ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
123-100 |
123-157 |
0-057 |
0.1% |
123-050 |
High |
123-190 |
123-190 |
0-000 |
0.0% |
123-190 |
Low |
123-050 |
123-115 |
0-065 |
0.2% |
122-292 |
Close |
123-182 |
123-127 |
-0-055 |
-0.1% |
123-127 |
Range |
0-140 |
0-075 |
-0-065 |
-46.4% |
0-218 |
ATR |
0-116 |
0-113 |
-0-003 |
-2.5% |
0-000 |
Volume |
15,375 |
12,022 |
-3,353 |
-21.8% |
84,038 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-049 |
124-003 |
123-168 |
|
R3 |
123-294 |
123-248 |
123-148 |
|
R2 |
123-219 |
123-219 |
123-141 |
|
R1 |
123-173 |
123-173 |
123-134 |
123-158 |
PP |
123-144 |
123-144 |
123-144 |
123-137 |
S1 |
123-098 |
123-098 |
123-120 |
123-084 |
S2 |
123-069 |
123-069 |
123-113 |
|
S3 |
122-314 |
123-023 |
123-106 |
|
S4 |
122-239 |
122-268 |
123-086 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-110 |
125-017 |
123-247 |
|
R3 |
124-212 |
124-119 |
123-187 |
|
R2 |
123-314 |
123-314 |
123-167 |
|
R1 |
123-221 |
123-221 |
123-147 |
123-268 |
PP |
123-096 |
123-096 |
123-096 |
123-120 |
S1 |
123-003 |
123-003 |
123-107 |
123-050 |
S2 |
122-198 |
122-198 |
123-087 |
|
S3 |
121-300 |
122-105 |
123-067 |
|
S4 |
121-082 |
121-207 |
123-007 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-190 |
122-292 |
0-218 |
0.6% |
0-096 |
0.2% |
71% |
True |
False |
16,807 |
10 |
123-190 |
122-220 |
0-290 |
0.7% |
0-112 |
0.3% |
78% |
True |
False |
252,839 |
20 |
123-190 |
122-220 |
0-290 |
0.7% |
0-103 |
0.3% |
78% |
True |
False |
357,662 |
40 |
123-190 |
121-185 |
2-005 |
1.6% |
0-123 |
0.3% |
90% |
True |
False |
457,510 |
60 |
123-190 |
121-102 |
2-088 |
1.8% |
0-128 |
0.3% |
91% |
True |
False |
470,886 |
80 |
123-190 |
121-102 |
2-088 |
1.8% |
0-132 |
0.3% |
91% |
True |
False |
451,068 |
100 |
123-190 |
119-020 |
4-170 |
3.7% |
0-126 |
0.3% |
96% |
True |
False |
361,188 |
120 |
123-190 |
117-270 |
5-240 |
4.7% |
0-105 |
0.3% |
97% |
True |
False |
300,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-189 |
2.618 |
124-066 |
1.618 |
123-311 |
1.000 |
123-265 |
0.618 |
123-236 |
HIGH |
123-190 |
0.618 |
123-161 |
0.500 |
123-152 |
0.382 |
123-144 |
LOW |
123-115 |
0.618 |
123-069 |
1.000 |
123-040 |
1.618 |
122-314 |
2.618 |
122-239 |
4.250 |
122-116 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-152 |
123-118 |
PP |
123-144 |
123-108 |
S1 |
123-136 |
123-098 |
|