ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 121-267 121-277 0-010 0.0% 121-307
High 121-315 122-050 0-055 0.1% 122-040
Low 121-212 121-207 -0-005 0.0% 121-102
Close 121-292 122-040 0-068 0.2% 121-292
Range 0-103 0-163 0-060 58.3% 0-258
ATR 0-142 0-143 0-002 1.1% 0-000
Volume 455,377 423,505 -31,872 -7.0% 2,110,137
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 123-161 123-104 122-130
R3 122-318 122-261 122-085
R2 122-155 122-155 122-070
R1 122-098 122-098 122-055 122-126
PP 121-312 121-312 121-312 122-007
S1 121-255 121-255 122-025 121-284
S2 121-149 121-149 122-010
S3 120-306 121-092 121-315
S4 120-143 120-249 121-270
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
5 122-050 121-102 0-268 0.7% 0-141 0.4% 96% True False 484,841
10 123-022 121-102 1-240 1.4% 0-142 0.4% 46% False False 467,305
20 123-120 121-102 2-018 1.7% 0-141 0.4% 39% False False 498,003
40 123-120 121-102 2-018 1.7% 0-141 0.4% 39% False False 466,072
60 123-120 119-060 4-060 3.4% 0-133 0.3% 70% False False 311,616
80 123-120 117-270 5-170 4.5% 0-100 0.3% 77% False False 233,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-103
2.618 123-157
1.618 122-314
1.000 122-213
0.618 122-151
HIGH 122-050
0.618 121-308
0.500 121-288
0.382 121-269
LOW 121-207
0.618 121-106
1.000 121-044
1.618 120-263
2.618 120-100
4.250 119-154
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 122-016 122-013
PP 121-312 121-307
S1 121-288 121-280

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

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