ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
123-160 |
123-172 |
0-012 |
0.0% |
123-105 |
| High |
123-180 |
123-235 |
0-055 |
0.1% |
123-235 |
| Low |
123-125 |
123-142 |
0-017 |
0.0% |
123-105 |
| Close |
123-152 |
123-212 |
0-060 |
0.2% |
123-212 |
| Range |
0-055 |
0-093 |
0-038 |
69.1% |
0-130 |
| ATR |
0-099 |
0-098 |
0-000 |
-0.4% |
0-000 |
| Volume |
8,958 |
790 |
-8,168 |
-91.2% |
25,423 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-155 |
124-117 |
123-263 |
|
| R3 |
124-062 |
124-024 |
123-238 |
|
| R2 |
123-289 |
123-289 |
123-229 |
|
| R1 |
123-251 |
123-251 |
123-221 |
123-270 |
| PP |
123-196 |
123-196 |
123-196 |
123-206 |
| S1 |
123-158 |
123-158 |
123-203 |
123-177 |
| S2 |
123-103 |
123-103 |
123-195 |
|
| S3 |
123-010 |
123-065 |
123-186 |
|
| S4 |
122-237 |
122-292 |
123-161 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-254 |
124-203 |
123-284 |
|
| R3 |
124-124 |
124-073 |
123-248 |
|
| R2 |
123-314 |
123-314 |
123-236 |
|
| R1 |
123-263 |
123-263 |
123-224 |
123-288 |
| PP |
123-184 |
123-184 |
123-184 |
123-197 |
| S1 |
123-133 |
123-133 |
123-200 |
123-158 |
| S2 |
123-054 |
123-054 |
123-188 |
|
| S3 |
122-244 |
123-003 |
123-176 |
|
| S4 |
122-114 |
122-193 |
123-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-235 |
123-105 |
0-130 |
0.3% |
0-065 |
0.2% |
82% |
True |
False |
5,084 |
| 10 |
123-235 |
122-292 |
0-263 |
0.7% |
0-080 |
0.2% |
91% |
True |
False |
10,946 |
| 20 |
123-235 |
122-220 |
1-015 |
0.8% |
0-094 |
0.2% |
93% |
True |
False |
259,266 |
| 40 |
123-235 |
121-185 |
2-050 |
1.7% |
0-115 |
0.3% |
97% |
True |
False |
393,850 |
| 60 |
123-235 |
121-102 |
2-133 |
2.0% |
0-122 |
0.3% |
97% |
True |
False |
431,147 |
| 80 |
123-235 |
121-102 |
2-133 |
2.0% |
0-127 |
0.3% |
97% |
True |
False |
448,024 |
| 100 |
123-235 |
119-140 |
4-095 |
3.5% |
0-129 |
0.3% |
98% |
True |
False |
361,439 |
| 120 |
123-235 |
117-270 |
5-285 |
4.8% |
0-108 |
0.3% |
99% |
True |
False |
301,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-310 |
|
2.618 |
124-158 |
|
1.618 |
124-065 |
|
1.000 |
124-008 |
|
0.618 |
123-292 |
|
HIGH |
123-235 |
|
0.618 |
123-199 |
|
0.500 |
123-188 |
|
0.382 |
123-178 |
|
LOW |
123-142 |
|
0.618 |
123-085 |
|
1.000 |
123-049 |
|
1.618 |
122-312 |
|
2.618 |
122-219 |
|
4.250 |
122-067 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-204 |
123-201 |
| PP |
123-196 |
123-191 |
| S1 |
123-188 |
123-180 |
|