ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 15-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
122-262 |
123-015 |
0-073 |
0.2% |
123-042 |
High |
123-052 |
123-072 |
0-020 |
0.1% |
123-107 |
Low |
122-237 |
122-305 |
0-068 |
0.2% |
122-240 |
Close |
123-025 |
123-005 |
-0-020 |
-0.1% |
122-250 |
Range |
0-135 |
0-087 |
-0-048 |
-35.6% |
0-187 |
ATR |
0-138 |
0-135 |
-0-004 |
-2.7% |
0-000 |
Volume |
378,306 |
470,887 |
92,581 |
24.5% |
1,971,945 |
|
Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-282 |
123-230 |
123-053 |
|
R3 |
123-195 |
123-143 |
123-029 |
|
R2 |
123-108 |
123-108 |
123-021 |
|
R1 |
123-056 |
123-056 |
123-013 |
123-038 |
PP |
123-021 |
123-021 |
123-021 |
123-012 |
S1 |
122-289 |
122-289 |
122-317 |
122-272 |
S2 |
122-254 |
122-254 |
122-309 |
|
S3 |
122-167 |
122-202 |
122-301 |
|
S4 |
122-080 |
122-115 |
122-277 |
|
|
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% |
0-112 |
0.3% |
48% |
False |
False |
402,736 |
10 |
123-107 |
122-237 |
0-190 |
0.5% |
0-113 |
0.3% |
46% |
False |
False |
454,613 |
20 |
123-107 |
121-185 |
1-242 |
1.4% |
0-140 |
0.4% |
82% |
False |
False |
532,209 |
40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-141 |
0.4% |
83% |
False |
False |
518,968 |
60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-141 |
0.4% |
83% |
False |
False |
496,208 |
80 |
123-120 |
119-080 |
4-040 |
3.4% |
0-136 |
0.3% |
91% |
False |
False |
373,482 |
100 |
123-120 |
117-270 |
5-170 |
4.5% |
0-109 |
0.3% |
94% |
False |
False |
298,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-122 |
2.618 |
123-300 |
1.618 |
123-213 |
1.000 |
123-159 |
0.618 |
123-126 |
HIGH |
123-072 |
0.618 |
123-039 |
0.500 |
123-028 |
0.382 |
123-018 |
LOW |
122-305 |
0.618 |
122-251 |
1.000 |
122-218 |
1.618 |
122-164 |
2.618 |
122-077 |
4.250 |
121-255 |
|
|
Fisher Pivots for day following 15-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
123-028 |
123-002 |
PP |
123-021 |
122-318 |
S1 |
123-013 |
122-314 |
|