ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 25-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
121-180 |
121-170 |
-0-010 |
0.0% |
121-190 |
High |
121-190 |
121-170 |
-0-020 |
-0.1% |
121-240 |
Low |
121-180 |
121-170 |
-0-010 |
0.0% |
121-190 |
Close |
121-190 |
122-010 |
0-140 |
0.4% |
121-240 |
Range |
0-010 |
0-000 |
-0-010 |
-100.0% |
0-050 |
ATR |
|
|
|
|
|
Volume |
196 |
953 |
757 |
386.2% |
142 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-223 |
121-277 |
122-010 |
|
R3 |
121-223 |
121-277 |
122-010 |
|
R2 |
121-223 |
121-223 |
122-010 |
|
R1 |
121-277 |
121-277 |
122-010 |
121-250 |
PP |
121-223 |
121-223 |
121-223 |
121-210 |
S1 |
121-277 |
121-277 |
122-010 |
121-250 |
S2 |
121-223 |
121-223 |
122-010 |
|
S3 |
121-223 |
121-277 |
122-010 |
|
S4 |
121-223 |
121-277 |
122-010 |
|
|
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 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-170 |
2.618 |
121-170 |
1.618 |
121-170 |
1.000 |
121-170 |
0.618 |
121-170 |
HIGH |
121-170 |
0.618 |
121-170 |
0.500 |
121-170 |
0.382 |
121-170 |
LOW |
121-170 |
0.618 |
121-170 |
1.000 |
121-170 |
1.618 |
121-170 |
2.618 |
121-170 |
4.250 |
121-170 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
121-277 |
121-288 |
PP |
121-223 |
121-247 |
S1 |
121-170 |
121-205 |
|