ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-205 |
123-262 |
0-057 |
0.1% |
123-050 |
High |
123-300 |
123-305 |
0-005 |
0.0% |
123-305 |
Low |
123-200 |
123-242 |
0-042 |
0.1% |
122-315 |
Close |
123-270 |
123-285 |
0-015 |
0.0% |
123-285 |
Range |
0-100 |
0-063 |
-0-037 |
-37.0% |
0-310 |
ATR |
0-097 |
0-094 |
-0-002 |
-2.5% |
0-000 |
Volume |
608,973 |
442,745 |
-166,228 |
-27.3% |
2,658,203 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-146 |
124-119 |
124-000 |
|
R3 |
124-083 |
124-056 |
123-302 |
|
R2 |
124-020 |
124-020 |
123-297 |
|
R1 |
123-313 |
123-313 |
123-291 |
124-006 |
PP |
123-277 |
123-277 |
123-277 |
123-284 |
S1 |
123-250 |
123-250 |
123-279 |
123-264 |
S2 |
123-214 |
123-214 |
123-273 |
|
S3 |
123-151 |
123-187 |
123-268 |
|
S4 |
123-088 |
123-124 |
123-250 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-165 |
126-055 |
124-136 |
|
R3 |
125-175 |
125-065 |
124-050 |
|
R2 |
124-185 |
124-185 |
124-022 |
|
R1 |
124-075 |
124-075 |
123-313 |
124-130 |
PP |
123-195 |
123-195 |
123-195 |
123-222 |
S1 |
123-085 |
123-085 |
123-257 |
123-140 |
S2 |
122-205 |
122-205 |
123-228 |
|
S3 |
121-215 |
122-095 |
123-200 |
|
S4 |
120-225 |
121-105 |
123-114 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-305 |
122-315 |
0-310 |
0.8% |
0-106 |
0.3% |
94% |
True |
False |
531,640 |
10 |
123-305 |
122-315 |
0-310 |
0.8% |
0-098 |
0.2% |
94% |
True |
False |
478,105 |
20 |
123-305 |
122-262 |
1-043 |
0.9% |
0-090 |
0.2% |
94% |
True |
False |
406,904 |
40 |
123-305 |
122-090 |
1-215 |
1.3% |
0-096 |
0.2% |
96% |
True |
False |
394,765 |
60 |
123-305 |
122-090 |
1-215 |
1.3% |
0-086 |
0.2% |
96% |
True |
False |
292,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-253 |
2.618 |
124-150 |
1.618 |
124-087 |
1.000 |
124-048 |
0.618 |
124-024 |
HIGH |
123-305 |
0.618 |
123-281 |
0.500 |
123-274 |
0.382 |
123-266 |
LOW |
123-242 |
0.618 |
123-203 |
1.000 |
123-179 |
1.618 |
123-140 |
2.618 |
123-077 |
4.250 |
122-294 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-281 |
123-244 |
PP |
123-277 |
123-203 |
S1 |
123-274 |
123-162 |
|