ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
122-015 |
122-172 |
0-157 |
0.4% |
121-277 |
| High |
122-187 |
122-175 |
-0-012 |
0.0% |
122-145 |
| Low |
121-292 |
122-042 |
0-070 |
0.2% |
121-207 |
| Close |
122-162 |
122-067 |
-0-095 |
-0.2% |
122-072 |
| Range |
0-215 |
0-133 |
-0-082 |
-38.1% |
0-258 |
| ATR |
0-141 |
0-141 |
-0-001 |
-0.4% |
0-000 |
| Volume |
627,588 |
766,815 |
139,227 |
22.2% |
2,578,080 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-174 |
123-093 |
122-140 |
|
| R3 |
123-041 |
122-280 |
122-104 |
|
| R2 |
122-228 |
122-228 |
122-091 |
|
| R1 |
122-147 |
122-147 |
122-079 |
122-121 |
| PP |
122-095 |
122-095 |
122-095 |
122-082 |
| S1 |
122-014 |
122-014 |
122-055 |
121-308 |
| S2 |
121-282 |
121-282 |
122-043 |
|
| S3 |
121-149 |
121-201 |
122-030 |
|
| S4 |
121-016 |
121-068 |
121-314 |
|
|
| 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 |
122-187 |
121-292 |
0-215 |
0.5% |
0-144 |
0.4% |
44% |
False |
False |
583,083 |
| 10 |
122-187 |
121-190 |
0-317 |
0.8% |
0-138 |
0.4% |
62% |
False |
False |
536,000 |
| 20 |
123-022 |
121-102 |
1-240 |
1.4% |
0-138 |
0.4% |
51% |
False |
False |
508,646 |
| 40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-138 |
0.4% |
43% |
False |
False |
515,406 |
| 60 |
123-120 |
120-170 |
2-270 |
2.3% |
0-146 |
0.4% |
59% |
False |
False |
377,072 |
| 80 |
123-120 |
118-040 |
5-080 |
4.3% |
0-111 |
0.3% |
78% |
False |
False |
282,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-100 |
|
2.618 |
123-203 |
|
1.618 |
123-070 |
|
1.000 |
122-308 |
|
0.618 |
122-257 |
|
HIGH |
122-175 |
|
0.618 |
122-124 |
|
0.500 |
122-108 |
|
0.382 |
122-093 |
|
LOW |
122-042 |
|
0.618 |
121-280 |
|
1.000 |
121-229 |
|
1.618 |
121-147 |
|
2.618 |
121-014 |
|
4.250 |
120-117 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-108 |
122-080 |
| PP |
122-095 |
122-075 |
| S1 |
122-081 |
122-071 |
|