ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
122-310 |
123-065 |
0-075 |
0.2% |
122-252 |
High |
123-077 |
123-087 |
0-010 |
0.0% |
123-087 |
Low |
122-247 |
122-310 |
0-063 |
0.2% |
122-162 |
Close |
123-067 |
123-010 |
-0-057 |
-0.1% |
123-010 |
Range |
0-150 |
0-097 |
-0-053 |
-35.3% |
0-245 |
ATR |
0-103 |
0-102 |
0-000 |
-0.4% |
0-000 |
Volume |
477,289 |
343,560 |
-133,729 |
-28.0% |
2,023,918 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-000 |
123-262 |
123-063 |
|
R3 |
123-223 |
123-165 |
123-037 |
|
R2 |
123-126 |
123-126 |
123-028 |
|
R1 |
123-068 |
123-068 |
123-019 |
123-048 |
PP |
123-029 |
123-029 |
123-029 |
123-019 |
S1 |
122-291 |
122-291 |
123-001 |
122-272 |
S2 |
122-252 |
122-252 |
122-312 |
|
S3 |
122-155 |
122-194 |
122-303 |
|
S4 |
122-058 |
122-097 |
122-277 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-075 |
124-287 |
123-145 |
|
R3 |
124-150 |
124-042 |
123-077 |
|
R2 |
123-225 |
123-225 |
123-055 |
|
R1 |
123-117 |
123-117 |
123-032 |
123-171 |
PP |
122-300 |
122-300 |
122-300 |
123-006 |
S1 |
122-192 |
122-192 |
122-308 |
122-246 |
S2 |
122-055 |
122-055 |
122-285 |
|
S3 |
121-130 |
121-267 |
122-263 |
|
S4 |
120-205 |
121-022 |
122-195 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-179 |
2.618 |
124-021 |
1.618 |
123-244 |
1.000 |
123-184 |
0.618 |
123-147 |
HIGH |
123-087 |
0.618 |
123-050 |
0.500 |
123-038 |
0.382 |
123-027 |
LOW |
122-310 |
0.618 |
122-250 |
1.000 |
122-213 |
1.618 |
122-153 |
2.618 |
122-056 |
4.250 |
121-218 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-038 |
123-000 |
PP |
123-029 |
122-310 |
S1 |
123-020 |
122-300 |
|