ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 26-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-035 |
123-205 |
0-170 |
0.4% |
123-185 |
High |
123-255 |
123-300 |
0-045 |
0.1% |
123-215 |
Low |
123-020 |
123-200 |
0-180 |
0.5% |
123-032 |
Close |
123-195 |
123-270 |
0-075 |
0.2% |
123-040 |
Range |
0-235 |
0-100 |
-0-135 |
-57.4% |
0-183 |
ATR |
0-096 |
0-097 |
0-001 |
0.7% |
0-000 |
Volume |
836,636 |
608,973 |
-227,663 |
-27.2% |
1,676,699 |
|
Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-237 |
124-193 |
124-005 |
|
R3 |
124-137 |
124-093 |
123-298 |
|
R2 |
124-037 |
124-037 |
123-288 |
|
R1 |
123-313 |
123-313 |
123-279 |
124-015 |
PP |
123-257 |
123-257 |
123-257 |
123-268 |
S1 |
123-213 |
123-213 |
123-261 |
123-235 |
S2 |
123-157 |
123-157 |
123-252 |
|
S3 |
123-057 |
123-113 |
123-242 |
|
S4 |
122-277 |
123-013 |
123-215 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-005 |
124-205 |
123-141 |
|
R3 |
124-142 |
124-022 |
123-090 |
|
R2 |
123-279 |
123-279 |
123-074 |
|
R1 |
123-159 |
123-159 |
123-057 |
123-128 |
PP |
123-096 |
123-096 |
123-096 |
123-080 |
S1 |
122-296 |
122-296 |
123-023 |
122-264 |
S2 |
122-233 |
122-233 |
123-006 |
|
S3 |
122-050 |
122-113 |
122-310 |
|
S4 |
121-187 |
121-250 |
122-259 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-300 |
122-315 |
0-305 |
0.8% |
0-110 |
0.3% |
90% |
True |
False |
528,247 |
10 |
123-300 |
122-315 |
0-305 |
0.8% |
0-097 |
0.2% |
90% |
True |
False |
472,699 |
20 |
123-300 |
122-202 |
1-098 |
1.1% |
0-092 |
0.2% |
93% |
True |
False |
394,218 |
40 |
123-300 |
122-090 |
1-210 |
1.3% |
0-097 |
0.2% |
94% |
True |
False |
408,549 |
60 |
123-300 |
121-290 |
2-010 |
1.6% |
0-086 |
0.2% |
95% |
True |
False |
285,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-085 |
2.618 |
124-242 |
1.618 |
124-142 |
1.000 |
124-080 |
0.618 |
124-042 |
HIGH |
123-300 |
0.618 |
123-262 |
0.500 |
123-250 |
0.382 |
123-238 |
LOW |
123-200 |
0.618 |
123-138 |
1.000 |
123-100 |
1.618 |
123-038 |
2.618 |
122-258 |
4.250 |
122-095 |
|
|
Fisher Pivots for day following 26-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-263 |
123-231 |
PP |
123-257 |
123-192 |
S1 |
123-250 |
123-152 |
|