ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
123-035 |
122-302 |
-0-053 |
-0.1% |
123-000 |
| High |
123-070 |
123-025 |
-0-045 |
-0.1% |
123-125 |
| Low |
122-285 |
122-280 |
-0-005 |
0.0% |
122-297 |
| Close |
122-305 |
122-297 |
-0-008 |
0.0% |
123-100 |
| Range |
0-105 |
0-065 |
-0-040 |
-38.1% |
0-148 |
| ATR |
0-096 |
0-094 |
-0-002 |
-2.3% |
0-000 |
| Volume |
372,322 |
232,279 |
-140,043 |
-37.6% |
1,718,785 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-182 |
123-145 |
123-013 |
|
| R3 |
123-117 |
123-080 |
122-315 |
|
| R2 |
123-052 |
123-052 |
122-309 |
|
| R1 |
123-015 |
123-015 |
122-303 |
123-001 |
| PP |
122-307 |
122-307 |
122-307 |
122-300 |
| S1 |
122-270 |
122-270 |
122-291 |
122-256 |
| S2 |
122-242 |
122-242 |
122-285 |
|
| S3 |
122-177 |
122-205 |
122-279 |
|
| S4 |
122-112 |
122-140 |
122-261 |
|
|
| 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 |
123-301 |
|
2.618 |
123-195 |
|
1.618 |
123-130 |
|
1.000 |
123-090 |
|
0.618 |
123-065 |
|
HIGH |
123-025 |
|
0.618 |
123-000 |
|
0.500 |
122-312 |
|
0.382 |
122-305 |
|
LOW |
122-280 |
|
0.618 |
122-240 |
|
1.000 |
122-215 |
|
1.618 |
122-175 |
|
2.618 |
122-110 |
|
4.250 |
122-004 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-312 |
123-032 |
| PP |
122-307 |
123-014 |
| S1 |
122-302 |
122-316 |
|