ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
123-065 |
123-000 |
-0-065 |
-0.2% |
122-252 |
High |
123-087 |
123-070 |
-0-017 |
0.0% |
123-087 |
Low |
122-310 |
122-297 |
-0-013 |
0.0% |
122-162 |
Close |
123-010 |
123-042 |
0-032 |
0.1% |
123-010 |
Range |
0-097 |
0-093 |
-0-004 |
-4.1% |
0-245 |
ATR |
0-102 |
0-102 |
-0-001 |
-0.6% |
0-000 |
Volume |
343,560 |
253,429 |
-90,131 |
-26.2% |
2,023,918 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-309 |
123-268 |
123-093 |
|
R3 |
123-216 |
123-175 |
123-068 |
|
R2 |
123-123 |
123-123 |
123-059 |
|
R1 |
123-082 |
123-082 |
123-051 |
123-102 |
PP |
123-030 |
123-030 |
123-030 |
123-040 |
S1 |
122-309 |
122-309 |
123-033 |
123-010 |
S2 |
122-257 |
122-257 |
123-025 |
|
S3 |
122-164 |
122-216 |
123-016 |
|
S4 |
122-071 |
122-123 |
122-311 |
|
|
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 |
124-145 |
2.618 |
123-313 |
1.618 |
123-220 |
1.000 |
123-163 |
0.618 |
123-127 |
HIGH |
123-070 |
0.618 |
123-034 |
0.500 |
123-024 |
0.382 |
123-013 |
LOW |
122-297 |
0.618 |
122-240 |
1.000 |
122-204 |
1.618 |
122-147 |
2.618 |
122-054 |
4.250 |
121-222 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-036 |
123-030 |
PP |
123-030 |
123-019 |
S1 |
123-024 |
123-007 |
|