ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
122-317 |
122-317 |
0-000 |
0.0% |
122-312 |
| High |
123-040 |
123-057 |
0-017 |
0.0% |
123-060 |
| Low |
122-275 |
122-220 |
-0-055 |
-0.1% |
122-220 |
| Close |
122-297 |
123-045 |
0-068 |
0.2% |
123-045 |
| Range |
0-085 |
0-157 |
0-072 |
84.7% |
0-160 |
| ATR |
0-117 |
0-120 |
0-003 |
2.4% |
0-000 |
| Volume |
111,636 |
48,740 |
-62,896 |
-56.3% |
2,444,358 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-152 |
124-095 |
123-131 |
|
| R3 |
123-315 |
123-258 |
123-088 |
|
| R2 |
123-158 |
123-158 |
123-074 |
|
| R1 |
123-101 |
123-101 |
123-059 |
123-130 |
| PP |
123-001 |
123-001 |
123-001 |
123-015 |
| S1 |
122-264 |
122-264 |
123-031 |
122-292 |
| S2 |
122-164 |
122-164 |
123-016 |
|
| S3 |
122-007 |
122-107 |
123-002 |
|
| S4 |
121-170 |
121-270 |
122-279 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-162 |
124-103 |
123-133 |
|
| R3 |
124-002 |
123-263 |
123-089 |
|
| R2 |
123-162 |
123-162 |
123-074 |
|
| R1 |
123-103 |
123-103 |
123-060 |
123-132 |
| PP |
123-002 |
123-002 |
123-002 |
123-016 |
| S1 |
122-263 |
122-263 |
123-030 |
122-292 |
| S2 |
122-162 |
122-162 |
123-016 |
|
| S3 |
122-002 |
122-103 |
123-001 |
|
| S4 |
121-162 |
121-263 |
122-277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-060 |
122-220 |
0-160 |
0.4% |
0-128 |
0.3% |
91% |
False |
True |
488,871 |
| 10 |
123-100 |
122-220 |
0-200 |
0.5% |
0-107 |
0.3% |
73% |
False |
True |
507,586 |
| 20 |
123-107 |
122-220 |
0-207 |
0.5% |
0-107 |
0.3% |
70% |
False |
True |
475,718 |
| 40 |
123-107 |
121-102 |
2-005 |
1.6% |
0-131 |
0.3% |
90% |
False |
False |
512,166 |
| 60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-132 |
0.3% |
89% |
False |
False |
514,364 |
| 80 |
123-120 |
121-102 |
2-018 |
1.7% |
0-134 |
0.3% |
89% |
False |
False |
450,302 |
| 100 |
123-120 |
119-020 |
4-100 |
3.5% |
0-121 |
0.3% |
95% |
False |
False |
360,348 |
| 120 |
123-120 |
117-270 |
5-170 |
4.5% |
0-101 |
0.3% |
96% |
False |
False |
300,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-084 |
|
2.618 |
124-148 |
|
1.618 |
123-311 |
|
1.000 |
123-214 |
|
0.618 |
123-154 |
|
HIGH |
123-057 |
|
0.618 |
122-317 |
|
0.500 |
122-298 |
|
0.382 |
122-280 |
|
LOW |
122-220 |
|
0.618 |
122-123 |
|
1.000 |
122-063 |
|
1.618 |
121-286 |
|
2.618 |
121-129 |
|
4.250 |
120-193 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-023 |
123-023 |
| PP |
123-001 |
123-002 |
| S1 |
122-298 |
122-300 |
|