ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
122-287 |
123-010 |
0-043 |
0.1% |
122-190 |
| High |
123-032 |
123-100 |
0-068 |
0.2% |
123-100 |
| Low |
122-265 |
122-297 |
0-032 |
0.1% |
122-167 |
| Close |
123-027 |
123-082 |
0-055 |
0.1% |
123-082 |
| Range |
0-087 |
0-123 |
0-036 |
41.4% |
0-253 |
| ATR |
0-095 |
0-097 |
0-002 |
2.1% |
0-000 |
| Volume |
200,787 |
177,001 |
-23,786 |
-11.8% |
666,597 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-102 |
124-055 |
123-150 |
|
| R3 |
123-299 |
123-252 |
123-116 |
|
| R2 |
123-176 |
123-176 |
123-105 |
|
| R1 |
123-129 |
123-129 |
123-093 |
123-152 |
| PP |
123-053 |
123-053 |
123-053 |
123-065 |
| S1 |
123-006 |
123-006 |
123-071 |
123-030 |
| S2 |
122-250 |
122-250 |
123-059 |
|
| S3 |
122-127 |
122-203 |
123-048 |
|
| S4 |
122-004 |
122-080 |
123-014 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-129 |
125-038 |
123-221 |
|
| R3 |
124-196 |
124-105 |
123-152 |
|
| R2 |
123-263 |
123-263 |
123-128 |
|
| R1 |
123-172 |
123-172 |
123-105 |
123-218 |
| PP |
123-010 |
123-010 |
123-010 |
123-032 |
| S1 |
122-239 |
122-239 |
123-059 |
122-284 |
| S2 |
122-077 |
122-077 |
123-036 |
|
| S3 |
121-144 |
121-306 |
123-012 |
|
| S4 |
120-211 |
121-053 |
122-263 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-303 |
|
2.618 |
124-102 |
|
1.618 |
123-299 |
|
1.000 |
123-223 |
|
0.618 |
123-176 |
|
HIGH |
123-100 |
|
0.618 |
123-053 |
|
0.500 |
123-038 |
|
0.382 |
123-024 |
|
LOW |
122-297 |
|
0.618 |
122-221 |
|
1.000 |
122-174 |
|
1.618 |
122-098 |
|
2.618 |
121-295 |
|
4.250 |
121-094 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-068 |
123-052 |
| PP |
123-053 |
123-021 |
| S1 |
123-038 |
122-311 |
|