ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-262 |
123-282 |
0-020 |
0.1% |
123-050 |
High |
123-305 |
124-017 |
0-032 |
0.1% |
123-305 |
Low |
123-242 |
123-282 |
0-040 |
0.1% |
122-315 |
Close |
123-285 |
123-310 |
0-025 |
0.1% |
123-285 |
Range |
0-063 |
0-055 |
-0-008 |
-12.7% |
0-310 |
ATR |
0-094 |
0-092 |
-0-003 |
-3.0% |
0-000 |
Volume |
442,745 |
411,823 |
-30,922 |
-7.0% |
2,658,203 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-155 |
124-127 |
124-020 |
|
R3 |
124-100 |
124-072 |
124-005 |
|
R2 |
124-045 |
124-045 |
124-000 |
|
R1 |
124-017 |
124-017 |
123-315 |
124-031 |
PP |
123-310 |
123-310 |
123-310 |
123-316 |
S1 |
123-282 |
123-282 |
123-305 |
123-296 |
S2 |
123-255 |
123-255 |
123-300 |
|
S3 |
123-200 |
123-227 |
123-295 |
|
S4 |
123-145 |
123-172 |
123-280 |
|
|
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 |
124-017 |
123-005 |
1-012 |
0.8% |
0-099 |
0.2% |
92% |
True |
False |
533,832 |
10 |
124-017 |
122-315 |
1-022 |
0.9% |
0-092 |
0.2% |
92% |
True |
False |
474,672 |
20 |
124-017 |
122-262 |
1-075 |
1.0% |
0-088 |
0.2% |
93% |
True |
False |
417,456 |
40 |
124-017 |
122-090 |
1-247 |
1.4% |
0-093 |
0.2% |
95% |
True |
False |
387,163 |
60 |
124-017 |
122-090 |
1-247 |
1.4% |
0-086 |
0.2% |
95% |
True |
False |
299,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-251 |
2.618 |
124-161 |
1.618 |
124-106 |
1.000 |
124-072 |
0.618 |
124-051 |
HIGH |
124-017 |
0.618 |
123-316 |
0.500 |
123-310 |
0.382 |
123-303 |
LOW |
123-282 |
0.618 |
123-248 |
1.000 |
123-227 |
1.618 |
123-193 |
2.618 |
123-138 |
4.250 |
123-048 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-310 |
123-296 |
PP |
123-310 |
123-282 |
S1 |
123-310 |
123-268 |
|