ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
123-012 |
122-262 |
-0-070 |
-0.2% |
123-042 |
High |
123-015 |
123-052 |
0-037 |
0.1% |
123-107 |
Low |
122-240 |
122-237 |
-0-003 |
0.0% |
122-240 |
Close |
122-250 |
123-025 |
0-095 |
0.2% |
122-250 |
Range |
0-095 |
0-135 |
0-040 |
42.1% |
0-187 |
ATR |
0-139 |
0-138 |
0-000 |
-0.2% |
0-000 |
Volume |
64,122 |
378,306 |
314,184 |
490.0% |
1,971,945 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-083 |
124-029 |
123-099 |
|
R3 |
123-268 |
123-214 |
123-062 |
|
R2 |
123-133 |
123-133 |
123-050 |
|
R1 |
123-079 |
123-079 |
123-037 |
123-106 |
PP |
122-318 |
122-318 |
122-318 |
123-012 |
S1 |
122-264 |
122-264 |
123-013 |
122-291 |
S2 |
122-183 |
122-183 |
123-000 |
|
S3 |
122-048 |
122-129 |
122-308 |
|
S4 |
121-233 |
121-314 |
122-271 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-227 |
124-105 |
123-033 |
|
R3 |
124-040 |
123-238 |
122-301 |
|
R2 |
123-173 |
123-173 |
122-284 |
|
R1 |
123-051 |
123-051 |
122-267 |
123-018 |
PP |
122-306 |
122-306 |
122-306 |
122-289 |
S1 |
122-184 |
122-184 |
122-233 |
122-152 |
S2 |
122-119 |
122-119 |
122-216 |
|
S3 |
121-252 |
121-317 |
122-199 |
|
S4 |
121-065 |
121-130 |
122-147 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-102 |
122-237 |
0-185 |
0.5% |
0-114 |
0.3% |
58% |
False |
True |
389,876 |
10 |
123-107 |
122-217 |
0-210 |
0.5% |
0-120 |
0.3% |
61% |
False |
False |
484,876 |
20 |
123-107 |
121-185 |
1-242 |
1.4% |
0-141 |
0.4% |
85% |
False |
False |
535,535 |
40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-141 |
0.4% |
86% |
False |
False |
516,769 |
60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-141 |
0.4% |
86% |
False |
False |
489,226 |
80 |
123-120 |
119-060 |
4-060 |
3.4% |
0-135 |
0.3% |
93% |
False |
False |
367,596 |
100 |
123-120 |
117-270 |
5-170 |
4.5% |
0-108 |
0.3% |
95% |
False |
False |
294,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-306 |
2.618 |
124-085 |
1.618 |
123-270 |
1.000 |
123-187 |
0.618 |
123-135 |
HIGH |
123-052 |
0.618 |
123-000 |
0.500 |
122-304 |
0.382 |
122-289 |
LOW |
122-237 |
0.618 |
122-154 |
1.000 |
122-102 |
1.618 |
122-019 |
2.618 |
121-204 |
4.250 |
120-303 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
123-012 |
123-014 |
PP |
122-318 |
123-004 |
S1 |
122-304 |
122-314 |
|