ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 122-160 123-002 0-162 0.4% 122-262
High 123-015 123-022 0-007 0.0% 122-312
Low 122-157 122-217 0-060 0.2% 122-067
Close 122-297 122-267 -0-030 -0.1% 122-155
Range 0-178 0-125 -0-053 -29.8% 0-245
ATR 0-140 0-139 -0-001 -0.8% 0-000
Volume 544,610 563,098 18,488 3.4% 2,581,087
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 124-010 123-264 123-016
R3 123-205 123-139 122-301
R2 123-080 123-080 122-290
R1 123-014 123-014 122-278 122-304
PP 122-275 122-275 122-275 122-261
S1 122-209 122-209 122-256 122-180
S2 122-150 122-150 122-244
S3 122-025 122-084 122-233
S4 121-220 121-279 122-198
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
5 123-022 122-067 0-275 0.7% 0-128 0.3% 73% True False 541,747
10 123-120 122-067 1-053 0.9% 0-142 0.4% 54% False False 546,718
20 123-120 122-067 1-053 0.9% 0-133 0.3% 54% False False 516,112
40 123-120 121-030 2-090 1.9% 0-148 0.4% 76% False False 364,482
60 123-120 119-020 4-100 3.5% 0-111 0.3% 87% False False 243,123
80 123-120 117-270 5-170 4.5% 0-083 0.2% 90% False False 182,342
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-233
2.618 124-029
1.618 123-224
1.000 123-147
0.618 123-099
HIGH 123-022
0.618 122-294
0.500 122-280
0.382 122-265
LOW 122-217
0.618 122-140
1.000 122-092
1.618 122-015
2.618 121-210
4.250 121-006
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 122-280 122-254
PP 122-275 122-240
S1 122-271 122-227

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

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