ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 121-212 121-202 -0-010 0.0% 122-160
High 121-255 122-040 0-105 0.3% 123-022
Low 121-102 121-190 0-088 0.2% 121-275
Close 121-180 121-285 0-105 0.3% 121-305
Range 0-153 0-170 0-017 11.1% 1-067
ATR 0-142 0-145 0-003 1.9% 0-000
Volume 566,376 553,173 -13,203 -2.3% 2,684,018
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 123-148 123-067 122-058
R3 122-298 122-217 122-012
R2 122-128 122-128 121-316
R1 122-047 122-047 121-301 122-088
PP 121-278 121-278 121-278 121-299
S1 121-197 121-197 121-269 121-238
S2 121-108 121-108 121-254
S3 120-258 121-027 121-238
S4 120-088 120-177 121-192
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
5 122-125 121-102 1-023 0.9% 0-161 0.4% 53% False False 454,059
10 123-022 121-102 1-240 1.4% 0-145 0.4% 33% False False 484,530
20 123-120 121-102 2-018 1.7% 0-139 0.4% 28% False False 497,638
40 123-120 121-102 2-018 1.7% 0-142 0.4% 28% False False 444,626
60 123-120 119-020 4-100 3.5% 0-128 0.3% 66% False False 296,974
80 123-120 117-270 5-170 4.5% 0-096 0.2% 73% False False 222,731
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-122
2.618 123-165
1.618 122-315
1.000 122-210
0.618 122-145
HIGH 122-040
0.618 121-295
0.500 121-275
0.382 121-255
LOW 121-190
0.618 121-085
1.000 121-020
1.618 120-235
2.618 120-065
4.250 119-108
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 121-282 121-267
PP 121-278 121-249
S1 121-275 121-231

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

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