ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-125 |
123-110 |
-0-015 |
0.0% |
123-065 |
High |
123-150 |
123-215 |
0-065 |
0.2% |
123-215 |
Low |
123-100 |
123-100 |
0-000 |
0.0% |
123-042 |
Close |
123-112 |
123-192 |
0-080 |
0.2% |
123-192 |
Range |
0-050 |
0-115 |
0-065 |
130.0% |
0-173 |
ATR |
0-088 |
0-090 |
0-002 |
2.2% |
0-000 |
Volume |
388,691 |
446,150 |
57,459 |
14.8% |
1,855,581 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-194 |
124-148 |
123-255 |
|
R3 |
124-079 |
124-033 |
123-224 |
|
R2 |
123-284 |
123-284 |
123-213 |
|
R1 |
123-238 |
123-238 |
123-203 |
123-261 |
PP |
123-169 |
123-169 |
123-169 |
123-180 |
S1 |
123-123 |
123-123 |
123-181 |
123-146 |
S2 |
123-054 |
123-054 |
123-171 |
|
S3 |
122-259 |
123-008 |
123-160 |
|
S4 |
122-144 |
122-213 |
123-129 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-029 |
124-283 |
123-287 |
|
R3 |
124-176 |
124-110 |
123-240 |
|
R2 |
124-003 |
124-003 |
123-224 |
|
R1 |
123-257 |
123-257 |
123-208 |
123-290 |
PP |
123-150 |
123-150 |
123-150 |
123-166 |
S1 |
123-084 |
123-084 |
123-176 |
123-117 |
S2 |
122-297 |
122-297 |
123-160 |
|
S3 |
122-124 |
122-231 |
123-144 |
|
S4 |
121-271 |
122-058 |
123-097 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-215 |
123-042 |
0-173 |
0.4% |
0-076 |
0.2% |
87% |
True |
False |
371,116 |
10 |
123-215 |
122-262 |
0-273 |
0.7% |
0-083 |
0.2% |
92% |
True |
False |
360,240 |
20 |
123-215 |
122-167 |
1-048 |
0.9% |
0-088 |
0.2% |
94% |
True |
False |
311,494 |
40 |
123-215 |
122-090 |
1-125 |
1.1% |
0-094 |
0.2% |
95% |
True |
False |
329,606 |
60 |
123-215 |
121-030 |
2-185 |
2.1% |
0-076 |
0.2% |
97% |
True |
False |
220,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-064 |
2.618 |
124-196 |
1.618 |
124-081 |
1.000 |
124-010 |
0.618 |
123-286 |
HIGH |
123-215 |
0.618 |
123-171 |
0.500 |
123-158 |
0.382 |
123-144 |
LOW |
123-100 |
0.618 |
123-029 |
1.000 |
122-305 |
1.618 |
122-234 |
2.618 |
122-119 |
4.250 |
121-251 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-180 |
123-177 |
PP |
123-169 |
123-161 |
S1 |
123-158 |
123-146 |
|