ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
123-145 |
123-160 |
0-015 |
0.0% |
123-050 |
High |
123-170 |
123-180 |
0-010 |
0.0% |
123-190 |
Low |
123-132 |
123-125 |
-0-007 |
0.0% |
122-292 |
Close |
123-155 |
123-152 |
-0-003 |
0.0% |
123-127 |
Range |
0-038 |
0-055 |
0-017 |
44.7% |
0-218 |
ATR |
0-102 |
0-099 |
-0-003 |
-3.3% |
0-000 |
Volume |
2,621 |
8,958 |
6,337 |
241.8% |
84,038 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-317 |
123-290 |
123-182 |
|
R3 |
123-262 |
123-235 |
123-167 |
|
R2 |
123-207 |
123-207 |
123-162 |
|
R1 |
123-180 |
123-180 |
123-157 |
123-166 |
PP |
123-152 |
123-152 |
123-152 |
123-146 |
S1 |
123-125 |
123-125 |
123-147 |
123-111 |
S2 |
123-097 |
123-097 |
123-142 |
|
S3 |
123-042 |
123-070 |
123-137 |
|
S4 |
122-307 |
123-015 |
123-122 |
|
|
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 |
123-105 |
0-085 |
0.2% |
0-061 |
0.2% |
55% |
False |
False |
7,331 |
10 |
123-190 |
122-220 |
0-290 |
0.7% |
0-087 |
0.2% |
87% |
False |
False |
15,741 |
20 |
123-190 |
122-220 |
0-290 |
0.7% |
0-095 |
0.2% |
87% |
False |
False |
291,528 |
40 |
123-190 |
121-185 |
2-005 |
1.6% |
0-116 |
0.3% |
94% |
False |
False |
410,840 |
60 |
123-190 |
121-102 |
2-088 |
1.8% |
0-123 |
0.3% |
95% |
False |
False |
441,092 |
80 |
123-190 |
121-102 |
2-088 |
1.8% |
0-128 |
0.3% |
95% |
False |
False |
450,017 |
100 |
123-190 |
119-080 |
4-110 |
3.5% |
0-128 |
0.3% |
97% |
False |
False |
361,431 |
120 |
123-190 |
117-270 |
5-240 |
4.7% |
0-107 |
0.3% |
98% |
False |
False |
301,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-094 |
2.618 |
124-004 |
1.618 |
123-269 |
1.000 |
123-235 |
0.618 |
123-214 |
HIGH |
123-180 |
0.618 |
123-159 |
0.500 |
123-152 |
0.382 |
123-146 |
LOW |
123-125 |
0.618 |
123-091 |
1.000 |
123-070 |
1.618 |
123-036 |
2.618 |
122-301 |
4.250 |
122-211 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-152 |
123-152 |
PP |
123-152 |
123-151 |
S1 |
123-152 |
123-151 |
|