ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 19-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-192 |
123-160 |
-0-032 |
-0.1% |
123-065 |
High |
123-210 |
123-177 |
-0-033 |
-0.1% |
123-215 |
Low |
123-147 |
123-062 |
-0-085 |
-0.2% |
123-042 |
Close |
123-162 |
123-095 |
-0-067 |
-0.2% |
123-192 |
Range |
0-063 |
0-115 |
0-052 |
82.5% |
0-173 |
ATR |
0-087 |
0-089 |
0-002 |
2.3% |
0-000 |
Volume |
394,159 |
480,782 |
86,623 |
22.0% |
1,855,581 |
|
Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-136 |
124-071 |
123-158 |
|
R3 |
124-021 |
123-276 |
123-127 |
|
R2 |
123-226 |
123-226 |
123-116 |
|
R1 |
123-161 |
123-161 |
123-106 |
123-136 |
PP |
123-111 |
123-111 |
123-111 |
123-099 |
S1 |
123-046 |
123-046 |
123-084 |
123-021 |
S2 |
122-316 |
122-316 |
123-074 |
|
S3 |
122-201 |
122-251 |
123-063 |
|
S4 |
122-086 |
122-136 |
123-032 |
|
|
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 |
123-062 |
0-153 |
0.4% |
0-084 |
0.2% |
22% |
False |
True |
417,151 |
10 |
123-215 |
122-262 |
0-273 |
0.7% |
0-087 |
0.2% |
56% |
False |
False |
400,973 |
20 |
123-215 |
122-167 |
1-048 |
0.9% |
0-089 |
0.2% |
67% |
False |
False |
326,378 |
40 |
123-215 |
122-090 |
1-125 |
1.1% |
0-094 |
0.2% |
73% |
False |
False |
360,358 |
60 |
123-215 |
121-030 |
2-185 |
2.1% |
0-080 |
0.2% |
85% |
False |
False |
241,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-026 |
2.618 |
124-158 |
1.618 |
124-043 |
1.000 |
123-292 |
0.618 |
123-248 |
HIGH |
123-177 |
0.618 |
123-133 |
0.500 |
123-120 |
0.382 |
123-106 |
LOW |
123-062 |
0.618 |
122-311 |
1.000 |
122-267 |
1.618 |
122-196 |
2.618 |
122-081 |
4.250 |
121-213 |
|
|
Fisher Pivots for day following 19-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-120 |
123-138 |
PP |
123-111 |
123-124 |
S1 |
123-103 |
123-110 |
|