ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 122-290 122-230 -0-060 -0.2% 121-300
High 122-290 122-230 -0-060 -0.2% 122-290
Low 122-170 122-200 0-030 0.1% 121-290
Close 122-180 122-230 0-050 0.1% 122-230
Range 0-120 0-030 -0-090 -75.0% 1-000
ATR 0-079 0-077 -0-002 -2.6% 0-000
Volume 5,000 1,358 -3,642 -72.8% 13,569
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 122-310 122-300 122-246
R3 122-280 122-270 122-238
R2 122-250 122-250 122-236
R1 122-240 122-240 122-233 122-245
PP 122-220 122-220 122-220 122-222
S1 122-210 122-210 122-227 122-215
S2 122-190 122-190 122-224
S3 122-160 122-180 122-222
S4 122-130 122-150 122-214
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 125-163 125-037 123-086
R3 124-163 124-037 122-318
R2 123-163 123-163 122-289
R1 123-037 123-037 122-259 123-100
PP 122-163 122-163 122-163 122-195
S1 122-037 122-037 122-201 122-100
S2 121-163 121-163 122-171
S3 120-163 121-037 122-142
S4 119-163 120-037 122-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-290 121-290 1-000 0.8% 0-054 0.1% 81% False False 2,713
10 122-290 121-030 1-260 1.5% 0-050 0.1% 90% False False 2,303
20 122-290 120-290 2-000 1.6% 0-025 0.1% 91% False False 1,160
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 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-038
2.618 122-309
1.618 122-279
1.000 122-260
0.618 122-249
HIGH 122-230
0.618 122-219
0.500 122-215
0.382 122-211
LOW 122-200
0.618 122-181
1.000 122-170
1.618 122-151
2.618 122-121
4.250 122-072
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 122-225 122-230
PP 122-220 122-230
S1 122-215 122-230

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

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