ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 06-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-035 |
123-030 |
-0-005 |
0.0% |
123-047 |
High |
123-080 |
123-085 |
0-005 |
0.0% |
123-085 |
Low |
122-307 |
122-262 |
-0-045 |
-0.1% |
122-262 |
Close |
123-035 |
123-067 |
0-032 |
0.1% |
123-067 |
Range |
0-093 |
0-143 |
0-050 |
53.8% |
0-143 |
ATR |
0-092 |
0-096 |
0-004 |
3.9% |
0-000 |
Volume |
484,548 |
418,687 |
-65,861 |
-13.6% |
1,569,821 |
|
Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-140 |
124-087 |
123-146 |
|
R3 |
123-317 |
123-264 |
123-106 |
|
R2 |
123-174 |
123-174 |
123-093 |
|
R1 |
123-121 |
123-121 |
123-080 |
123-148 |
PP |
123-031 |
123-031 |
123-031 |
123-045 |
S1 |
122-298 |
122-298 |
123-054 |
123-004 |
S2 |
122-208 |
122-208 |
123-041 |
|
S3 |
122-065 |
122-155 |
123-028 |
|
S4 |
121-242 |
122-012 |
122-308 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-140 |
124-087 |
123-146 |
|
R3 |
123-317 |
123-264 |
123-106 |
|
R2 |
123-174 |
123-174 |
123-093 |
|
R1 |
123-121 |
123-121 |
123-080 |
123-148 |
PP |
123-031 |
123-031 |
123-031 |
123-045 |
S1 |
122-298 |
122-298 |
123-054 |
123-004 |
S2 |
122-208 |
122-208 |
123-041 |
|
S3 |
122-065 |
122-155 |
123-028 |
|
S4 |
121-242 |
122-012 |
122-308 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-100 |
122-262 |
0-158 |
0.4% |
0-091 |
0.2% |
79% |
False |
True |
349,364 |
10 |
123-100 |
122-167 |
0-253 |
0.6% |
0-093 |
0.2% |
87% |
False |
False |
267,268 |
20 |
123-127 |
122-167 |
0-280 |
0.7% |
0-093 |
0.2% |
79% |
False |
False |
311,473 |
40 |
123-127 |
122-090 |
1-037 |
0.9% |
0-089 |
0.2% |
83% |
False |
False |
283,684 |
60 |
123-127 |
121-030 |
2-097 |
1.9% |
0-070 |
0.2% |
92% |
False |
False |
189,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-053 |
2.618 |
124-139 |
1.618 |
123-316 |
1.000 |
123-228 |
0.618 |
123-173 |
HIGH |
123-085 |
0.618 |
123-030 |
0.500 |
123-014 |
0.382 |
122-317 |
LOW |
122-262 |
0.618 |
122-174 |
1.000 |
122-119 |
1.618 |
122-031 |
2.618 |
121-208 |
4.250 |
120-294 |
|
|
Fisher Pivots for day following 06-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-049 |
123-049 |
PP |
123-031 |
123-031 |
S1 |
123-014 |
123-014 |
|