ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
123-050 |
123-010 |
-0-040 |
-0.1% |
122-312 |
| High |
123-050 |
123-052 |
0-002 |
0.0% |
123-060 |
| Low |
122-292 |
122-315 |
0-023 |
0.1% |
122-220 |
| Close |
123-032 |
123-027 |
-0-005 |
0.0% |
123-045 |
| Range |
0-078 |
0-057 |
-0-021 |
-26.9% |
0-160 |
| ATR |
0-117 |
0-113 |
-0-004 |
-3.7% |
0-000 |
| Volume |
22,482 |
17,762 |
-4,720 |
-21.0% |
2,444,358 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-196 |
123-168 |
123-058 |
|
| R3 |
123-139 |
123-111 |
123-043 |
|
| R2 |
123-082 |
123-082 |
123-037 |
|
| R1 |
123-054 |
123-054 |
123-032 |
123-068 |
| PP |
123-025 |
123-025 |
123-025 |
123-032 |
| S1 |
122-317 |
122-317 |
123-022 |
123-011 |
| S2 |
122-288 |
122-288 |
123-017 |
|
| S3 |
122-231 |
122-260 |
123-011 |
|
| S4 |
122-174 |
122-203 |
122-316 |
|
|
| 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% |
0-105 |
0.3% |
79% |
False |
False |
91,113 |
| 10 |
123-100 |
122-220 |
0-200 |
0.5% |
0-102 |
0.3% |
64% |
False |
False |
428,013 |
| 20 |
123-102 |
122-220 |
0-202 |
0.5% |
0-103 |
0.3% |
63% |
False |
False |
430,820 |
| 40 |
123-107 |
121-102 |
2-005 |
1.6% |
0-125 |
0.3% |
88% |
False |
False |
495,048 |
| 60 |
123-120 |
121-102 |
2-018 |
1.7% |
0-129 |
0.3% |
86% |
False |
False |
498,628 |
| 80 |
123-120 |
121-102 |
2-018 |
1.7% |
0-131 |
0.3% |
86% |
False |
False |
450,658 |
| 100 |
123-120 |
119-020 |
4-100 |
3.5% |
0-123 |
0.3% |
93% |
False |
False |
360,750 |
| 120 |
123-120 |
117-270 |
5-170 |
4.5% |
0-102 |
0.3% |
95% |
False |
False |
300,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-294 |
|
2.618 |
123-201 |
|
1.618 |
123-144 |
|
1.000 |
123-109 |
|
0.618 |
123-087 |
|
HIGH |
123-052 |
|
0.618 |
123-030 |
|
0.500 |
123-024 |
|
0.382 |
123-017 |
|
LOW |
122-315 |
|
0.618 |
122-280 |
|
1.000 |
122-258 |
|
1.618 |
122-223 |
|
2.618 |
122-166 |
|
4.250 |
122-073 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-026 |
123-011 |
| PP |
123-025 |
122-315 |
| S1 |
123-024 |
122-298 |
|