ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
122-067 |
121-212 |
-0-175 |
-0.4% |
122-100 |
| High |
122-097 |
122-040 |
-0-057 |
-0.1% |
122-187 |
| Low |
121-185 |
121-202 |
0-017 |
0.0% |
121-185 |
| Close |
121-220 |
122-020 |
0-120 |
0.3% |
122-020 |
| Range |
0-232 |
0-158 |
-0-074 |
-31.9% |
1-002 |
| ATR |
0-147 |
0-148 |
0-001 |
0.5% |
0-000 |
| Volume |
786,207 |
540,618 |
-245,589 |
-31.2% |
3,100,197 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-135 |
123-075 |
122-107 |
|
| R3 |
122-297 |
122-237 |
122-063 |
|
| R2 |
122-139 |
122-139 |
122-049 |
|
| R1 |
122-079 |
122-079 |
122-034 |
122-109 |
| PP |
121-301 |
121-301 |
121-301 |
121-316 |
| S1 |
121-241 |
121-241 |
122-006 |
121-271 |
| S2 |
121-143 |
121-143 |
121-311 |
|
| S3 |
120-305 |
121-083 |
121-297 |
|
| S4 |
120-147 |
120-245 |
121-253 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-030 |
124-187 |
122-197 |
|
| R3 |
124-028 |
123-185 |
122-109 |
|
| R2 |
123-026 |
123-026 |
122-079 |
|
| R1 |
122-183 |
122-183 |
122-050 |
122-104 |
| PP |
122-024 |
122-024 |
122-024 |
121-304 |
| S1 |
121-181 |
121-181 |
121-310 |
121-102 |
| S2 |
121-022 |
121-022 |
121-281 |
|
| S3 |
120-020 |
120-179 |
121-251 |
|
| S4 |
119-018 |
119-177 |
121-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-187 |
121-185 |
1-002 |
0.8% |
0-172 |
0.4% |
48% |
False |
False |
620,039 |
| 10 |
122-187 |
121-185 |
1-002 |
0.8% |
0-149 |
0.4% |
48% |
False |
False |
567,827 |
| 20 |
123-022 |
121-102 |
1-240 |
1.4% |
0-147 |
0.4% |
43% |
False |
False |
523,621 |
| 40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-140 |
0.4% |
36% |
False |
False |
519,025 |
| 60 |
123-120 |
120-170 |
2-270 |
2.3% |
0-151 |
0.4% |
54% |
False |
False |
399,113 |
| 80 |
123-120 |
119-000 |
4-120 |
3.6% |
0-116 |
0.3% |
70% |
False |
False |
299,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-072 |
|
2.618 |
123-134 |
|
1.618 |
122-296 |
|
1.000 |
122-198 |
|
0.618 |
122-138 |
|
HIGH |
122-040 |
|
0.618 |
121-300 |
|
0.500 |
121-281 |
|
0.382 |
121-262 |
|
LOW |
121-202 |
|
0.618 |
121-104 |
|
1.000 |
121-044 |
|
1.618 |
120-266 |
|
2.618 |
120-108 |
|
4.250 |
119-170 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-000 |
122-020 |
| PP |
121-301 |
122-020 |
| S1 |
121-281 |
122-020 |
|