ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 03-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-010 |
123-047 |
0-037 |
0.1% |
122-190 |
High |
123-100 |
123-057 |
-0-043 |
-0.1% |
123-100 |
Low |
122-297 |
123-010 |
0-033 |
0.1% |
122-167 |
Close |
123-082 |
123-017 |
-0-065 |
-0.2% |
123-082 |
Range |
0-123 |
0-047 |
-0-076 |
-61.8% |
0-253 |
ATR |
0-097 |
0-096 |
-0-002 |
-1.9% |
0-000 |
Volume |
177,001 |
309,233 |
132,232 |
74.7% |
666,597 |
|
Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-169 |
123-140 |
123-043 |
|
R3 |
123-122 |
123-093 |
123-030 |
|
R2 |
123-075 |
123-075 |
123-026 |
|
R1 |
123-046 |
123-046 |
123-021 |
123-037 |
PP |
123-028 |
123-028 |
123-028 |
123-024 |
S1 |
122-319 |
122-319 |
123-013 |
122-310 |
S2 |
122-301 |
122-301 |
123-008 |
|
S3 |
122-254 |
122-272 |
123-004 |
|
S4 |
122-207 |
122-225 |
122-311 |
|
|
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 |
123-257 |
2.618 |
123-180 |
1.618 |
123-133 |
1.000 |
123-104 |
0.618 |
123-086 |
HIGH |
123-057 |
0.618 |
123-039 |
0.500 |
123-034 |
0.382 |
123-028 |
LOW |
123-010 |
0.618 |
122-301 |
1.000 |
122-283 |
1.618 |
122-254 |
2.618 |
122-207 |
4.250 |
122-130 |
|
|
Fisher Pivots for day following 03-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-034 |
123-022 |
PP |
123-028 |
123-021 |
S1 |
123-022 |
123-019 |
|