ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
123-055 |
123-055 |
0-000 |
0.0% |
122-305 |
High |
123-100 |
123-082 |
-0-018 |
0.0% |
123-100 |
Low |
123-010 |
123-002 |
-0-008 |
0.0% |
122-300 |
Close |
123-090 |
123-020 |
-0-070 |
-0.2% |
123-020 |
Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-120 |
ATR |
0-119 |
0-116 |
-0-002 |
-1.8% |
0-000 |
Volume |
712,905 |
450,021 |
-262,884 |
-36.9% |
2,216,914 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-275 |
123-227 |
123-064 |
|
R3 |
123-195 |
123-147 |
123-042 |
|
R2 |
123-115 |
123-115 |
123-035 |
|
R1 |
123-067 |
123-067 |
123-027 |
123-051 |
PP |
123-035 |
123-035 |
123-035 |
123-026 |
S1 |
122-307 |
122-307 |
123-013 |
122-291 |
S2 |
122-275 |
122-275 |
123-005 |
|
S3 |
122-195 |
122-227 |
122-318 |
|
S4 |
122-115 |
122-147 |
122-296 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-073 |
124-007 |
123-086 |
|
R3 |
123-273 |
123-207 |
123-053 |
|
R2 |
123-153 |
123-153 |
123-042 |
|
R1 |
123-087 |
123-087 |
123-031 |
123-120 |
PP |
123-033 |
123-033 |
123-033 |
123-050 |
S1 |
122-287 |
122-287 |
123-009 |
123-000 |
S2 |
122-233 |
122-233 |
122-318 |
|
S3 |
122-113 |
122-167 |
122-307 |
|
S4 |
121-313 |
122-047 |
122-274 |
|
|
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% |
0-086 |
0.2% |
43% |
False |
False |
526,300 |
10 |
123-100 |
122-237 |
0-183 |
0.5% |
0-093 |
0.2% |
56% |
False |
False |
462,484 |
20 |
123-107 |
121-202 |
1-225 |
1.4% |
0-118 |
0.3% |
84% |
False |
False |
508,948 |
40 |
123-107 |
121-102 |
2-005 |
1.6% |
0-131 |
0.3% |
87% |
False |
False |
515,432 |
60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-133 |
0.3% |
85% |
False |
False |
517,046 |
80 |
123-120 |
120-170 |
2-270 |
2.3% |
0-141 |
0.4% |
89% |
False |
False |
419,835 |
100 |
123-120 |
118-040 |
5-080 |
4.3% |
0-115 |
0.3% |
94% |
False |
False |
335,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-102 |
2.618 |
123-291 |
1.618 |
123-211 |
1.000 |
123-162 |
0.618 |
123-131 |
HIGH |
123-082 |
0.618 |
123-051 |
0.500 |
123-042 |
0.382 |
123-033 |
LOW |
123-002 |
0.618 |
122-273 |
1.000 |
122-242 |
1.618 |
122-193 |
2.618 |
122-113 |
4.250 |
121-302 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
123-042 |
123-040 |
PP |
123-035 |
123-033 |
S1 |
123-027 |
123-027 |
|