ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
122-317 |
123-050 |
0-053 |
0.1% |
122-312 |
High |
123-057 |
123-050 |
-0-007 |
0.0% |
123-060 |
Low |
122-220 |
122-292 |
0-072 |
0.2% |
122-220 |
Close |
123-045 |
123-032 |
-0-013 |
0.0% |
123-045 |
Range |
0-157 |
0-078 |
-0-079 |
-50.3% |
0-160 |
ATR |
0-120 |
0-117 |
-0-003 |
-2.5% |
0-000 |
Volume |
48,740 |
22,482 |
-26,258 |
-53.9% |
2,444,358 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-252 |
123-220 |
123-075 |
|
R3 |
123-174 |
123-142 |
123-053 |
|
R2 |
123-096 |
123-096 |
123-046 |
|
R1 |
123-064 |
123-064 |
123-039 |
123-041 |
PP |
123-018 |
123-018 |
123-018 |
123-006 |
S1 |
122-306 |
122-306 |
123-025 |
122-283 |
S2 |
122-260 |
122-260 |
123-018 |
|
S3 |
122-182 |
122-228 |
123-011 |
|
S4 |
122-104 |
122-150 |
122-309 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-162 |
124-103 |
123-133 |
|
R3 |
124-002 |
123-263 |
123-089 |
|
R2 |
123-162 |
123-162 |
123-074 |
|
R1 |
123-103 |
123-103 |
123-060 |
123-132 |
PP |
123-002 |
123-002 |
123-002 |
123-016 |
S1 |
122-263 |
122-263 |
123-030 |
122-292 |
S2 |
122-162 |
122-162 |
123-016 |
|
S3 |
122-002 |
122-103 |
123-001 |
|
S4 |
121-162 |
121-263 |
122-277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-060 |
122-220 |
0-160 |
0.4% |
0-115 |
0.3% |
83% |
False |
False |
248,114 |
10 |
123-100 |
122-220 |
0-200 |
0.5% |
0-102 |
0.3% |
66% |
False |
False |
468,375 |
20 |
123-107 |
122-220 |
0-207 |
0.5% |
0-105 |
0.3% |
64% |
False |
False |
449,975 |
40 |
123-107 |
121-102 |
2-005 |
1.6% |
0-129 |
0.3% |
88% |
False |
False |
497,340 |
60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-131 |
0.3% |
87% |
False |
False |
505,487 |
80 |
123-120 |
121-102 |
2-018 |
1.7% |
0-132 |
0.3% |
87% |
False |
False |
450,567 |
100 |
123-120 |
119-020 |
4-100 |
3.5% |
0-122 |
0.3% |
94% |
False |
False |
360,573 |
120 |
123-120 |
117-270 |
5-170 |
4.5% |
0-102 |
0.3% |
95% |
False |
False |
300,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-062 |
2.618 |
123-254 |
1.618 |
123-176 |
1.000 |
123-128 |
0.618 |
123-098 |
HIGH |
123-050 |
0.618 |
123-020 |
0.500 |
123-011 |
0.382 |
123-002 |
LOW |
122-292 |
0.618 |
122-244 |
1.000 |
122-214 |
1.618 |
122-166 |
2.618 |
122-088 |
4.250 |
121-280 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-025 |
123-014 |
PP |
123-018 |
122-316 |
S1 |
123-011 |
122-298 |
|