ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 14-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
123-030 |
123-047 |
0-017 |
0.0% |
122-252 |
High |
123-075 |
123-057 |
-0-018 |
0.0% |
123-087 |
Low |
122-307 |
123-010 |
0-023 |
0.1% |
122-162 |
Close |
123-045 |
123-040 |
-0-005 |
0.0% |
123-010 |
Range |
0-088 |
0-047 |
-0-041 |
-46.6% |
0-245 |
ATR |
0-101 |
0-097 |
-0-004 |
-3.8% |
0-000 |
Volume |
372,031 |
408,868 |
36,837 |
9.9% |
2,023,918 |
|
Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-177 |
123-155 |
123-066 |
|
R3 |
123-130 |
123-108 |
123-053 |
|
R2 |
123-083 |
123-083 |
123-049 |
|
R1 |
123-061 |
123-061 |
123-044 |
123-048 |
PP |
123-036 |
123-036 |
123-036 |
123-029 |
S1 |
123-014 |
123-014 |
123-036 |
123-002 |
S2 |
122-309 |
122-309 |
123-031 |
|
S3 |
122-262 |
122-287 |
123-027 |
|
S4 |
122-215 |
122-240 |
123-014 |
|
|
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 |
123-257 |
2.618 |
123-180 |
1.618 |
123-133 |
1.000 |
123-104 |
0.618 |
123-086 |
HIGH |
123-057 |
0.618 |
123-039 |
0.500 |
123-034 |
0.382 |
123-028 |
LOW |
123-010 |
0.618 |
122-301 |
1.000 |
122-283 |
1.618 |
122-254 |
2.618 |
122-207 |
4.250 |
122-130 |
|
|
Fisher Pivots for day following 14-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-038 |
123-035 |
PP |
123-036 |
123-031 |
S1 |
123-034 |
123-026 |
|