ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
123-157 |
123-105 |
-0-052 |
-0.1% |
123-050 |
High |
123-190 |
123-172 |
-0-018 |
0.0% |
123-190 |
Low |
123-115 |
123-105 |
-0-010 |
0.0% |
122-292 |
Close |
123-127 |
123-155 |
0-028 |
0.1% |
123-127 |
Range |
0-075 |
0-067 |
-0-008 |
-10.7% |
0-218 |
ATR |
0-113 |
0-110 |
-0-003 |
-2.9% |
0-000 |
Volume |
12,022 |
5,975 |
-6,047 |
-50.3% |
84,038 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-025 |
123-317 |
123-192 |
|
R3 |
123-278 |
123-250 |
123-173 |
|
R2 |
123-211 |
123-211 |
123-167 |
|
R1 |
123-183 |
123-183 |
123-161 |
123-197 |
PP |
123-144 |
123-144 |
123-144 |
123-151 |
S1 |
123-116 |
123-116 |
123-149 |
123-130 |
S2 |
123-077 |
123-077 |
123-143 |
|
S3 |
123-010 |
123-049 |
123-137 |
|
S4 |
122-263 |
122-302 |
123-118 |
|
|
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 |
122-315 |
0-195 |
0.5% |
0-093 |
0.2% |
82% |
False |
False |
13,506 |
10 |
123-190 |
122-220 |
0-290 |
0.7% |
0-104 |
0.3% |
88% |
False |
False |
130,810 |
20 |
123-190 |
122-220 |
0-290 |
0.7% |
0-101 |
0.3% |
88% |
False |
False |
354,754 |
40 |
123-190 |
121-185 |
2-005 |
1.6% |
0-122 |
0.3% |
95% |
False |
False |
446,275 |
60 |
123-190 |
121-102 |
2-088 |
1.8% |
0-128 |
0.3% |
95% |
False |
False |
464,430 |
80 |
123-190 |
121-102 |
2-088 |
1.8% |
0-131 |
0.3% |
95% |
False |
False |
451,093 |
100 |
123-190 |
119-060 |
4-130 |
3.6% |
0-127 |
0.3% |
98% |
False |
False |
361,248 |
120 |
123-190 |
117-270 |
5-240 |
4.7% |
0-106 |
0.3% |
98% |
False |
False |
301,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-137 |
2.618 |
124-027 |
1.618 |
123-280 |
1.000 |
123-239 |
0.618 |
123-213 |
HIGH |
123-172 |
0.618 |
123-146 |
0.500 |
123-138 |
0.382 |
123-131 |
LOW |
123-105 |
0.618 |
123-064 |
1.000 |
123-038 |
1.618 |
122-317 |
2.618 |
122-250 |
4.250 |
122-140 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-150 |
123-143 |
PP |
123-144 |
123-132 |
S1 |
123-138 |
123-120 |
|