ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
122-250 |
122-240 |
-0-010 |
0.0% |
122-240 |
| High |
122-260 |
122-270 |
0-010 |
0.0% |
122-310 |
| Low |
122-160 |
122-100 |
-0-060 |
-0.2% |
122-190 |
| Close |
122-240 |
122-210 |
-0-030 |
-0.1% |
122-240 |
| Range |
0-100 |
0-170 |
0-070 |
70.0% |
0-120 |
| ATR |
0-085 |
0-092 |
0-006 |
7.1% |
0-000 |
| Volume |
994,139 |
715,886 |
-278,253 |
-28.0% |
450,939 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-063 |
123-307 |
122-304 |
|
| R3 |
123-213 |
123-137 |
122-257 |
|
| R2 |
123-043 |
123-043 |
122-241 |
|
| R1 |
122-287 |
122-287 |
122-226 |
122-240 |
| PP |
122-193 |
122-193 |
122-193 |
122-170 |
| S1 |
122-117 |
122-117 |
122-194 |
122-070 |
| S2 |
122-023 |
122-023 |
122-179 |
|
| S3 |
121-173 |
121-267 |
122-163 |
|
| S4 |
121-003 |
121-097 |
122-116 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-287 |
123-223 |
122-306 |
|
| R3 |
123-167 |
123-103 |
122-273 |
|
| R2 |
123-047 |
123-047 |
122-262 |
|
| R1 |
122-303 |
122-303 |
122-251 |
122-300 |
| PP |
122-247 |
122-247 |
122-247 |
122-245 |
| S1 |
122-183 |
122-183 |
122-229 |
122-180 |
| S2 |
122-127 |
122-127 |
122-218 |
|
| S3 |
122-007 |
122-063 |
122-207 |
|
| S4 |
121-207 |
121-263 |
122-174 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-032 |
|
2.618 |
124-075 |
|
1.618 |
123-225 |
|
1.000 |
123-120 |
|
0.618 |
123-055 |
|
HIGH |
122-270 |
|
0.618 |
122-205 |
|
0.500 |
122-185 |
|
0.382 |
122-165 |
|
LOW |
122-100 |
|
0.618 |
121-315 |
|
1.000 |
121-250 |
|
1.618 |
121-145 |
|
2.618 |
120-295 |
|
4.250 |
120-018 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-202 |
122-202 |
| PP |
122-193 |
122-193 |
| S1 |
122-185 |
122-185 |
|