ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
122-230 |
122-230 |
0-000 |
0.0% |
122-230 |
| High |
122-250 |
122-260 |
0-010 |
0.0% |
122-290 |
| Low |
122-210 |
122-210 |
0-000 |
0.0% |
122-130 |
| Close |
122-210 |
122-230 |
0-020 |
0.1% |
122-120 |
| Range |
0-040 |
0-050 |
0-010 |
25.0% |
0-160 |
| ATR |
0-078 |
0-076 |
-0-002 |
-2.6% |
0-000 |
| Volume |
4,266 |
3,791 |
-475 |
-11.1% |
18,256 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-063 |
123-037 |
122-258 |
|
| R3 |
123-013 |
122-307 |
122-244 |
|
| R2 |
122-283 |
122-283 |
122-239 |
|
| R1 |
122-257 |
122-257 |
122-235 |
122-255 |
| PP |
122-233 |
122-233 |
122-233 |
122-232 |
| S1 |
122-207 |
122-207 |
122-225 |
122-205 |
| S2 |
122-183 |
122-183 |
122-221 |
|
| S3 |
122-133 |
122-157 |
122-216 |
|
| S4 |
122-083 |
122-107 |
122-202 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-020 |
123-230 |
122-208 |
|
| R3 |
123-180 |
123-070 |
122-164 |
|
| R2 |
123-020 |
123-020 |
122-149 |
|
| R1 |
122-230 |
122-230 |
122-135 |
122-205 |
| PP |
122-180 |
122-180 |
122-180 |
122-168 |
| S1 |
122-070 |
122-070 |
122-105 |
122-045 |
| S2 |
122-020 |
122-020 |
122-091 |
|
| S3 |
121-180 |
121-230 |
122-076 |
|
| S4 |
121-020 |
121-070 |
122-032 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-152 |
|
2.618 |
123-071 |
|
1.618 |
123-021 |
|
1.000 |
122-310 |
|
0.618 |
122-291 |
|
HIGH |
122-260 |
|
0.618 |
122-241 |
|
0.500 |
122-235 |
|
0.382 |
122-229 |
|
LOW |
122-210 |
|
0.618 |
122-179 |
|
1.000 |
122-160 |
|
1.618 |
122-129 |
|
2.618 |
122-079 |
|
4.250 |
121-318 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-235 |
122-230 |
| PP |
122-233 |
122-230 |
| S1 |
122-232 |
122-230 |
|