ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
123-047 |
123-065 |
0-018 |
0.0% |
122-262 |
| High |
123-075 |
123-087 |
0-012 |
0.0% |
123-087 |
| Low |
122-280 |
122-280 |
0-000 |
0.0% |
122-237 |
| Close |
123-057 |
122-300 |
-0-077 |
-0.2% |
122-300 |
| Range |
0-115 |
0-127 |
0-012 |
10.4% |
0-170 |
| ATR |
0-129 |
0-129 |
0-000 |
-0.1% |
0-000 |
| Volume |
646,038 |
414,589 |
-231,449 |
-35.8% |
2,343,808 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-070 |
123-312 |
123-050 |
|
| R3 |
123-263 |
123-185 |
123-015 |
|
| R2 |
123-136 |
123-136 |
123-003 |
|
| R1 |
123-058 |
123-058 |
122-312 |
123-034 |
| PP |
123-009 |
123-009 |
123-009 |
122-317 |
| S1 |
122-251 |
122-251 |
122-288 |
122-226 |
| S2 |
122-202 |
122-202 |
122-277 |
|
| S3 |
122-075 |
122-124 |
122-265 |
|
| S4 |
121-268 |
121-317 |
122-230 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-185 |
124-092 |
123-074 |
|
| R3 |
124-015 |
123-242 |
123-027 |
|
| R2 |
123-165 |
123-165 |
123-011 |
|
| R1 |
123-072 |
123-072 |
122-316 |
123-118 |
| PP |
122-315 |
122-315 |
122-315 |
123-018 |
| S1 |
122-222 |
122-222 |
122-284 |
122-268 |
| S2 |
122-145 |
122-145 |
122-269 |
|
| S3 |
121-295 |
122-052 |
122-253 |
|
| S4 |
121-125 |
121-202 |
122-206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-087 |
122-237 |
0-170 |
0.4% |
0-107 |
0.3% |
37% |
True |
False |
468,761 |
| 10 |
123-107 |
122-237 |
0-190 |
0.5% |
0-107 |
0.3% |
33% |
False |
False |
431,575 |
| 20 |
123-107 |
121-185 |
1-242 |
1.4% |
0-137 |
0.3% |
77% |
False |
False |
526,081 |
| 40 |
123-107 |
121-102 |
2-005 |
1.6% |
0-135 |
0.3% |
80% |
False |
False |
511,873 |
| 60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-138 |
0.3% |
79% |
False |
False |
513,141 |
| 80 |
123-120 |
120-080 |
3-040 |
2.5% |
0-140 |
0.4% |
86% |
False |
False |
392,165 |
| 100 |
123-120 |
117-270 |
5-170 |
4.5% |
0-112 |
0.3% |
92% |
False |
False |
313,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-307 |
|
2.618 |
124-099 |
|
1.618 |
123-292 |
|
1.000 |
123-214 |
|
0.618 |
123-165 |
|
HIGH |
123-087 |
|
0.618 |
123-038 |
|
0.500 |
123-024 |
|
0.382 |
123-009 |
|
LOW |
122-280 |
|
0.618 |
122-202 |
|
1.000 |
122-153 |
|
1.618 |
122-075 |
|
2.618 |
121-268 |
|
4.250 |
121-060 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-024 |
123-024 |
| PP |
123-009 |
123-009 |
| S1 |
122-314 |
122-314 |
|