ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
123-040 |
123-112 |
0-072 |
0.2% |
123-000 |
| High |
123-125 |
123-127 |
0-002 |
0.0% |
123-125 |
| Low |
123-017 |
123-067 |
0-050 |
0.1% |
122-297 |
| Close |
123-100 |
123-112 |
0-012 |
0.0% |
123-100 |
| Range |
0-108 |
0-060 |
-0-048 |
-44.4% |
0-148 |
| ATR |
0-096 |
0-093 |
-0-003 |
-2.7% |
0-000 |
| Volume |
344,661 |
268,772 |
-75,889 |
-22.0% |
1,718,785 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-282 |
123-257 |
123-145 |
|
| R3 |
123-222 |
123-197 |
123-128 |
|
| R2 |
123-162 |
123-162 |
123-123 |
|
| R1 |
123-137 |
123-137 |
123-118 |
123-142 |
| PP |
123-102 |
123-102 |
123-102 |
123-104 |
| S1 |
123-077 |
123-077 |
123-106 |
123-082 |
| S2 |
123-042 |
123-042 |
123-101 |
|
| S3 |
122-302 |
123-017 |
123-096 |
|
| S4 |
122-242 |
122-277 |
123-079 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-191 |
124-134 |
123-181 |
|
| R3 |
124-043 |
123-306 |
123-141 |
|
| R2 |
123-215 |
123-215 |
123-127 |
|
| R1 |
123-158 |
123-158 |
123-114 |
123-186 |
| PP |
123-067 |
123-067 |
123-067 |
123-082 |
| S1 |
123-010 |
123-010 |
123-086 |
123-038 |
| S2 |
122-239 |
122-239 |
123-073 |
|
| S3 |
122-091 |
122-182 |
123-059 |
|
| S4 |
121-263 |
122-034 |
123-019 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-062 |
|
2.618 |
123-284 |
|
1.618 |
123-224 |
|
1.000 |
123-187 |
|
0.618 |
123-164 |
|
HIGH |
123-127 |
|
0.618 |
123-104 |
|
0.500 |
123-097 |
|
0.382 |
123-090 |
|
LOW |
123-067 |
|
0.618 |
123-030 |
|
1.000 |
123-007 |
|
1.618 |
122-290 |
|
2.618 |
122-230 |
|
4.250 |
122-132 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-107 |
123-096 |
| PP |
123-102 |
123-080 |
| S1 |
123-097 |
123-064 |
|