ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
122-107 |
121-307 |
-0-120 |
-0.3% |
122-160 |
| High |
122-125 |
121-315 |
-0-130 |
-0.3% |
123-022 |
| Low |
121-275 |
121-120 |
-0-155 |
-0.4% |
121-275 |
| Close |
121-305 |
121-137 |
-0-168 |
-0.4% |
121-305 |
| Range |
0-170 |
0-195 |
0-025 |
14.7% |
1-067 |
| ATR |
0-139 |
0-143 |
0-004 |
2.9% |
0-000 |
| Volume |
615,539 |
109,435 |
-506,104 |
-82.2% |
2,684,018 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-136 |
123-011 |
121-244 |
|
| R3 |
122-261 |
122-136 |
121-191 |
|
| R2 |
122-066 |
122-066 |
121-173 |
|
| R1 |
121-261 |
121-261 |
121-155 |
121-226 |
| PP |
121-191 |
121-191 |
121-191 |
121-173 |
| S1 |
121-066 |
121-066 |
121-119 |
121-031 |
| S2 |
120-316 |
120-316 |
121-101 |
|
| S3 |
120-121 |
120-191 |
121-083 |
|
| S4 |
119-246 |
119-316 |
121-030 |
|
|
| 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 |
121-120 |
1-222 |
1.4% |
0-144 |
0.4% |
3% |
False |
True |
449,768 |
| 10 |
123-022 |
121-120 |
1-222 |
1.4% |
0-136 |
0.4% |
3% |
False |
True |
486,146 |
| 20 |
123-120 |
121-120 |
2-000 |
1.6% |
0-138 |
0.4% |
3% |
False |
True |
505,788 |
| 40 |
123-120 |
121-120 |
2-000 |
1.6% |
0-138 |
0.4% |
3% |
False |
True |
406,268 |
| 60 |
123-120 |
119-020 |
4-100 |
3.6% |
0-121 |
0.3% |
55% |
False |
False |
271,219 |
| 80 |
123-120 |
117-270 |
5-170 |
4.6% |
0-091 |
0.2% |
65% |
False |
False |
203,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-184 |
|
2.618 |
123-186 |
|
1.618 |
122-311 |
|
1.000 |
122-190 |
|
0.618 |
122-116 |
|
HIGH |
121-315 |
|
0.618 |
121-241 |
|
0.500 |
121-218 |
|
0.382 |
121-194 |
|
LOW |
121-120 |
|
0.618 |
120-319 |
|
1.000 |
120-245 |
|
1.618 |
120-124 |
|
2.618 |
119-249 |
|
4.250 |
118-251 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-218 |
122-004 |
| PP |
121-191 |
121-261 |
| S1 |
121-164 |
121-199 |
|