ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 01-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
123-032 |
122-317 |
-0-035 |
-0.1% |
122-305 |
High |
123-060 |
123-040 |
-0-020 |
-0.1% |
123-100 |
Low |
122-230 |
122-275 |
0-045 |
0.1% |
122-300 |
Close |
123-002 |
122-297 |
-0-025 |
-0.1% |
123-020 |
Range |
0-150 |
0-085 |
-0-065 |
-43.3% |
0-120 |
ATR |
0-120 |
0-117 |
-0-002 |
-2.1% |
0-000 |
Volume |
254,947 |
111,636 |
-143,311 |
-56.2% |
2,216,914 |
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-246 |
123-196 |
123-024 |
|
R3 |
123-161 |
123-111 |
123-000 |
|
R2 |
123-076 |
123-076 |
122-313 |
|
R1 |
123-026 |
123-026 |
122-305 |
123-008 |
PP |
122-311 |
122-311 |
122-311 |
122-302 |
S1 |
122-261 |
122-261 |
122-289 |
122-244 |
S2 |
122-226 |
122-226 |
122-281 |
|
S3 |
122-141 |
122-176 |
122-274 |
|
S4 |
122-056 |
122-091 |
122-250 |
|
|
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 |
123-082 |
122-230 |
0-172 |
0.4% |
0-113 |
0.3% |
39% |
False |
False |
569,127 |
10 |
123-100 |
122-230 |
0-190 |
0.5% |
0-103 |
0.3% |
35% |
False |
False |
567,315 |
20 |
123-107 |
122-230 |
0-197 |
0.5% |
0-106 |
0.3% |
34% |
False |
False |
503,282 |
40 |
123-107 |
121-102 |
2-005 |
1.6% |
0-130 |
0.3% |
80% |
False |
False |
522,700 |
60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-131 |
0.3% |
78% |
False |
False |
521,686 |
80 |
123-120 |
121-102 |
2-018 |
1.7% |
0-134 |
0.3% |
78% |
False |
False |
449,704 |
100 |
123-120 |
119-020 |
4-100 |
3.5% |
0-120 |
0.3% |
90% |
False |
False |
359,860 |
120 |
123-120 |
117-270 |
5-170 |
4.5% |
0-100 |
0.3% |
92% |
False |
False |
299,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-081 |
2.618 |
123-263 |
1.618 |
123-178 |
1.000 |
123-125 |
0.618 |
123-093 |
HIGH |
123-040 |
0.618 |
123-008 |
0.500 |
122-318 |
0.382 |
122-307 |
LOW |
122-275 |
0.618 |
122-222 |
1.000 |
122-190 |
1.618 |
122-137 |
2.618 |
122-052 |
4.250 |
121-234 |
|
|
Fisher Pivots for day following 01-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
122-318 |
122-305 |
PP |
122-311 |
122-302 |
S1 |
122-304 |
122-300 |
|