ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 21-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
123-065 |
122-305 |
-0-080 |
-0.2% |
122-262 |
High |
123-087 |
123-040 |
-0-047 |
-0.1% |
123-087 |
Low |
122-280 |
122-305 |
0-025 |
0.1% |
122-237 |
Close |
122-300 |
123-005 |
0-025 |
0.1% |
122-300 |
Range |
0-127 |
0-055 |
-0-072 |
-56.7% |
0-170 |
ATR |
0-129 |
0-124 |
-0-005 |
-3.8% |
0-000 |
Volume |
414,589 |
421,381 |
6,792 |
1.6% |
2,343,808 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-175 |
123-145 |
123-035 |
|
R3 |
123-120 |
123-090 |
123-020 |
|
R2 |
123-065 |
123-065 |
123-015 |
|
R1 |
123-035 |
123-035 |
123-010 |
123-050 |
PP |
123-010 |
123-010 |
123-010 |
123-018 |
S1 |
122-300 |
122-300 |
123-000 |
122-315 |
S2 |
122-275 |
122-275 |
122-315 |
|
S3 |
122-220 |
122-245 |
122-310 |
|
S4 |
122-165 |
122-190 |
122-295 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-185 |
124-092 |
123-074 |
|
R3 |
124-015 |
123-242 |
123-027 |
|
R2 |
123-165 |
123-165 |
123-011 |
|
R1 |
123-072 |
123-072 |
122-316 |
123-118 |
PP |
122-315 |
122-315 |
122-315 |
123-018 |
S1 |
122-222 |
122-222 |
122-284 |
122-268 |
S2 |
122-145 |
122-145 |
122-269 |
|
S3 |
121-295 |
122-052 |
122-253 |
|
S4 |
121-125 |
121-202 |
122-206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-087 |
122-280 |
0-127 |
0.3% |
0-091 |
0.2% |
35% |
False |
False |
477,376 |
10 |
123-102 |
122-237 |
0-185 |
0.5% |
0-103 |
0.3% |
48% |
False |
False |
433,626 |
20 |
123-107 |
121-185 |
1-242 |
1.4% |
0-134 |
0.3% |
82% |
False |
False |
528,202 |
40 |
123-107 |
121-102 |
2-005 |
1.6% |
0-134 |
0.3% |
84% |
False |
False |
509,581 |
60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-136 |
0.3% |
83% |
False |
False |
511,176 |
80 |
123-120 |
120-160 |
2-280 |
2.3% |
0-140 |
0.4% |
88% |
False |
False |
397,432 |
100 |
123-120 |
117-270 |
5-170 |
4.5% |
0-112 |
0.3% |
94% |
False |
False |
317,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-274 |
2.618 |
123-184 |
1.618 |
123-129 |
1.000 |
123-095 |
0.618 |
123-074 |
HIGH |
123-040 |
0.618 |
123-019 |
0.500 |
123-012 |
0.382 |
123-006 |
LOW |
122-305 |
0.618 |
122-271 |
1.000 |
122-250 |
1.618 |
122-216 |
2.618 |
122-161 |
4.250 |
122-071 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
123-012 |
123-024 |
PP |
123-010 |
123-017 |
S1 |
123-008 |
123-011 |
|