ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 21-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
123-105 |
123-035 |
-0-070 |
-0.2% |
123-000 |
High |
123-105 |
123-070 |
-0-035 |
-0.1% |
123-125 |
Low |
122-310 |
122-285 |
-0-025 |
-0.1% |
122-297 |
Close |
123-032 |
122-305 |
-0-047 |
-0.1% |
123-100 |
Range |
0-115 |
0-105 |
-0-010 |
-8.7% |
0-148 |
ATR |
0-095 |
0-096 |
0-001 |
0.7% |
0-000 |
Volume |
376,065 |
372,322 |
-3,743 |
-1.0% |
1,718,785 |
|
Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-002 |
123-258 |
123-043 |
|
R3 |
123-217 |
123-153 |
123-014 |
|
R2 |
123-112 |
123-112 |
123-004 |
|
R1 |
123-048 |
123-048 |
122-315 |
123-028 |
PP |
123-007 |
123-007 |
123-007 |
122-316 |
S1 |
122-263 |
122-263 |
122-295 |
122-242 |
S2 |
122-222 |
122-222 |
122-286 |
|
S3 |
122-117 |
122-158 |
122-276 |
|
S4 |
122-012 |
122-053 |
122-247 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-191 |
124-134 |
123-181 |
|
R3 |
124-043 |
123-306 |
123-141 |
|
R2 |
123-215 |
123-215 |
123-127 |
|
R1 |
123-158 |
123-158 |
123-114 |
123-186 |
PP |
123-067 |
123-067 |
123-067 |
123-082 |
S1 |
123-010 |
123-010 |
123-086 |
123-038 |
S2 |
122-239 |
122-239 |
123-073 |
|
S3 |
122-091 |
122-182 |
123-059 |
|
S4 |
121-263 |
122-034 |
123-019 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-196 |
2.618 |
124-025 |
1.618 |
123-240 |
1.000 |
123-175 |
0.618 |
123-135 |
HIGH |
123-070 |
0.618 |
123-030 |
0.500 |
123-018 |
0.382 |
123-005 |
LOW |
122-285 |
0.618 |
122-220 |
1.000 |
122-180 |
1.618 |
122-115 |
2.618 |
122-010 |
4.250 |
121-159 |
|
|
Fisher Pivots for day following 21-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-018 |
123-046 |
PP |
123-007 |
123-026 |
S1 |
122-316 |
123-005 |
|