ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 123-020 123-047 0-027 0.1% 122-100
High 123-055 123-102 0-047 0.1% 122-187
Low 122-270 122-285 0-015 0.0% 121-185
Close 123-032 122-317 -0-035 -0.1% 122-020
Range 0-105 0-137 0-032 30.5% 1-002
ATR 0-156 0-155 -0-001 -0.9% 0-000
Volume 587,624 600,016 12,392 2.1% 3,100,197
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 124-112 124-032 123-072
R3 123-295 123-215 123-035
R2 123-158 123-158 123-022
R1 123-078 123-078 123-010 123-050
PP 123-021 123-021 123-021 123-007
S1 122-261 122-261 122-304 122-232
S2 122-204 122-204 122-292
S3 122-067 122-124 122-279
S4 121-250 121-307 122-242
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
5 123-102 121-202 1-220 1.4% 0-170 0.4% 81% True False 621,790
10 123-102 121-185 1-237 1.4% 0-167 0.4% 81% True False 613,017
20 123-102 121-102 2-000 1.6% 0-154 0.4% 84% True False 548,614
40 123-120 121-102 2-018 1.7% 0-145 0.4% 81% False False 533,687
60 123-120 121-102 2-018 1.7% 0-143 0.4% 81% False False 441,829
80 123-120 119-020 4-100 3.5% 0-125 0.3% 91% False False 331,505
100 123-120 117-270 5-170 4.5% 0-100 0.3% 93% False False 265,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-044
2.618 124-141
1.618 124-004
1.000 123-239
0.618 123-187
HIGH 123-102
0.618 123-050
0.500 123-034
0.382 123-017
LOW 122-285
0.618 122-200
1.000 122-148
1.618 122-063
2.618 121-246
4.250 121-023
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 123-034 123-000
PP 123-021 122-319
S1 123-009 122-318

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

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