ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
123-047 |
123-035 |
-0-012 |
0.0% |
122-252 |
High |
123-057 |
123-067 |
0-010 |
0.0% |
123-087 |
Low |
123-010 |
123-000 |
-0-010 |
0.0% |
122-162 |
Close |
123-040 |
123-037 |
-0-003 |
0.0% |
123-010 |
Range |
0-047 |
0-067 |
0-020 |
42.6% |
0-245 |
ATR |
0-097 |
0-095 |
-0-002 |
-2.2% |
0-000 |
Volume |
408,868 |
339,796 |
-69,072 |
-16.9% |
2,023,918 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-236 |
123-203 |
123-074 |
|
R3 |
123-169 |
123-136 |
123-055 |
|
R2 |
123-102 |
123-102 |
123-049 |
|
R1 |
123-069 |
123-069 |
123-043 |
123-086 |
PP |
123-035 |
123-035 |
123-035 |
123-043 |
S1 |
123-002 |
123-002 |
123-031 |
123-018 |
S2 |
122-288 |
122-288 |
123-025 |
|
S3 |
122-221 |
122-255 |
123-019 |
|
S4 |
122-154 |
122-188 |
123-000 |
|
|
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 |
124-032 |
2.618 |
123-242 |
1.618 |
123-175 |
1.000 |
123-134 |
0.618 |
123-108 |
HIGH |
123-067 |
0.618 |
123-041 |
0.500 |
123-034 |
0.382 |
123-026 |
LOW |
123-000 |
0.618 |
122-279 |
1.000 |
122-253 |
1.618 |
122-212 |
2.618 |
122-145 |
4.250 |
122-035 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-036 |
123-035 |
PP |
123-035 |
123-033 |
S1 |
123-034 |
123-031 |
|