ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
123-020 |
123-055 |
0-035 |
0.1% |
122-262 |
High |
123-060 |
123-100 |
0-040 |
0.1% |
123-087 |
Low |
122-300 |
123-010 |
0-030 |
0.1% |
122-237 |
Close |
123-050 |
123-090 |
0-040 |
0.1% |
122-300 |
Range |
0-080 |
0-090 |
0-010 |
12.5% |
0-170 |
ATR |
0-121 |
0-119 |
-0-002 |
-1.8% |
0-000 |
Volume |
632,607 |
712,905 |
80,298 |
12.7% |
2,343,808 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-017 |
123-303 |
123-140 |
|
R3 |
123-247 |
123-213 |
123-115 |
|
R2 |
123-157 |
123-157 |
123-106 |
|
R1 |
123-123 |
123-123 |
123-098 |
123-140 |
PP |
123-067 |
123-067 |
123-067 |
123-075 |
S1 |
123-033 |
123-033 |
123-082 |
123-050 |
S2 |
122-297 |
122-297 |
123-074 |
|
S3 |
122-207 |
122-263 |
123-065 |
|
S4 |
122-117 |
122-173 |
123-040 |
|
|
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 |
123-100 |
122-280 |
0-140 |
0.4% |
0-093 |
0.2% |
93% |
True |
False |
565,504 |
10 |
123-100 |
122-237 |
0-183 |
0.5% |
0-097 |
0.2% |
95% |
True |
False |
470,644 |
20 |
123-107 |
121-185 |
1-242 |
1.4% |
0-125 |
0.3% |
97% |
False |
False |
525,757 |
40 |
123-107 |
121-102 |
2-005 |
1.6% |
0-131 |
0.3% |
97% |
False |
False |
517,201 |
60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-134 |
0.3% |
95% |
False |
False |
518,856 |
80 |
123-120 |
120-170 |
2-270 |
2.3% |
0-141 |
0.4% |
97% |
False |
False |
414,243 |
100 |
123-120 |
118-040 |
5-080 |
4.3% |
0-114 |
0.3% |
98% |
False |
False |
331,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-162 |
2.618 |
124-016 |
1.618 |
123-246 |
1.000 |
123-190 |
0.618 |
123-156 |
HIGH |
123-100 |
0.618 |
123-066 |
0.500 |
123-055 |
0.382 |
123-044 |
LOW |
123-010 |
0.618 |
122-274 |
1.000 |
122-240 |
1.618 |
122-184 |
2.618 |
122-094 |
4.250 |
121-268 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
123-078 |
123-073 |
PP |
123-067 |
123-057 |
S1 |
123-055 |
123-040 |
|