ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
123-035 |
123-100 |
0-065 |
0.2% |
122-312 |
High |
123-135 |
123-190 |
0-055 |
0.1% |
123-060 |
Low |
123-007 |
123-050 |
0-043 |
0.1% |
122-220 |
Close |
123-125 |
123-182 |
0-057 |
0.1% |
123-045 |
Range |
0-128 |
0-140 |
0-012 |
9.4% |
0-160 |
ATR |
0-114 |
0-116 |
0-002 |
1.6% |
0-000 |
Volume |
16,397 |
15,375 |
-1,022 |
-6.2% |
2,444,358 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-241 |
124-191 |
123-259 |
|
R3 |
124-101 |
124-051 |
123-220 |
|
R2 |
123-281 |
123-281 |
123-208 |
|
R1 |
123-231 |
123-231 |
123-195 |
123-256 |
PP |
123-141 |
123-141 |
123-141 |
123-153 |
S1 |
123-091 |
123-091 |
123-169 |
123-116 |
S2 |
123-001 |
123-001 |
123-156 |
|
S3 |
122-181 |
122-271 |
123-144 |
|
S4 |
122-041 |
122-131 |
123-105 |
|
|
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 |
123-190 |
122-220 |
0-290 |
0.7% |
0-112 |
0.3% |
97% |
True |
False |
24,151 |
10 |
123-190 |
122-220 |
0-290 |
0.7% |
0-112 |
0.3% |
97% |
True |
False |
296,639 |
20 |
123-190 |
122-220 |
0-290 |
0.7% |
0-105 |
0.3% |
97% |
True |
False |
383,641 |
40 |
123-190 |
121-185 |
2-005 |
1.6% |
0-125 |
0.3% |
99% |
True |
False |
471,038 |
60 |
123-190 |
121-102 |
2-088 |
1.8% |
0-130 |
0.3% |
99% |
True |
False |
481,129 |
80 |
123-190 |
121-102 |
2-088 |
1.8% |
0-132 |
0.3% |
99% |
True |
False |
450,989 |
100 |
123-190 |
119-020 |
4-170 |
3.7% |
0-125 |
0.3% |
99% |
True |
False |
361,068 |
120 |
123-190 |
117-270 |
5-240 |
4.7% |
0-104 |
0.3% |
100% |
True |
False |
300,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-145 |
2.618 |
124-237 |
1.618 |
124-097 |
1.000 |
124-010 |
0.618 |
123-277 |
HIGH |
123-190 |
0.618 |
123-137 |
0.500 |
123-120 |
0.382 |
123-103 |
LOW |
123-050 |
0.618 |
122-283 |
1.000 |
122-230 |
1.618 |
122-143 |
2.618 |
122-003 |
4.250 |
121-095 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-161 |
123-152 |
PP |
123-141 |
123-122 |
S1 |
123-120 |
123-092 |
|