ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 121-240 121-240 0-000 0.0% 121-190
High 121-240 121-240 0-000 0.0% 121-240
Low 121-240 121-240 0-000 0.0% 121-190
Close 121-220 121-240 0-020 0.1% 121-240
Range
ATR
Volume 87 52 -35 -40.2% 142
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 121-240 121-240 121-240
R3 121-240 121-240 121-240
R2 121-240 121-240 121-240
R1 121-240 121-240 121-240 121-240
PP 121-240 121-240 121-240 121-240
S1 121-240 121-240 121-240 121-240
S2 121-240 121-240 121-240
S3 121-240 121-240 121-240
S4 121-240 121-240 121-240
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 122-053 122-037 121-268
R3 122-003 121-307 121-254
R2 121-273 121-273 121-249
R1 121-257 121-257 121-245 121-265
PP 121-223 121-223 121-223 121-228
S1 121-207 121-207 121-235 121-215
S2 121-173 121-173 121-231
S3 121-123 121-157 121-226
S4 121-073 121-107 121-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-240 121-190 0-050 0.1% 0-000 0.0% 100% True False 28
10 121-240 120-290 0-270 0.7% 0-000 0.0% 100% True False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 121-240
2.618 121-240
1.618 121-240
1.000 121-240
0.618 121-240
HIGH 121-240
0.618 121-240
0.500 121-240
0.382 121-240
LOW 121-240
0.618 121-240
1.000 121-240
1.618 121-240
2.618 121-240
4.250 121-240
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 121-240 121-240
PP 121-240 121-240
S1 121-240 121-240

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

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