ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 28-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
123-055 |
122-312 |
-0-063 |
-0.2% |
122-305 |
High |
123-082 |
123-057 |
-0-025 |
-0.1% |
123-100 |
Low |
123-002 |
122-232 |
-0-090 |
-0.2% |
122-300 |
Close |
123-020 |
123-050 |
0-030 |
0.1% |
123-020 |
Range |
0-080 |
0-145 |
0-065 |
81.3% |
0-120 |
ATR |
0-116 |
0-119 |
0-002 |
1.7% |
0-000 |
Volume |
450,021 |
1,226,270 |
776,249 |
172.5% |
2,216,914 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-121 |
124-071 |
123-130 |
|
R3 |
123-296 |
123-246 |
123-090 |
|
R2 |
123-151 |
123-151 |
123-077 |
|
R1 |
123-101 |
123-101 |
123-063 |
123-126 |
PP |
123-006 |
123-006 |
123-006 |
123-019 |
S1 |
122-276 |
122-276 |
123-037 |
122-301 |
S2 |
122-181 |
122-181 |
123-023 |
|
S3 |
122-036 |
122-131 |
123-010 |
|
S4 |
121-211 |
121-306 |
122-290 |
|
|
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 |
122-232 |
0-188 |
0.5% |
0-090 |
0.2% |
73% |
False |
True |
688,636 |
10 |
123-100 |
122-232 |
0-188 |
0.5% |
0-098 |
0.2% |
73% |
False |
True |
578,699 |
20 |
123-107 |
121-305 |
1-122 |
1.1% |
0-117 |
0.3% |
87% |
False |
False |
543,231 |
40 |
123-107 |
121-102 |
2-005 |
1.6% |
0-132 |
0.3% |
91% |
False |
False |
533,426 |
60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-133 |
0.3% |
89% |
False |
False |
527,094 |
80 |
123-120 |
120-170 |
2-270 |
2.3% |
0-143 |
0.4% |
92% |
False |
False |
435,142 |
100 |
123-120 |
119-000 |
4-120 |
3.6% |
0-116 |
0.3% |
95% |
False |
False |
348,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-033 |
2.618 |
124-117 |
1.618 |
123-292 |
1.000 |
123-202 |
0.618 |
123-147 |
HIGH |
123-057 |
0.618 |
123-002 |
0.500 |
122-304 |
0.382 |
122-287 |
LOW |
122-232 |
0.618 |
122-142 |
1.000 |
122-087 |
1.618 |
121-317 |
2.618 |
121-172 |
4.250 |
120-256 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
123-028 |
123-035 |
PP |
123-006 |
123-021 |
S1 |
122-304 |
123-006 |
|