ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-110 |
123-185 |
0-075 |
0.2% |
123-065 |
High |
123-215 |
123-215 |
0-000 |
0.0% |
123-215 |
Low |
123-100 |
123-137 |
0-037 |
0.1% |
123-042 |
Close |
123-192 |
123-200 |
0-008 |
0.0% |
123-192 |
Range |
0-115 |
0-078 |
-0-037 |
-32.2% |
0-173 |
ATR |
0-090 |
0-089 |
-0-001 |
-1.0% |
0-000 |
Volume |
446,150 |
375,977 |
-70,173 |
-15.7% |
1,855,581 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-098 |
124-067 |
123-243 |
|
R3 |
124-020 |
123-309 |
123-221 |
|
R2 |
123-262 |
123-262 |
123-214 |
|
R1 |
123-231 |
123-231 |
123-207 |
123-246 |
PP |
123-184 |
123-184 |
123-184 |
123-192 |
S1 |
123-153 |
123-153 |
123-193 |
123-168 |
S2 |
123-106 |
123-106 |
123-186 |
|
S3 |
123-028 |
123-075 |
123-179 |
|
S4 |
122-270 |
122-317 |
123-157 |
|
|
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% |
0-075 |
0.2% |
91% |
True |
False |
393,656 |
10 |
123-215 |
122-262 |
0-273 |
0.7% |
0-079 |
0.2% |
95% |
True |
False |
380,137 |
20 |
123-215 |
122-167 |
1-048 |
0.9% |
0-089 |
0.2% |
96% |
True |
False |
313,303 |
40 |
123-215 |
122-090 |
1-125 |
1.1% |
0-095 |
0.2% |
97% |
True |
False |
338,911 |
60 |
123-215 |
121-030 |
2-185 |
2.1% |
0-078 |
0.2% |
98% |
True |
False |
226,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-226 |
2.618 |
124-099 |
1.618 |
124-021 |
1.000 |
123-293 |
0.618 |
123-263 |
HIGH |
123-215 |
0.618 |
123-185 |
0.500 |
123-176 |
0.382 |
123-167 |
LOW |
123-137 |
0.618 |
123-089 |
1.000 |
123-059 |
1.618 |
123-011 |
2.618 |
122-253 |
4.250 |
122-126 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-192 |
123-186 |
PP |
123-184 |
123-172 |
S1 |
123-176 |
123-158 |
|