ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
123-000 |
123-030 |
0-030 |
0.1% |
122-252 |
High |
123-070 |
123-075 |
0-005 |
0.0% |
123-087 |
Low |
122-297 |
122-307 |
0-010 |
0.0% |
122-162 |
Close |
123-042 |
123-045 |
0-003 |
0.0% |
123-010 |
Range |
0-093 |
0-088 |
-0-005 |
-5.4% |
0-245 |
ATR |
0-102 |
0-101 |
-0-001 |
-1.0% |
0-000 |
Volume |
253,429 |
372,031 |
118,602 |
46.8% |
2,023,918 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-300 |
123-260 |
123-093 |
|
R3 |
123-212 |
123-172 |
123-069 |
|
R2 |
123-124 |
123-124 |
123-061 |
|
R1 |
123-084 |
123-084 |
123-053 |
123-104 |
PP |
123-036 |
123-036 |
123-036 |
123-046 |
S1 |
122-316 |
122-316 |
123-037 |
123-016 |
S2 |
122-268 |
122-268 |
123-029 |
|
S3 |
122-180 |
122-228 |
123-021 |
|
S4 |
122-092 |
122-140 |
122-317 |
|
|
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 |
124-129 |
2.618 |
123-305 |
1.618 |
123-217 |
1.000 |
123-163 |
0.618 |
123-129 |
HIGH |
123-075 |
0.618 |
123-041 |
0.500 |
123-031 |
0.382 |
123-021 |
LOW |
122-307 |
0.618 |
122-253 |
1.000 |
122-219 |
1.618 |
122-165 |
2.618 |
122-077 |
4.250 |
121-253 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-040 |
123-041 |
PP |
123-036 |
123-036 |
S1 |
123-031 |
123-032 |
|