ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 121-212 121-310 0-098 0.3% 122-100
High 122-040 122-270 0-230 0.6% 122-187
Low 121-202 121-305 0-103 0.3% 121-185
Close 122-020 122-195 0-175 0.4% 122-020
Range 0-158 0-285 0-127 80.4% 1-002
ATR 0-148 0-158 0-010 6.6% 0-000
Volume 540,618 607,173 66,555 12.3% 3,100,197
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 125-045 124-245 123-032
R3 124-080 123-280 122-273
R2 123-115 123-115 122-247
R1 122-315 122-315 122-221 123-055
PP 122-150 122-150 122-150 122-180
S1 122-030 122-030 122-169 122-090
S2 121-185 121-185 122-143
S3 120-220 121-065 122-117
S4 119-255 120-100 122-038
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
5 122-270 121-185 1-085 1.0% 0-205 0.5% 81% True False 665,680
10 122-270 121-185 1-085 1.0% 0-162 0.4% 81% True False 586,194
20 123-022 121-102 1-240 1.4% 0-152 0.4% 74% False False 526,749
40 123-120 121-102 2-018 1.7% 0-142 0.4% 63% False False 520,501
60 123-120 120-260 2-180 2.1% 0-152 0.4% 70% False False 409,194
80 123-120 119-020 4-100 3.5% 0-120 0.3% 82% False False 306,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 126-201
2.618 125-056
1.618 124-091
1.000 123-235
0.618 123-126
HIGH 122-270
0.618 122-161
0.500 122-128
0.382 122-094
LOW 121-305
0.618 121-129
1.000 121-020
1.618 120-164
2.618 119-199
4.250 118-054
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 122-172 122-152
PP 122-150 122-110
S1 122-128 122-068

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These figures are updated between 7pm and 10pm EST after a trading day.

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