ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 121-170 121-080 -0-090 -0.2% 121-180
High 121-170 121-160 -0-010 0.0% 121-250
Low 121-030 121-080 0-050 0.1% 121-030
Close 121-060 121-190 0-130 0.3% 121-190
Range 0-140 0-080 -0-060 -42.9% 0-220
ATR 0-063 0-065 0-003 4.2% 0-000
Volume 3,167 3,799 632 20.0% 9,470
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 122-063 122-047 121-234
R3 121-303 121-287 121-212
R2 121-223 121-223 121-205
R1 121-207 121-207 121-197 121-215
PP 121-143 121-143 121-143 121-148
S1 121-127 121-127 121-183 121-135
S2 121-063 121-063 121-175
S3 120-303 121-047 121-168
S4 120-223 120-287 121-146
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 123-177 123-083 121-311
R3 122-277 122-183 121-250
R2 122-057 122-057 121-230
R1 121-283 121-283 121-210 122-010
PP 121-157 121-157 121-157 121-180
S1 121-063 121-063 121-170 121-110
S2 120-257 120-257 121-150
S3 120-037 120-163 121-130
S4 119-137 119-263 121-069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-250 121-030 0-220 0.6% 0-046 0.1% 73% False False 1,894
10 121-250 121-030 0-220 0.6% 0-023 0.1% 73% False False 961
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-180
2.618 122-049
1.618 121-289
1.000 121-240
0.618 121-209
HIGH 121-160
0.618 121-129
0.500 121-120
0.382 121-111
LOW 121-080
0.618 121-031
1.000 121-000
1.618 120-271
2.618 120-191
4.250 120-060
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 121-167 121-173
PP 121-143 121-157
S1 121-120 121-140

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

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