ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
122-250 |
122-280 |
0-030 |
0.1% |
122-210 |
| High |
122-280 |
122-280 |
0-000 |
0.0% |
122-280 |
| Low |
122-180 |
122-180 |
0-000 |
0.0% |
122-180 |
| Close |
122-270 |
122-190 |
-0-080 |
-0.2% |
122-190 |
| Range |
0-100 |
0-100 |
0-000 |
0.0% |
0-100 |
| ATR |
0-078 |
0-079 |
0-002 |
2.0% |
0-000 |
| Volume |
7,847 |
9,217 |
1,370 |
17.5% |
25,324 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-197 |
123-133 |
122-245 |
|
| R3 |
123-097 |
123-033 |
122-218 |
|
| R2 |
122-317 |
122-317 |
122-208 |
|
| R1 |
122-253 |
122-253 |
122-199 |
122-235 |
| PP |
122-217 |
122-217 |
122-217 |
122-208 |
| S1 |
122-153 |
122-153 |
122-181 |
122-135 |
| S2 |
122-117 |
122-117 |
122-172 |
|
| S3 |
122-017 |
122-053 |
122-162 |
|
| S4 |
121-237 |
121-273 |
122-135 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-197 |
123-133 |
122-245 |
|
| R3 |
123-097 |
123-033 |
122-218 |
|
| R2 |
122-317 |
122-317 |
122-208 |
|
| R1 |
122-253 |
122-253 |
122-199 |
122-235 |
| PP |
122-217 |
122-217 |
122-217 |
122-208 |
| S1 |
122-153 |
122-153 |
122-181 |
122-135 |
| S2 |
122-117 |
122-117 |
122-172 |
|
| S3 |
122-017 |
122-053 |
122-162 |
|
| S4 |
121-237 |
121-273 |
122-135 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-065 |
|
2.618 |
123-222 |
|
1.618 |
123-122 |
|
1.000 |
123-060 |
|
0.618 |
123-022 |
|
HIGH |
122-280 |
|
0.618 |
122-242 |
|
0.500 |
122-230 |
|
0.382 |
122-218 |
|
LOW |
122-180 |
|
0.618 |
122-118 |
|
1.000 |
122-080 |
|
1.618 |
122-018 |
|
2.618 |
121-238 |
|
4.250 |
121-075 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-230 |
122-230 |
| PP |
122-217 |
122-217 |
| S1 |
122-203 |
122-203 |
|