ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
121-080 |
121-300 |
0-220 |
0.6% |
121-180 |
| High |
121-160 |
122-000 |
0-160 |
0.4% |
121-250 |
| Low |
121-080 |
121-290 |
0-210 |
0.5% |
121-030 |
| Close |
121-190 |
122-040 |
0-170 |
0.4% |
121-190 |
| Range |
0-080 |
0-030 |
-0-050 |
-62.5% |
0-220 |
| ATR |
0-065 |
0-070 |
0-005 |
7.1% |
0-000 |
| Volume |
3,799 |
1,151 |
-2,648 |
-69.7% |
9,470 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-093 |
122-097 |
122-056 |
|
| R3 |
122-063 |
122-067 |
122-048 |
|
| R2 |
122-033 |
122-033 |
122-046 |
|
| R1 |
122-037 |
122-037 |
122-043 |
122-035 |
| PP |
122-003 |
122-003 |
122-003 |
122-002 |
| S1 |
122-007 |
122-007 |
122-037 |
122-005 |
| S2 |
121-293 |
121-293 |
122-034 |
|
| S3 |
121-263 |
121-297 |
122-032 |
|
| S4 |
121-233 |
121-267 |
122-024 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-128 |
|
2.618 |
122-079 |
|
1.618 |
122-049 |
|
1.000 |
122-030 |
|
0.618 |
122-019 |
|
HIGH |
122-000 |
|
0.618 |
121-309 |
|
0.500 |
121-305 |
|
0.382 |
121-301 |
|
LOW |
121-290 |
|
0.618 |
121-271 |
|
1.000 |
121-260 |
|
1.618 |
121-241 |
|
2.618 |
121-211 |
|
4.250 |
121-162 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-022 |
121-298 |
| PP |
122-003 |
121-237 |
| S1 |
121-305 |
121-175 |
|