ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 17-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
123-010 |
123-047 |
0-037 |
0.1% |
123-042 |
High |
123-062 |
123-075 |
0-013 |
0.0% |
123-107 |
Low |
122-312 |
122-280 |
-0-032 |
-0.1% |
122-240 |
Close |
123-017 |
123-057 |
0-040 |
0.1% |
122-250 |
Range |
0-070 |
0-115 |
0-045 |
64.3% |
0-187 |
ATR |
0-130 |
0-129 |
-0-001 |
-0.8% |
0-000 |
Volume |
433,988 |
646,038 |
212,050 |
48.9% |
1,971,945 |
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-056 |
124-011 |
123-120 |
|
R3 |
123-261 |
123-216 |
123-089 |
|
R2 |
123-146 |
123-146 |
123-078 |
|
R1 |
123-101 |
123-101 |
123-068 |
123-124 |
PP |
123-031 |
123-031 |
123-031 |
123-042 |
S1 |
122-306 |
122-306 |
123-046 |
123-008 |
S2 |
122-236 |
122-236 |
123-036 |
|
S3 |
122-121 |
122-191 |
123-025 |
|
S4 |
122-006 |
122-076 |
122-314 |
|
|
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 |
123-075 |
122-237 |
0-158 |
0.4% |
0-100 |
0.3% |
89% |
True |
False |
398,668 |
10 |
123-107 |
122-237 |
0-190 |
0.5% |
0-107 |
0.3% |
74% |
False |
False |
443,851 |
20 |
123-107 |
121-185 |
1-242 |
1.4% |
0-137 |
0.3% |
91% |
False |
False |
528,434 |
40 |
123-120 |
121-102 |
2-018 |
1.7% |
0-136 |
0.3% |
90% |
False |
False |
517,088 |
60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-138 |
0.4% |
90% |
False |
False |
510,943 |
80 |
123-120 |
119-140 |
3-300 |
3.2% |
0-138 |
0.4% |
95% |
False |
False |
386,982 |
100 |
123-120 |
117-270 |
5-170 |
4.5% |
0-111 |
0.3% |
96% |
False |
False |
309,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-244 |
2.618 |
124-056 |
1.618 |
123-261 |
1.000 |
123-190 |
0.618 |
123-146 |
HIGH |
123-075 |
0.618 |
123-031 |
0.500 |
123-018 |
0.382 |
123-004 |
LOW |
122-280 |
0.618 |
122-209 |
1.000 |
122-165 |
1.618 |
122-094 |
2.618 |
121-299 |
4.250 |
121-111 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
123-044 |
123-044 |
PP |
123-031 |
123-031 |
S1 |
123-018 |
123-018 |
|