ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
122-212 |
122-287 |
0-075 |
0.2% |
123-112 |
High |
122-312 |
123-032 |
0-040 |
0.1% |
123-127 |
Low |
122-202 |
122-265 |
0-063 |
0.2% |
122-167 |
Close |
122-307 |
123-027 |
0-040 |
0.1% |
122-182 |
Range |
0-110 |
0-087 |
-0-023 |
-20.9% |
0-280 |
ATR |
0-096 |
0-095 |
-0-001 |
-0.7% |
0-000 |
Volume |
189,021 |
200,787 |
11,766 |
6.2% |
1,453,425 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-262 |
123-232 |
123-075 |
|
R3 |
123-175 |
123-145 |
123-051 |
|
R2 |
123-088 |
123-088 |
123-043 |
|
R1 |
123-058 |
123-058 |
123-035 |
123-073 |
PP |
123-001 |
123-001 |
123-001 |
123-009 |
S1 |
122-291 |
122-291 |
123-019 |
122-306 |
S2 |
122-234 |
122-234 |
123-011 |
|
S3 |
122-147 |
122-204 |
123-003 |
|
S4 |
122-060 |
122-117 |
122-299 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-145 |
124-284 |
123-016 |
|
R3 |
124-185 |
124-004 |
122-259 |
|
R2 |
123-225 |
123-225 |
122-233 |
|
R1 |
123-044 |
123-044 |
122-208 |
122-314 |
PP |
122-265 |
122-265 |
122-265 |
122-241 |
S1 |
122-084 |
122-084 |
122-156 |
122-034 |
S2 |
121-305 |
121-305 |
122-131 |
|
S3 |
121-025 |
121-124 |
122-105 |
|
S4 |
120-065 |
120-164 |
122-028 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-082 |
2.618 |
123-260 |
1.618 |
123-173 |
1.000 |
123-119 |
0.618 |
123-086 |
HIGH |
123-032 |
0.618 |
122-319 |
0.500 |
122-308 |
0.382 |
122-298 |
LOW |
122-265 |
0.618 |
122-211 |
1.000 |
122-178 |
1.618 |
122-124 |
2.618 |
122-037 |
4.250 |
121-215 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
123-014 |
122-318 |
PP |
123-001 |
122-289 |
S1 |
122-308 |
122-260 |
|