ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 16-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
123-015 |
123-010 |
-0-005 |
0.0% |
123-042 |
High |
123-072 |
123-062 |
-0-010 |
0.0% |
123-107 |
Low |
122-305 |
122-312 |
0-007 |
0.0% |
122-240 |
Close |
123-005 |
123-017 |
0-012 |
0.0% |
122-250 |
Range |
0-087 |
0-070 |
-0-017 |
-19.5% |
0-187 |
ATR |
0-135 |
0-130 |
-0-005 |
-3.4% |
0-000 |
Volume |
470,887 |
433,988 |
-36,899 |
-7.8% |
1,971,945 |
|
Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-234 |
123-195 |
123-056 |
|
R3 |
123-164 |
123-125 |
123-036 |
|
R2 |
123-094 |
123-094 |
123-030 |
|
R1 |
123-055 |
123-055 |
123-023 |
123-074 |
PP |
123-024 |
123-024 |
123-024 |
123-033 |
S1 |
122-305 |
122-305 |
123-011 |
123-004 |
S2 |
122-274 |
122-274 |
123-004 |
|
S3 |
122-204 |
122-235 |
122-318 |
|
S4 |
122-134 |
122-165 |
122-298 |
|
|
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 |
123-072 |
122-237 |
0-155 |
0.4% |
0-101 |
0.3% |
65% |
False |
False |
375,784 |
10 |
123-107 |
122-237 |
0-190 |
0.5% |
0-109 |
0.3% |
53% |
False |
False |
439,249 |
20 |
123-107 |
121-185 |
1-242 |
1.4% |
0-138 |
0.4% |
84% |
False |
False |
530,152 |
40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-137 |
0.3% |
84% |
False |
False |
515,874 |
60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-139 |
0.4% |
84% |
False |
False |
502,847 |
80 |
123-120 |
119-080 |
4-040 |
3.4% |
0-137 |
0.3% |
92% |
False |
False |
378,907 |
100 |
123-120 |
117-270 |
5-170 |
4.5% |
0-109 |
0.3% |
94% |
False |
False |
303,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-040 |
2.618 |
123-245 |
1.618 |
123-175 |
1.000 |
123-132 |
0.618 |
123-105 |
HIGH |
123-062 |
0.618 |
123-035 |
0.500 |
123-027 |
0.382 |
123-019 |
LOW |
122-312 |
0.618 |
122-269 |
1.000 |
122-242 |
1.618 |
122-199 |
2.618 |
122-129 |
4.250 |
122-014 |
|
|
Fisher Pivots for day following 16-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
123-027 |
123-010 |
PP |
123-024 |
123-002 |
S1 |
123-020 |
122-314 |
|