ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 08-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
123-042 |
123-015 |
-0-027 |
-0.1% |
121-310 |
High |
123-107 |
123-072 |
-0-035 |
-0.1% |
123-102 |
Low |
123-010 |
122-295 |
-0-035 |
-0.1% |
121-305 |
Close |
123-057 |
122-315 |
-0-062 |
-0.2% |
123-040 |
Range |
0-097 |
0-097 |
0-000 |
0.0% |
1-117 |
ATR |
0-149 |
0-145 |
-0-004 |
-2.5% |
0-000 |
Volume |
400,867 |
406,590 |
5,723 |
1.4% |
3,105,686 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-305 |
123-247 |
123-048 |
|
R3 |
123-208 |
123-150 |
123-022 |
|
R2 |
123-111 |
123-111 |
123-013 |
|
R1 |
123-053 |
123-053 |
123-004 |
123-034 |
PP |
123-014 |
123-014 |
123-014 |
123-004 |
S1 |
122-276 |
122-276 |
122-306 |
122-256 |
S2 |
122-237 |
122-237 |
122-297 |
|
S3 |
122-140 |
122-179 |
122-288 |
|
S4 |
122-043 |
122-082 |
122-262 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-287 |
126-120 |
123-280 |
|
R3 |
125-170 |
125-003 |
123-160 |
|
R2 |
124-053 |
124-053 |
123-120 |
|
R1 |
123-206 |
123-206 |
123-080 |
123-290 |
PP |
122-256 |
122-256 |
122-256 |
122-297 |
S1 |
122-089 |
122-089 |
123-000 |
122-172 |
S2 |
121-139 |
121-139 |
122-280 |
|
S3 |
120-022 |
120-292 |
122-240 |
|
S4 |
118-225 |
119-175 |
122-120 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-107 |
122-260 |
0-167 |
0.4% |
0-113 |
0.3% |
33% |
False |
False |
506,490 |
10 |
123-107 |
121-185 |
1-242 |
1.4% |
0-154 |
0.4% |
80% |
False |
False |
600,678 |
20 |
123-107 |
121-102 |
2-005 |
1.6% |
0-147 |
0.4% |
83% |
False |
False |
558,317 |
40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-143 |
0.4% |
81% |
False |
False |
530,214 |
60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-142 |
0.4% |
81% |
False |
False |
464,012 |
80 |
123-120 |
119-020 |
4-100 |
3.5% |
0-129 |
0.3% |
91% |
False |
False |
348,315 |
100 |
123-120 |
117-270 |
5-170 |
4.5% |
0-103 |
0.3% |
93% |
False |
False |
278,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-164 |
2.618 |
124-006 |
1.618 |
123-229 |
1.000 |
123-169 |
0.618 |
123-132 |
HIGH |
123-072 |
0.618 |
123-035 |
0.500 |
123-024 |
0.382 |
123-012 |
LOW |
122-295 |
0.618 |
122-235 |
1.000 |
122-198 |
1.618 |
122-138 |
2.618 |
122-041 |
4.250 |
121-203 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
123-024 |
123-024 |
PP |
123-014 |
123-014 |
S1 |
123-004 |
123-004 |
|