ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
123-105 |
123-137 |
0-032 |
0.1% |
123-050 |
High |
123-172 |
123-187 |
0-015 |
0.0% |
123-190 |
Low |
123-105 |
123-115 |
0-010 |
0.0% |
122-292 |
Close |
123-155 |
123-157 |
0-002 |
0.0% |
123-127 |
Range |
0-067 |
0-072 |
0-005 |
7.5% |
0-218 |
ATR |
0-110 |
0-107 |
-0-003 |
-2.4% |
0-000 |
Volume |
5,975 |
7,079 |
1,104 |
18.5% |
84,038 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-049 |
124-015 |
123-197 |
|
R3 |
123-297 |
123-263 |
123-177 |
|
R2 |
123-225 |
123-225 |
123-170 |
|
R1 |
123-191 |
123-191 |
123-164 |
123-208 |
PP |
123-153 |
123-153 |
123-153 |
123-162 |
S1 |
123-119 |
123-119 |
123-150 |
123-136 |
S2 |
123-081 |
123-081 |
123-144 |
|
S3 |
123-009 |
123-047 |
123-137 |
|
S4 |
122-257 |
122-295 |
123-117 |
|
|
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 |
123-007 |
0-183 |
0.5% |
0-096 |
0.2% |
82% |
False |
False |
11,369 |
10 |
123-190 |
122-220 |
0-290 |
0.7% |
0-101 |
0.3% |
89% |
False |
False |
51,241 |
20 |
123-190 |
122-220 |
0-290 |
0.7% |
0-098 |
0.2% |
89% |
False |
False |
336,193 |
40 |
123-190 |
121-185 |
2-005 |
1.6% |
0-120 |
0.3% |
95% |
False |
False |
435,864 |
60 |
123-190 |
121-102 |
2-088 |
1.8% |
0-127 |
0.3% |
95% |
False |
False |
456,577 |
80 |
123-190 |
121-102 |
2-088 |
1.8% |
0-130 |
0.3% |
95% |
False |
False |
450,968 |
100 |
123-190 |
119-060 |
4-130 |
3.6% |
0-127 |
0.3% |
98% |
False |
False |
361,315 |
120 |
123-190 |
117-270 |
5-240 |
4.7% |
0-106 |
0.3% |
98% |
False |
False |
301,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-173 |
2.618 |
124-055 |
1.618 |
123-303 |
1.000 |
123-259 |
0.618 |
123-231 |
HIGH |
123-187 |
0.618 |
123-159 |
0.500 |
123-151 |
0.382 |
123-143 |
LOW |
123-115 |
0.618 |
123-071 |
1.000 |
123-043 |
1.618 |
122-319 |
2.618 |
122-247 |
4.250 |
122-129 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-155 |
123-154 |
PP |
123-153 |
123-151 |
S1 |
123-151 |
123-148 |
|