ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
122-037 |
122-042 |
0-005 |
0.0% |
121-307 |
| High |
122-120 |
122-112 |
-0-008 |
0.0% |
122-040 |
| Low |
122-010 |
122-002 |
-0-008 |
0.0% |
121-102 |
| Close |
122-080 |
122-080 |
0-000 |
0.0% |
121-292 |
| Range |
0-110 |
0-110 |
0-000 |
0.0% |
0-258 |
| ATR |
0-141 |
0-139 |
-0-002 |
-1.6% |
0-000 |
| Volume |
537,410 |
475,122 |
-62,288 |
-11.6% |
2,110,137 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-075 |
123-027 |
122-140 |
|
| R3 |
122-285 |
122-237 |
122-110 |
|
| R2 |
122-175 |
122-175 |
122-100 |
|
| R1 |
122-127 |
122-127 |
122-090 |
122-151 |
| PP |
122-065 |
122-065 |
122-065 |
122-076 |
| S1 |
122-017 |
122-017 |
122-070 |
122-041 |
| S2 |
121-275 |
121-275 |
122-060 |
|
| S3 |
121-165 |
121-227 |
122-050 |
|
| S4 |
121-055 |
121-117 |
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 |
121-190 |
0-250 |
0.6% |
0-131 |
0.3% |
84% |
False |
False |
488,917 |
| 10 |
122-207 |
121-102 |
1-105 |
1.1% |
0-141 |
0.4% |
70% |
False |
False |
463,182 |
| 20 |
123-120 |
121-102 |
2-018 |
1.7% |
0-136 |
0.3% |
45% |
False |
False |
501,596 |
| 40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-140 |
0.4% |
45% |
False |
False |
489,194 |
| 60 |
123-120 |
119-080 |
4-040 |
3.4% |
0-136 |
0.3% |
73% |
False |
False |
328,492 |
| 80 |
123-120 |
117-270 |
5-170 |
4.5% |
0-102 |
0.3% |
80% |
False |
False |
246,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-260 |
|
2.618 |
123-080 |
|
1.618 |
122-290 |
|
1.000 |
122-222 |
|
0.618 |
122-180 |
|
HIGH |
122-112 |
|
0.618 |
122-070 |
|
0.500 |
122-057 |
|
0.382 |
122-044 |
|
LOW |
122-002 |
|
0.618 |
121-254 |
|
1.000 |
121-212 |
|
1.618 |
121-144 |
|
2.618 |
121-034 |
|
4.250 |
120-174 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-072 |
122-054 |
| PP |
122-065 |
122-029 |
| S1 |
122-057 |
122-004 |
|