ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
121-202 |
121-267 |
0-065 |
0.2% |
121-307 |
| High |
122-040 |
121-315 |
-0-045 |
-0.1% |
122-040 |
| Low |
121-190 |
121-212 |
0-022 |
0.1% |
121-102 |
| Close |
121-285 |
121-292 |
0-007 |
0.0% |
121-292 |
| Range |
0-170 |
0-103 |
-0-067 |
-39.4% |
0-258 |
| ATR |
0-145 |
0-142 |
-0-003 |
-2.1% |
0-000 |
| Volume |
553,173 |
455,377 |
-97,796 |
-17.7% |
2,110,137 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-262 |
122-220 |
122-029 |
|
| R3 |
122-159 |
122-117 |
122-000 |
|
| R2 |
122-056 |
122-056 |
121-311 |
|
| R1 |
122-014 |
122-014 |
121-301 |
122-035 |
| PP |
121-273 |
121-273 |
121-273 |
121-284 |
| S1 |
121-231 |
121-231 |
121-283 |
121-252 |
| S2 |
121-170 |
121-170 |
121-273 |
|
| S3 |
121-067 |
121-128 |
121-264 |
|
| S4 |
120-284 |
121-025 |
121-235 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-065 |
123-277 |
122-114 |
|
| R3 |
123-127 |
123-019 |
122-043 |
|
| R2 |
122-189 |
122-189 |
122-019 |
|
| R1 |
122-081 |
122-081 |
121-316 |
122-006 |
| PP |
121-251 |
121-251 |
121-251 |
121-214 |
| S1 |
121-143 |
121-143 |
121-268 |
121-068 |
| S2 |
120-313 |
120-313 |
121-245 |
|
| S3 |
120-055 |
120-205 |
121-221 |
|
| S4 |
119-117 |
119-267 |
121-150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-040 |
121-102 |
0-258 |
0.7% |
0-147 |
0.4% |
74% |
False |
False |
422,027 |
| 10 |
123-022 |
121-102 |
1-240 |
1.4% |
0-144 |
0.4% |
34% |
False |
False |
479,415 |
| 20 |
123-120 |
121-102 |
2-018 |
1.7% |
0-140 |
0.4% |
29% |
False |
False |
500,742 |
| 40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-140 |
0.4% |
29% |
False |
False |
455,911 |
| 60 |
123-120 |
119-060 |
4-060 |
3.4% |
0-130 |
0.3% |
65% |
False |
False |
304,563 |
| 80 |
123-120 |
117-270 |
5-170 |
4.5% |
0-098 |
0.2% |
74% |
False |
False |
228,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-113 |
|
2.618 |
122-265 |
|
1.618 |
122-162 |
|
1.000 |
122-098 |
|
0.618 |
122-059 |
|
HIGH |
121-315 |
|
0.618 |
121-276 |
|
0.500 |
121-264 |
|
0.382 |
121-251 |
|
LOW |
121-212 |
|
0.618 |
121-148 |
|
1.000 |
121-109 |
|
1.618 |
121-045 |
|
2.618 |
120-262 |
|
4.250 |
120-094 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-282 |
121-272 |
| PP |
121-273 |
121-251 |
| S1 |
121-264 |
121-231 |
|