ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
122-222 |
122-310 |
0-088 |
0.2% |
122-220 |
High |
123-022 |
123-077 |
0-055 |
0.1% |
122-270 |
Low |
122-192 |
122-247 |
0-055 |
0.1% |
122-090 |
Close |
123-007 |
123-067 |
0-060 |
0.2% |
122-250 |
Range |
0-150 |
0-150 |
0-000 |
0.0% |
0-180 |
ATR |
0-099 |
0-103 |
0-004 |
3.7% |
0-000 |
Volume |
442,012 |
477,289 |
35,277 |
8.0% |
3,424,349 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-154 |
124-100 |
123-150 |
|
R3 |
124-004 |
123-270 |
123-108 |
|
R2 |
123-174 |
123-174 |
123-094 |
|
R1 |
123-120 |
123-120 |
123-081 |
123-147 |
PP |
123-024 |
123-024 |
123-024 |
123-037 |
S1 |
122-290 |
122-290 |
123-053 |
122-317 |
S2 |
122-194 |
122-194 |
123-040 |
|
S3 |
122-044 |
122-140 |
123-026 |
|
S4 |
121-214 |
121-310 |
122-304 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-103 |
124-037 |
123-029 |
|
R3 |
123-243 |
123-177 |
122-300 |
|
R2 |
123-063 |
123-063 |
122-283 |
|
R1 |
122-317 |
122-317 |
122-266 |
123-030 |
PP |
122-203 |
122-203 |
122-203 |
122-220 |
S1 |
122-137 |
122-137 |
122-234 |
122-170 |
S2 |
122-023 |
122-023 |
122-217 |
|
S3 |
121-163 |
121-277 |
122-200 |
|
S4 |
120-303 |
121-097 |
122-151 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-074 |
2.618 |
124-150 |
1.618 |
124-000 |
1.000 |
123-227 |
0.618 |
123-170 |
HIGH |
123-077 |
0.618 |
123-020 |
0.500 |
123-002 |
0.382 |
122-304 |
LOW |
122-247 |
0.618 |
122-154 |
1.000 |
122-097 |
1.618 |
122-004 |
2.618 |
121-174 |
4.250 |
120-250 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-045 |
123-035 |
PP |
123-024 |
123-003 |
S1 |
123-002 |
122-291 |
|