-178 |
| S1 |
122-104 |
122-104 |
122-145 |
122-134 |
| S2 |
122-053 |
122-053 |
122-135 |
|
| S3 |
121-263 |
121-314 |
122-125 |
|
| S4 |
121-153 |
121-204 |
122-094 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-273 |
124-139 |
122-290 |
|
| R3 |
124-028 |
123-214 |
122-222 |
|
| R2 |
123-103 |
123-103 |
122-200 |
|
| R1 |
122-289 |
122-289 |
122-177 |
122-234 |
| PP |
122-178 |
122-178 |
122-178 |
122-150 |
| S1 |
122-044 |
122-044 |
122-133 |
121-308 |
| S2 |
121-253 |
121-253 |
122-110 |
|
| S3 |
121-008 |
121-119 |
122-088 |
|
| S4 |
120-083 |
120-194 |
122-020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-312 |
122-067 |
0-245 |
0.6% |
0-117 |
0.3% |
36% |
False |
False |
516,217 |
| 10 |
123-120 |
122-067 |
1-053 |
1.0% |
0-136 |
0.3% |
24% |
False |
False |
522,070 |
| 20 |
123-120 |
122-067 |
1-053 |
1.0% |
0-134 |
0.3% |
24% |
False |
False |
514,429 |
| 40 |
123-120 |
120-170 |
2-270 |
2.3% |
0-154 |
0.4% |
69% |
False |
False |
336,859 |
| 60 |
123-120 |
119-000 |
4-120 |
3.6% |
0-106 |
0.3% |
80% |
False |
False |
224,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-050 |
|
2.618 |
123-190 |
|
1.618 |
123-080 |
|
1.000 |
123-012 |
|
0.618 |
122-290 |
|
HIGH |
122-222 |
|
0.618 |
122-180 |
|
0.500 |
122-167 |
|
0.382 |
122-154 |
|
LOW |
122-112 |
|
0.618 |
122-044 |
|
1.000 |
122-002 |
|
1.618 |
121-254 |
|
2.618 |
121-144 |
|
4.250 |
120-284 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-167 |
122-152 |
| PP |
122-163 |
122-148 |
| S1 |
122-159 |
122-144 |
|