ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 04-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-047 |
123-027 |
-0-020 |
-0.1% |
122-190 |
High |
123-057 |
123-050 |
-0-007 |
0.0% |
123-100 |
Low |
123-010 |
123-000 |
-0-010 |
0.0% |
122-167 |
Close |
123-017 |
123-020 |
0-003 |
0.0% |
123-082 |
Range |
0-047 |
0-050 |
0-003 |
6.4% |
0-253 |
ATR |
0-096 |
0-092 |
-0-003 |
-3.4% |
0-000 |
Volume |
309,233 |
357,353 |
48,120 |
15.6% |
666,597 |
|
Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-173 |
123-147 |
123-048 |
|
R3 |
123-123 |
123-097 |
123-034 |
|
R2 |
123-073 |
123-073 |
123-029 |
|
R1 |
123-047 |
123-047 |
123-025 |
123-035 |
PP |
123-023 |
123-023 |
123-023 |
123-018 |
S1 |
122-317 |
122-317 |
123-015 |
122-305 |
S2 |
122-293 |
122-293 |
123-011 |
|
S3 |
122-243 |
122-267 |
123-006 |
|
S4 |
122-193 |
122-217 |
122-312 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-100 |
122-202 |
0-218 |
0.6% |
0-083 |
0.2% |
63% |
False |
False |
246,679 |
10 |
123-105 |
122-167 |
0-258 |
0.7% |
0-091 |
0.2% |
67% |
False |
False |
251,783 |
20 |
123-127 |
122-167 |
0-280 |
0.7% |
0-092 |
0.2% |
62% |
False |
False |
307,013 |
40 |
123-127 |
122-090 |
1-037 |
0.9% |
0-086 |
0.2% |
70% |
False |
False |
261,204 |
60 |
123-127 |
120-290 |
2-157 |
2.0% |
0-066 |
0.2% |
87% |
False |
False |
174,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-262 |
2.618 |
123-181 |
1.618 |
123-131 |
1.000 |
123-100 |
0.618 |
123-081 |
HIGH |
123-050 |
0.618 |
123-031 |
0.500 |
123-025 |
0.382 |
123-019 |
LOW |
123-000 |
0.618 |
122-289 |
1.000 |
122-270 |
1.618 |
122-239 |
2.618 |
122-189 |
4.250 |
122-108 |
|
|
Fisher Pivots for day following 04-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-025 |
123-038 |
PP |
123-023 |
123-032 |
S1 |
123-022 |
123-026 |
|