ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
121-250 |
121-170 |
-0-080 |
-0.2% |
121-190 |
| High |
121-250 |
121-170 |
-0-080 |
-0.2% |
121-240 |
| Low |
121-250 |
121-030 |
-0-220 |
-0.6% |
121-190 |
| Close |
121-230 |
121-060 |
-0-170 |
-0.4% |
121-240 |
| Range |
0-000 |
0-140 |
0-140 |
|
0-050 |
| ATR |
0-052 |
0-063 |
0-011 |
20.3% |
0-000 |
| Volume |
1,355 |
3,167 |
1,812 |
133.7% |
142 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-187 |
122-103 |
121-137 |
|
| R3 |
122-047 |
121-283 |
121-098 |
|
| R2 |
121-227 |
121-227 |
121-086 |
|
| R1 |
121-143 |
121-143 |
121-073 |
121-115 |
| PP |
121-087 |
121-087 |
121-087 |
121-072 |
| S1 |
121-003 |
121-003 |
121-047 |
120-295 |
| S2 |
120-267 |
120-267 |
121-034 |
|
| S3 |
120-127 |
120-183 |
121-022 |
|
| S4 |
119-307 |
120-043 |
120-303 |
|
|
| 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 |
123-125 |
|
2.618 |
122-217 |
|
1.618 |
122-077 |
|
1.000 |
121-310 |
|
0.618 |
121-257 |
|
HIGH |
121-170 |
|
0.618 |
121-117 |
|
0.500 |
121-100 |
|
0.382 |
121-083 |
|
LOW |
121-030 |
|
0.618 |
120-263 |
|
1.000 |
120-210 |
|
1.618 |
120-123 |
|
2.618 |
119-303 |
|
4.250 |
119-075 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-100 |
121-140 |
| PP |
121-087 |
121-113 |
| S1 |
121-073 |
121-087 |
|