ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
122-187 |
122-107 |
-0-080 |
-0.2% |
122-160 |
| High |
122-207 |
122-125 |
-0-082 |
-0.2% |
123-022 |
| Low |
122-087 |
121-275 |
-0-132 |
-0.3% |
121-275 |
| Close |
122-097 |
121-305 |
-0-112 |
-0.3% |
121-305 |
| Range |
0-120 |
0-170 |
0-050 |
41.7% |
1-067 |
| ATR |
0-136 |
0-139 |
0-002 |
1.8% |
0-000 |
| Volume |
470,113 |
615,539 |
145,426 |
30.9% |
2,684,018 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-212 |
123-108 |
122-078 |
|
| R3 |
123-042 |
122-258 |
122-032 |
|
| R2 |
122-192 |
122-192 |
122-016 |
|
| R1 |
122-088 |
122-088 |
122-001 |
122-055 |
| PP |
122-022 |
122-022 |
122-022 |
122-005 |
| S1 |
121-238 |
121-238 |
121-289 |
121-205 |
| S2 |
121-172 |
121-172 |
121-274 |
|
| S3 |
121-002 |
121-068 |
121-258 |
|
| S4 |
120-152 |
120-218 |
121-212 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-295 |
125-047 |
122-198 |
|
| R3 |
124-228 |
123-300 |
122-091 |
|
| R2 |
123-161 |
123-161 |
122-056 |
|
| R1 |
122-233 |
122-233 |
122-020 |
122-164 |
| PP |
122-094 |
122-094 |
122-094 |
122-059 |
| S1 |
121-166 |
121-166 |
121-270 |
121-096 |
| S2 |
121-027 |
121-027 |
121-234 |
|
| S3 |
119-280 |
120-099 |
121-199 |
|
| S4 |
118-213 |
119-032 |
121-092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-022 |
121-275 |
1-067 |
1.0% |
0-141 |
0.4% |
8% |
False |
True |
536,803 |
| 10 |
123-022 |
121-275 |
1-067 |
1.0% |
0-129 |
0.3% |
8% |
False |
True |
526,510 |
| 20 |
123-120 |
121-275 |
1-165 |
1.2% |
0-137 |
0.4% |
6% |
False |
True |
521,782 |
| 40 |
123-120 |
121-275 |
1-165 |
1.2% |
0-135 |
0.3% |
6% |
False |
True |
403,794 |
| 60 |
123-120 |
119-020 |
4-100 |
3.5% |
0-118 |
0.3% |
67% |
False |
False |
269,395 |
| 80 |
123-120 |
117-270 |
5-170 |
4.5% |
0-088 |
0.2% |
74% |
False |
False |
202,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-208 |
|
2.618 |
123-250 |
|
1.618 |
123-080 |
|
1.000 |
122-295 |
|
0.618 |
122-230 |
|
HIGH |
122-125 |
|
0.618 |
122-060 |
|
0.500 |
122-040 |
|
0.382 |
122-020 |
|
LOW |
121-275 |
|
0.618 |
121-170 |
|
1.000 |
121-105 |
|
1.618 |
121-000 |
|
2.618 |
120-150 |
|
4.250 |
119-192 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-040 |
122-108 |
| PP |
122-022 |
122-067 |
| S1 |
122-003 |
122-026 |
|