ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
122-240 |
122-230 |
-0-010 |
0.0% |
122-210 |
| High |
122-250 |
122-260 |
0-010 |
0.0% |
122-280 |
| Low |
122-200 |
122-190 |
-0-010 |
0.0% |
122-180 |
| Close |
122-220 |
122-260 |
0-040 |
0.1% |
122-190 |
| Range |
0-050 |
0-070 |
0-020 |
40.0% |
0-100 |
| ATR |
0-078 |
0-078 |
-0-001 |
-0.7% |
0-000 |
| Volume |
3,733 |
39,959 |
36,226 |
970.4% |
25,324 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-127 |
123-103 |
122-298 |
|
| R3 |
123-057 |
123-033 |
122-279 |
|
| R2 |
122-307 |
122-307 |
122-273 |
|
| R1 |
122-283 |
122-283 |
122-266 |
122-295 |
| PP |
122-237 |
122-237 |
122-237 |
122-242 |
| S1 |
122-213 |
122-213 |
122-254 |
122-225 |
| S2 |
122-167 |
122-167 |
122-247 |
|
| S3 |
122-097 |
122-143 |
122-241 |
|
| S4 |
122-027 |
122-073 |
122-222 |
|
|
| 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 |
123-238 |
|
2.618 |
123-123 |
|
1.618 |
123-053 |
|
1.000 |
123-010 |
|
0.618 |
122-303 |
|
HIGH |
122-260 |
|
0.618 |
122-233 |
|
0.500 |
122-225 |
|
0.382 |
122-217 |
|
LOW |
122-190 |
|
0.618 |
122-147 |
|
1.000 |
122-120 |
|
1.618 |
122-077 |
|
2.618 |
122-007 |
|
4.250 |
121-212 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-248 |
122-250 |
| PP |
122-237 |
122-240 |
| S1 |
122-225 |
122-230 |
|