ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 121-310 122-257 0-267 0.7% 122-100
High 122-270 123-060 0-110 0.3% 122-187
Low 121-305 122-217 0-232 0.6% 121-185
Close 122-195 123-015 0-140 0.4% 122-020
Range 0-285 0-163 -0-122 -42.8% 1-002
ATR 0-158 0-160 0-002 1.2% 0-000
Volume 607,173 773,519 166,346 27.4% 3,100,197
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-160 124-090 123-105
R3 123-317 123-247 123-060
R2 123-154 123-154 123-045
R1 123-084 123-084 123-030 123-119
PP 122-311 122-311 122-311 123-008
S1 122-241 122-241 123-000 122-276
S2 122-148 122-148 122-305
S3 121-305 122-078 122-290
S4 121-142 121-235 122-245
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
5 123-060 121-185 1-195 1.3% 0-194 0.5% 91% True False 694,866
10 123-060 121-185 1-195 1.3% 0-167 0.4% 91% True False 609,805
20 123-060 121-102 1-278 1.5% 0-154 0.4% 92% True False 537,270
40 123-120 121-102 2-018 1.7% 0-143 0.4% 84% False False 526,691
60 123-120 121-030 2-090 1.9% 0-150 0.4% 86% False False 422,078
80 123-120 119-020 4-100 3.5% 0-122 0.3% 92% False False 316,660
100 123-120 117-270 5-170 4.5% 0-097 0.2% 94% False False 253,328
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-113
2.618 124-167
1.618 124-004
1.000 123-223
0.618 123-161
HIGH 123-060
0.618 122-318
0.500 122-298
0.382 122-279
LOW 122-217
0.618 122-116
1.000 122-054
1.618 121-273
2.618 121-110
4.250 120-164
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 123-003 122-267
PP 122-311 122-199
S1 122-298 122-131

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

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