ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
123-112 |
123-105 |
-0-007 |
0.0% |
123-000 |
| High |
123-127 |
123-105 |
-0-022 |
-0.1% |
123-125 |
| Low |
123-067 |
122-310 |
-0-077 |
-0.2% |
122-297 |
| Close |
123-112 |
123-032 |
-0-080 |
-0.2% |
123-100 |
| Range |
0-060 |
0-115 |
0-055 |
91.7% |
0-148 |
| ATR |
0-093 |
0-095 |
0-002 |
2.2% |
0-000 |
| Volume |
268,772 |
376,065 |
107,293 |
39.9% |
1,718,785 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-067 |
124-005 |
123-095 |
|
| R3 |
123-272 |
123-210 |
123-064 |
|
| R2 |
123-157 |
123-157 |
123-053 |
|
| R1 |
123-095 |
123-095 |
123-043 |
123-068 |
| PP |
123-042 |
123-042 |
123-042 |
123-029 |
| S1 |
122-300 |
122-300 |
123-021 |
122-274 |
| S2 |
122-247 |
122-247 |
123-011 |
|
| S3 |
122-132 |
122-185 |
123-000 |
|
| S4 |
122-017 |
122-070 |
122-289 |
|
|
| 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 |
124-274 |
|
2.618 |
124-086 |
|
1.618 |
123-291 |
|
1.000 |
123-220 |
|
0.618 |
123-176 |
|
HIGH |
123-105 |
|
0.618 |
123-061 |
|
0.500 |
123-048 |
|
0.382 |
123-034 |
|
LOW |
122-310 |
|
0.618 |
122-239 |
|
1.000 |
122-195 |
|
1.618 |
122-124 |
|
2.618 |
122-009 |
|
4.250 |
121-141 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-048 |
123-058 |
| PP |
123-042 |
123-050 |
| S1 |
123-037 |
123-041 |
|