ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 12-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-077 |
123-125 |
0-048 |
0.1% |
123-047 |
High |
123-147 |
123-150 |
0-003 |
0.0% |
123-085 |
Low |
123-077 |
123-100 |
0-023 |
0.1% |
122-262 |
Close |
123-135 |
123-112 |
-0-023 |
-0.1% |
123-067 |
Range |
0-070 |
0-050 |
-0-020 |
-28.6% |
0-143 |
ATR |
0-091 |
0-088 |
-0-003 |
-3.2% |
0-000 |
Volume |
424,017 |
388,691 |
-35,326 |
-8.3% |
1,569,821 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-271 |
123-241 |
123-140 |
|
R3 |
123-221 |
123-191 |
123-126 |
|
R2 |
123-171 |
123-171 |
123-121 |
|
R1 |
123-141 |
123-141 |
123-117 |
123-131 |
PP |
123-121 |
123-121 |
123-121 |
123-116 |
S1 |
123-091 |
123-091 |
123-107 |
123-081 |
S2 |
123-071 |
123-071 |
123-103 |
|
S3 |
123-021 |
123-041 |
123-098 |
|
S4 |
122-291 |
122-311 |
123-084 |
|
|
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 |
123-150 |
122-262 |
0-208 |
0.5% |
0-081 |
0.2% |
82% |
True |
False |
365,623 |
10 |
123-150 |
122-262 |
0-208 |
0.5% |
0-081 |
0.2% |
82% |
True |
False |
335,704 |
20 |
123-150 |
122-167 |
0-303 |
0.8% |
0-085 |
0.2% |
87% |
True |
False |
309,629 |
40 |
123-150 |
122-090 |
1-060 |
1.0% |
0-092 |
0.2% |
90% |
True |
False |
318,559 |
60 |
123-150 |
121-030 |
2-120 |
1.9% |
0-074 |
0.2% |
95% |
True |
False |
213,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-042 |
2.618 |
123-281 |
1.618 |
123-231 |
1.000 |
123-200 |
0.618 |
123-181 |
HIGH |
123-150 |
0.618 |
123-131 |
0.500 |
123-125 |
0.382 |
123-119 |
LOW |
123-100 |
0.618 |
123-069 |
1.000 |
123-050 |
1.618 |
123-019 |
2.618 |
122-289 |
4.250 |
122-208 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-125 |
123-107 |
PP |
123-121 |
123-101 |
S1 |
123-116 |
123-096 |
|