ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 09-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-030 |
123-065 |
0-035 |
0.1% |
123-047 |
High |
123-085 |
123-125 |
0-040 |
0.1% |
123-085 |
Low |
122-262 |
123-042 |
0-100 |
0.3% |
122-262 |
Close |
123-067 |
123-097 |
0-030 |
0.1% |
123-067 |
Range |
0-143 |
0-083 |
-0-060 |
-42.0% |
0-143 |
ATR |
0-096 |
0-095 |
-0-001 |
-1.0% |
0-000 |
Volume |
418,687 |
263,274 |
-155,413 |
-37.1% |
1,569,821 |
|
Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-017 |
123-300 |
123-143 |
|
R3 |
123-254 |
123-217 |
123-120 |
|
R2 |
123-171 |
123-171 |
123-112 |
|
R1 |
123-134 |
123-134 |
123-105 |
123-152 |
PP |
123-088 |
123-088 |
123-088 |
123-097 |
S1 |
123-051 |
123-051 |
123-089 |
123-070 |
S2 |
123-005 |
123-005 |
123-082 |
|
S3 |
122-242 |
122-288 |
123-074 |
|
S4 |
122-159 |
122-205 |
123-051 |
|
|
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 |
123-125 |
122-262 |
0-183 |
0.5% |
0-083 |
0.2% |
85% |
True |
False |
366,619 |
10 |
123-125 |
122-167 |
0-278 |
0.7% |
0-095 |
0.2% |
90% |
True |
False |
270,367 |
20 |
123-127 |
122-167 |
0-280 |
0.7% |
0-090 |
0.2% |
89% |
False |
False |
300,773 |
40 |
123-127 |
122-090 |
1-037 |
0.9% |
0-090 |
0.2% |
92% |
False |
False |
290,144 |
60 |
123-127 |
121-030 |
2-097 |
1.9% |
0-071 |
0.2% |
96% |
False |
False |
193,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-158 |
2.618 |
124-022 |
1.618 |
123-259 |
1.000 |
123-208 |
0.618 |
123-176 |
HIGH |
123-125 |
0.618 |
123-093 |
0.500 |
123-084 |
0.382 |
123-074 |
LOW |
123-042 |
0.618 |
122-311 |
1.000 |
122-279 |
1.618 |
122-228 |
2.618 |
122-145 |
4.250 |
122-009 |
|
|
Fisher Pivots for day following 09-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-092 |
123-076 |
PP |
123-088 |
123-055 |
S1 |
123-084 |
123-034 |
|