ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
123-010 |
123-035 |
0-025 |
0.1% |
122-312 |
High |
123-052 |
123-135 |
0-083 |
0.2% |
123-060 |
Low |
122-315 |
123-007 |
0-012 |
0.0% |
122-220 |
Close |
123-027 |
123-125 |
0-098 |
0.2% |
123-045 |
Range |
0-057 |
0-128 |
0-071 |
124.6% |
0-160 |
ATR |
0-113 |
0-114 |
0-001 |
1.0% |
0-000 |
Volume |
17,762 |
16,397 |
-1,365 |
-7.7% |
2,444,358 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-153 |
124-107 |
123-195 |
|
R3 |
124-025 |
123-299 |
123-160 |
|
R2 |
123-217 |
123-217 |
123-148 |
|
R1 |
123-171 |
123-171 |
123-137 |
123-194 |
PP |
123-089 |
123-089 |
123-089 |
123-100 |
S1 |
123-043 |
123-043 |
123-113 |
123-066 |
S2 |
122-281 |
122-281 |
123-102 |
|
S3 |
122-153 |
122-235 |
123-090 |
|
S4 |
122-025 |
122-107 |
123-055 |
|
|
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 |
123-135 |
122-220 |
0-235 |
0.6% |
0-101 |
0.3% |
96% |
True |
False |
43,403 |
10 |
123-135 |
122-220 |
0-235 |
0.6% |
0-107 |
0.3% |
96% |
True |
False |
366,392 |
20 |
123-135 |
122-220 |
0-235 |
0.6% |
0-104 |
0.3% |
96% |
True |
False |
411,310 |
40 |
123-135 |
121-102 |
2-033 |
1.7% |
0-125 |
0.3% |
99% |
True |
False |
484,813 |
60 |
123-135 |
121-102 |
2-033 |
1.7% |
0-130 |
0.3% |
99% |
True |
False |
490,579 |
80 |
123-135 |
121-102 |
2-033 |
1.7% |
0-132 |
0.3% |
99% |
True |
False |
450,836 |
100 |
123-135 |
119-020 |
4-115 |
3.5% |
0-124 |
0.3% |
99% |
True |
False |
360,914 |
120 |
123-135 |
117-270 |
5-185 |
4.5% |
0-103 |
0.3% |
99% |
True |
False |
300,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-039 |
2.618 |
124-150 |
1.618 |
124-022 |
1.000 |
123-263 |
0.618 |
123-214 |
HIGH |
123-135 |
0.618 |
123-086 |
0.500 |
123-071 |
0.382 |
123-056 |
LOW |
123-007 |
0.618 |
122-248 |
1.000 |
122-199 |
1.618 |
122-120 |
2.618 |
121-312 |
4.250 |
121-103 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-107 |
123-101 |
PP |
123-089 |
123-077 |
S1 |
123-071 |
123-054 |
|