ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
122-050 |
122-100 |
0-050 |
0.1% |
121-277 |
| High |
122-095 |
122-120 |
0-025 |
0.1% |
122-145 |
| Low |
121-300 |
121-317 |
0-017 |
0.0% |
121-207 |
| Close |
122-072 |
122-025 |
-0-047 |
-0.1% |
122-072 |
| Range |
0-115 |
0-123 |
0-008 |
7.0% |
0-258 |
| ATR |
0-137 |
0-136 |
-0-001 |
-0.7% |
0-000 |
| Volume |
461,649 |
378,969 |
-82,680 |
-17.9% |
2,578,080 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-096 |
123-024 |
122-093 |
|
| R3 |
122-293 |
122-221 |
122-059 |
|
| R2 |
122-170 |
122-170 |
122-048 |
|
| R1 |
122-098 |
122-098 |
122-036 |
122-072 |
| PP |
122-047 |
122-047 |
122-047 |
122-035 |
| S1 |
121-295 |
121-295 |
122-014 |
121-270 |
| S2 |
121-244 |
121-244 |
122-002 |
|
| S3 |
121-121 |
121-172 |
121-311 |
|
| S4 |
120-318 |
121-049 |
121-277 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-169 |
124-058 |
122-214 |
|
| R3 |
123-231 |
123-120 |
122-143 |
|
| R2 |
122-293 |
122-293 |
122-119 |
|
| R1 |
122-182 |
122-182 |
122-096 |
122-238 |
| PP |
122-035 |
122-035 |
122-035 |
122-062 |
| S1 |
121-244 |
121-244 |
122-048 |
121-300 |
| S2 |
121-097 |
121-097 |
122-025 |
|
| S3 |
120-159 |
120-306 |
122-001 |
|
| S4 |
119-221 |
120-048 |
121-250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-145 |
121-300 |
0-165 |
0.4% |
0-119 |
0.3% |
27% |
False |
False |
506,708 |
| 10 |
122-145 |
121-102 |
1-043 |
0.9% |
0-130 |
0.3% |
67% |
False |
False |
495,775 |
| 20 |
123-022 |
121-102 |
1-240 |
1.4% |
0-133 |
0.3% |
43% |
False |
False |
490,960 |
| 40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-137 |
0.3% |
37% |
False |
False |
502,663 |
| 60 |
123-120 |
120-160 |
2-280 |
2.4% |
0-142 |
0.4% |
55% |
False |
False |
353,842 |
| 80 |
123-120 |
117-270 |
5-170 |
4.5% |
0-107 |
0.3% |
77% |
False |
False |
265,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-003 |
|
2.618 |
123-122 |
|
1.618 |
122-319 |
|
1.000 |
122-243 |
|
0.618 |
122-196 |
|
HIGH |
122-120 |
|
0.618 |
122-073 |
|
0.500 |
122-058 |
|
0.382 |
122-044 |
|
LOW |
121-317 |
|
0.618 |
121-241 |
|
1.000 |
121-194 |
|
1.618 |
121-118 |
|
2.618 |
120-315 |
|
4.250 |
120-114 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-058 |
122-062 |
| PP |
122-047 |
122-050 |
| S1 |
122-036 |
122-038 |
|