ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 30-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
123-030 |
123-032 |
0-002 |
0.0% |
122-305 |
High |
123-055 |
123-060 |
0-005 |
0.0% |
123-100 |
Low |
122-272 |
122-230 |
-0-042 |
-0.1% |
122-300 |
Close |
123-025 |
123-002 |
-0-023 |
-0.1% |
123-020 |
Range |
0-103 |
0-150 |
0-047 |
45.6% |
0-120 |
ATR |
0-117 |
0-120 |
0-002 |
2.0% |
0-000 |
Volume |
802,765 |
254,947 |
-547,818 |
-68.2% |
2,216,914 |
|
Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-121 |
124-051 |
123-084 |
|
R3 |
123-291 |
123-221 |
123-043 |
|
R2 |
123-141 |
123-141 |
123-030 |
|
R1 |
123-071 |
123-071 |
123-016 |
123-031 |
PP |
122-311 |
122-311 |
122-311 |
122-290 |
S1 |
122-241 |
122-241 |
122-308 |
122-201 |
S2 |
122-161 |
122-161 |
122-294 |
|
S3 |
122-011 |
122-091 |
122-281 |
|
S4 |
121-181 |
121-261 |
122-240 |
|
|
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 |
122-230 |
0-190 |
0.5% |
0-114 |
0.3% |
48% |
False |
True |
689,381 |
10 |
123-100 |
122-230 |
0-190 |
0.5% |
0-102 |
0.3% |
48% |
False |
True |
599,551 |
20 |
123-107 |
122-230 |
0-197 |
0.5% |
0-107 |
0.3% |
47% |
False |
True |
527,082 |
40 |
123-107 |
121-102 |
2-005 |
1.6% |
0-131 |
0.3% |
84% |
False |
False |
532,176 |
60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-131 |
0.3% |
82% |
False |
False |
526,821 |
80 |
123-120 |
121-030 |
2-090 |
1.9% |
0-139 |
0.4% |
84% |
False |
False |
448,329 |
100 |
123-120 |
119-020 |
4-100 |
3.5% |
0-119 |
0.3% |
91% |
False |
False |
358,744 |
120 |
123-120 |
117-270 |
5-170 |
4.5% |
0-099 |
0.3% |
93% |
False |
False |
298,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-058 |
2.618 |
124-133 |
1.618 |
123-303 |
1.000 |
123-210 |
0.618 |
123-153 |
HIGH |
123-060 |
0.618 |
123-003 |
0.500 |
122-305 |
0.382 |
122-287 |
LOW |
122-230 |
0.618 |
122-137 |
1.000 |
122-080 |
1.618 |
121-307 |
2.618 |
121-157 |
4.250 |
120-232 |
|
|
Fisher Pivots for day following 30-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
122-316 |
122-316 |
PP |
122-311 |
122-311 |
S1 |
122-305 |
122-305 |
|