ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 05-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-027 |
123-035 |
0-008 |
0.0% |
122-190 |
High |
123-050 |
123-080 |
0-030 |
0.1% |
123-100 |
Low |
123-000 |
122-307 |
-0-013 |
0.0% |
122-167 |
Close |
123-020 |
123-035 |
0-015 |
0.0% |
123-082 |
Range |
0-050 |
0-093 |
0-043 |
86.0% |
0-253 |
ATR |
0-092 |
0-092 |
0-000 |
0.0% |
0-000 |
Volume |
357,353 |
484,548 |
127,195 |
35.6% |
666,597 |
|
Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-313 |
123-267 |
123-086 |
|
R3 |
123-220 |
123-174 |
123-061 |
|
R2 |
123-127 |
123-127 |
123-052 |
|
R1 |
123-081 |
123-081 |
123-044 |
123-082 |
PP |
123-034 |
123-034 |
123-034 |
123-034 |
S1 |
122-308 |
122-308 |
123-026 |
122-308 |
S2 |
122-261 |
122-261 |
123-018 |
|
S3 |
122-168 |
122-215 |
123-009 |
|
S4 |
122-075 |
122-122 |
122-304 |
|
|
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 |
122-265 |
0-155 |
0.4% |
0-080 |
0.2% |
58% |
False |
False |
305,784 |
10 |
123-100 |
122-167 |
0-253 |
0.6% |
0-089 |
0.2% |
74% |
False |
False |
262,631 |
20 |
123-127 |
122-167 |
0-280 |
0.7% |
0-093 |
0.2% |
67% |
False |
False |
312,640 |
40 |
123-127 |
122-090 |
1-037 |
0.9% |
0-087 |
0.2% |
74% |
False |
False |
273,253 |
60 |
123-127 |
121-030 |
2-097 |
1.9% |
0-068 |
0.2% |
88% |
False |
False |
182,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-155 |
2.618 |
124-003 |
1.618 |
123-230 |
1.000 |
123-173 |
0.618 |
123-137 |
HIGH |
123-080 |
0.618 |
123-044 |
0.500 |
123-034 |
0.382 |
123-023 |
LOW |
122-307 |
0.618 |
122-250 |
1.000 |
122-214 |
1.618 |
122-157 |
2.618 |
122-064 |
4.250 |
121-232 |
|
|
Fisher Pivots for day following 05-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-034 |
123-034 |
PP |
123-034 |
123-034 |
S1 |
123-034 |
123-034 |
|