ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 29-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
122-312 |
123-030 |
0-038 |
0.1% |
122-305 |
High |
123-057 |
123-055 |
-0-002 |
0.0% |
123-100 |
Low |
122-232 |
122-272 |
0-040 |
0.1% |
122-300 |
Close |
123-050 |
123-025 |
-0-025 |
-0.1% |
123-020 |
Range |
0-145 |
0-103 |
-0-042 |
-29.0% |
0-120 |
ATR |
0-119 |
0-117 |
-0-001 |
-0.9% |
0-000 |
Volume |
1,226,270 |
802,765 |
-423,505 |
-34.5% |
2,216,914 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-000 |
123-275 |
123-082 |
|
R3 |
123-217 |
123-172 |
123-053 |
|
R2 |
123-114 |
123-114 |
123-044 |
|
R1 |
123-069 |
123-069 |
123-034 |
123-040 |
PP |
123-011 |
123-011 |
123-011 |
122-316 |
S1 |
122-286 |
122-286 |
123-016 |
122-257 |
S2 |
122-228 |
122-228 |
123-006 |
|
S3 |
122-125 |
122-183 |
122-317 |
|
S4 |
122-022 |
122-080 |
122-288 |
|
|
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% |
0-100 |
0.3% |
60% |
False |
False |
764,913 |
10 |
123-100 |
122-232 |
0-188 |
0.5% |
0-095 |
0.2% |
60% |
False |
False |
621,145 |
20 |
123-107 |
122-217 |
0-210 |
0.5% |
0-108 |
0.3% |
61% |
False |
False |
553,010 |
40 |
123-107 |
121-102 |
2-005 |
1.6% |
0-130 |
0.3% |
87% |
False |
False |
539,880 |
60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-131 |
0.3% |
86% |
False |
False |
531,337 |
80 |
123-120 |
120-260 |
2-180 |
2.1% |
0-141 |
0.4% |
88% |
False |
False |
445,148 |
100 |
123-120 |
119-020 |
4-100 |
3.5% |
0-117 |
0.3% |
93% |
False |
False |
356,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-173 |
2.618 |
124-005 |
1.618 |
123-222 |
1.000 |
123-158 |
0.618 |
123-119 |
HIGH |
123-055 |
0.618 |
123-016 |
0.500 |
123-004 |
0.382 |
122-311 |
LOW |
122-272 |
0.618 |
122-208 |
1.000 |
122-169 |
1.618 |
122-105 |
2.618 |
122-002 |
4.250 |
121-154 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
123-018 |
123-016 |
PP |
123-011 |
123-006 |
S1 |
123-004 |
122-317 |
|