ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
121-277 |
122-037 |
0-080 |
0.2% |
121-307 |
| High |
122-050 |
122-120 |
0-070 |
0.2% |
122-040 |
| Low |
121-207 |
122-010 |
0-123 |
0.3% |
121-102 |
| Close |
122-040 |
122-080 |
0-040 |
0.1% |
121-292 |
| Range |
0-163 |
0-110 |
-0-053 |
-32.5% |
0-258 |
| ATR |
0-143 |
0-141 |
-0-002 |
-1.7% |
0-000 |
| Volume |
423,505 |
537,410 |
113,905 |
26.9% |
2,110,137 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-080 |
123-030 |
122-140 |
|
| R3 |
122-290 |
122-240 |
122-110 |
|
| R2 |
122-180 |
122-180 |
122-100 |
|
| R1 |
122-130 |
122-130 |
122-090 |
122-155 |
| PP |
122-070 |
122-070 |
122-070 |
122-082 |
| S1 |
122-020 |
122-020 |
122-070 |
122-045 |
| S2 |
121-280 |
121-280 |
122-060 |
|
| S3 |
121-170 |
121-230 |
122-050 |
|
| S4 |
121-060 |
121-120 |
122-020 |
|
|
| 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 |
122-120 |
121-102 |
1-018 |
0.9% |
0-140 |
0.4% |
88% |
True |
False |
507,168 |
| 10 |
122-260 |
121-102 |
1-158 |
1.2% |
0-141 |
0.4% |
62% |
False |
False |
464,736 |
| 20 |
123-120 |
121-102 |
2-018 |
1.7% |
0-142 |
0.4% |
45% |
False |
False |
505,727 |
| 40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-141 |
0.4% |
45% |
False |
False |
478,208 |
| 60 |
123-120 |
119-080 |
4-040 |
3.4% |
0-135 |
0.3% |
73% |
False |
False |
320,573 |
| 80 |
123-120 |
117-270 |
5-170 |
4.5% |
0-101 |
0.3% |
80% |
False |
False |
240,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-268 |
|
2.618 |
123-088 |
|
1.618 |
122-298 |
|
1.000 |
122-230 |
|
0.618 |
122-188 |
|
HIGH |
122-120 |
|
0.618 |
122-078 |
|
0.500 |
122-065 |
|
0.382 |
122-052 |
|
LOW |
122-010 |
|
0.618 |
121-262 |
|
1.000 |
121-220 |
|
1.618 |
121-152 |
|
2.618 |
121-042 |
|
4.250 |
120-182 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-075 |
122-054 |
| PP |
122-070 |
122-029 |
| S1 |
122-065 |
122-004 |
|