ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
123-137 |
123-145 |
0-008 |
0.0% |
123-050 |
| High |
123-187 |
123-170 |
-0-017 |
0.0% |
123-190 |
| Low |
123-115 |
123-132 |
0-017 |
0.0% |
122-292 |
| Close |
123-157 |
123-155 |
-0-002 |
0.0% |
123-127 |
| Range |
0-072 |
0-038 |
-0-034 |
-47.2% |
0-218 |
| ATR |
0-107 |
0-102 |
-0-005 |
-4.6% |
0-000 |
| Volume |
7,079 |
2,621 |
-4,458 |
-63.0% |
84,038 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-266 |
123-249 |
123-176 |
|
| R3 |
123-228 |
123-211 |
123-165 |
|
| R2 |
123-190 |
123-190 |
123-162 |
|
| R1 |
123-173 |
123-173 |
123-158 |
123-182 |
| PP |
123-152 |
123-152 |
123-152 |
123-157 |
| S1 |
123-135 |
123-135 |
123-152 |
123-144 |
| S2 |
123-114 |
123-114 |
123-148 |
|
| S3 |
123-076 |
123-097 |
123-145 |
|
| S4 |
123-038 |
123-059 |
123-134 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-110 |
125-017 |
123-247 |
|
| R3 |
124-212 |
124-119 |
123-187 |
|
| R2 |
123-314 |
123-314 |
123-167 |
|
| R1 |
123-221 |
123-221 |
123-147 |
123-268 |
| PP |
123-096 |
123-096 |
123-096 |
123-120 |
| S1 |
123-003 |
123-003 |
123-107 |
123-050 |
| S2 |
122-198 |
122-198 |
123-087 |
|
| S3 |
121-300 |
122-105 |
123-067 |
|
| S4 |
121-082 |
121-207 |
123-007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-190 |
123-050 |
0-140 |
0.4% |
0-078 |
0.2% |
75% |
False |
False |
8,614 |
| 10 |
123-190 |
122-220 |
0-290 |
0.7% |
0-090 |
0.2% |
88% |
False |
False |
26,008 |
| 20 |
123-190 |
122-220 |
0-290 |
0.7% |
0-096 |
0.2% |
88% |
False |
False |
312,780 |
| 40 |
123-190 |
121-185 |
2-005 |
1.6% |
0-118 |
0.3% |
95% |
False |
False |
422,494 |
| 60 |
123-190 |
121-102 |
2-088 |
1.8% |
0-126 |
0.3% |
95% |
False |
False |
450,238 |
| 80 |
123-190 |
121-102 |
2-088 |
1.8% |
0-129 |
0.3% |
95% |
False |
False |
450,351 |
| 100 |
123-190 |
119-080 |
4-110 |
3.5% |
0-128 |
0.3% |
97% |
False |
False |
361,342 |
| 120 |
123-190 |
117-270 |
5-240 |
4.7% |
0-107 |
0.3% |
98% |
False |
False |
301,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-012 |
|
2.618 |
123-269 |
|
1.618 |
123-231 |
|
1.000 |
123-208 |
|
0.618 |
123-193 |
|
HIGH |
123-170 |
|
0.618 |
123-155 |
|
0.500 |
123-151 |
|
0.382 |
123-147 |
|
LOW |
123-132 |
|
0.618 |
123-109 |
|
1.000 |
123-094 |
|
1.618 |
123-071 |
|
2.618 |
123-033 |
|
4.250 |
122-290 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-154 |
123-152 |
| PP |
123-152 |
123-149 |
| S1 |
123-151 |
123-146 |
|