ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
122-280 |
122-230 |
-0-050 |
-0.1% |
121-300 |
| High |
122-290 |
122-230 |
-0-060 |
-0.2% |
122-290 |
| Low |
122-250 |
122-190 |
-0-060 |
-0.2% |
121-290 |
| Close |
122-270 |
122-210 |
-0-060 |
-0.2% |
122-230 |
| Range |
0-040 |
0-040 |
0-000 |
0.0% |
1-000 |
| ATR |
0-077 |
0-077 |
0-000 |
0.3% |
0-000 |
| Volume |
4,898 |
2,920 |
-1,978 |
-40.4% |
13,569 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-010 |
122-310 |
122-232 |
|
| R3 |
122-290 |
122-270 |
122-221 |
|
| R2 |
122-250 |
122-250 |
122-217 |
|
| R1 |
122-230 |
122-230 |
122-214 |
122-220 |
| PP |
122-210 |
122-210 |
122-210 |
122-205 |
| S1 |
122-190 |
122-190 |
122-206 |
122-180 |
| S2 |
122-170 |
122-170 |
122-203 |
|
| S3 |
122-130 |
122-150 |
122-199 |
|
| S4 |
122-090 |
122-110 |
122-188 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-080 |
|
2.618 |
123-015 |
|
1.618 |
122-295 |
|
1.000 |
122-270 |
|
0.618 |
122-255 |
|
HIGH |
122-230 |
|
0.618 |
122-215 |
|
0.500 |
122-210 |
|
0.382 |
122-205 |
|
LOW |
122-190 |
|
0.618 |
122-165 |
|
1.000 |
122-150 |
|
1.618 |
122-125 |
|
2.618 |
122-085 |
|
4.250 |
122-020 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-210 |
122-240 |
| PP |
122-210 |
122-230 |
| S1 |
122-210 |
122-220 |
|