ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
122-210 |
122-290 |
0-080 |
0.2% |
121-180 |
| High |
122-230 |
122-290 |
0-060 |
0.2% |
121-250 |
| Low |
122-210 |
122-170 |
-0-040 |
-0.1% |
121-030 |
| Close |
122-220 |
122-180 |
-0-040 |
-0.1% |
121-190 |
| Range |
0-020 |
0-120 |
0-100 |
500.0% |
0-220 |
| ATR |
0-076 |
0-079 |
0-003 |
4.2% |
0-000 |
| Volume |
3,598 |
5,000 |
1,402 |
39.0% |
9,470 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-253 |
123-177 |
122-246 |
|
| R3 |
123-133 |
123-057 |
122-213 |
|
| R2 |
123-013 |
123-013 |
122-202 |
|
| R1 |
122-257 |
122-257 |
122-191 |
122-235 |
| PP |
122-213 |
122-213 |
122-213 |
122-202 |
| S1 |
122-137 |
122-137 |
122-169 |
122-115 |
| S2 |
122-093 |
122-093 |
122-158 |
|
| S3 |
121-293 |
122-017 |
122-147 |
|
| S4 |
121-173 |
121-217 |
122-114 |
|
|
| 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 |
124-160 |
|
2.618 |
123-284 |
|
1.618 |
123-164 |
|
1.000 |
123-090 |
|
0.618 |
123-044 |
|
HIGH |
122-290 |
|
0.618 |
122-244 |
|
0.500 |
122-230 |
|
0.382 |
122-216 |
|
LOW |
122-170 |
|
0.618 |
122-096 |
|
1.000 |
122-050 |
|
1.618 |
121-296 |
|
2.618 |
121-176 |
|
4.250 |
120-300 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-230 |
122-225 |
| PP |
122-213 |
122-210 |
| S1 |
122-197 |
122-195 |
|