ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 123-002 122-250 -0-072 -0.2% 122-262
High 123-022 122-260 -0-082 -0.2% 122-312
Low 122-217 122-150 -0-067 -0.2% 122-067
Close 122-267 122-167 -0-100 -0.3% 122-155
Range 0-125 0-110 -0-015 -12.0% 0-245
ATR 0-139 0-137 -0-002 -1.1% 0-000
Volume 563,098 490,658 -72,440 -12.9% 2,581,087
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 123-202 123-135 122-228
R3 123-092 123-025 122-197
R2 122-302 122-302 122-187
R1 122-235 122-235 122-177 122-214
PP 122-192 122-192 122-192 122-182
S1 122-125 122-125 122-157 122-104
S2 122-082 122-082 122-147
S3 121-292 122-015 122-137
S4 121-182 121-225 122-106
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
5 123-022 122-095 0-247 0.6% 0-125 0.3% 29% False False 525,135
10 123-120 122-067 1-053 1.0% 0-130 0.3% 27% False False 540,009
20 123-120 122-067 1-053 1.0% 0-134 0.3% 27% False False 519,658
40 123-120 121-270 1-170 1.2% 0-138 0.4% 44% False False 376,708
60 123-120 119-020 4-100 3.5% 0-113 0.3% 80% False False 251,300
80 123-120 117-270 5-170 4.5% 0-085 0.2% 85% False False 188,475
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 True
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-088
2.618 123-228
1.618 123-118
1.000 123-050
0.618 123-008
HIGH 122-260
0.618 122-218
0.500 122-205
0.382 122-192
LOW 122-150
0.618 122-082
1.000 122-040
1.618 121-292
2.618 121-182
4.250 121-002
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 122-205 122-246
PP 122-192 122-220
S1 122-180 122-193

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

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