ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-282 |
123-307 |
0-025 |
0.1% |
123-050 |
High |
124-017 |
124-030 |
0-013 |
0.0% |
123-305 |
Low |
123-282 |
123-267 |
-0-015 |
0.0% |
122-315 |
Close |
123-310 |
124-015 |
0-025 |
0.1% |
123-285 |
Range |
0-055 |
0-083 |
0-028 |
50.9% |
0-310 |
ATR |
0-092 |
0-091 |
-0-001 |
-0.7% |
0-000 |
Volume |
411,823 |
484,430 |
72,607 |
17.6% |
2,658,203 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-246 |
124-214 |
124-061 |
|
R3 |
124-163 |
124-131 |
124-038 |
|
R2 |
124-080 |
124-080 |
124-030 |
|
R1 |
124-048 |
124-048 |
124-023 |
124-064 |
PP |
123-317 |
123-317 |
123-317 |
124-006 |
S1 |
123-285 |
123-285 |
124-007 |
123-301 |
S2 |
123-234 |
123-234 |
124-000 |
|
S3 |
123-151 |
123-202 |
123-312 |
|
S4 |
123-068 |
123-119 |
123-289 |
|
|
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 |
124-030 |
123-020 |
1-010 |
0.8% |
0-107 |
0.3% |
95% |
True |
False |
556,921 |
10 |
124-030 |
122-315 |
1-035 |
0.9% |
0-093 |
0.2% |
96% |
True |
False |
485,517 |
20 |
124-030 |
122-262 |
1-088 |
1.0% |
0-086 |
0.2% |
96% |
True |
False |
432,827 |
40 |
124-030 |
122-090 |
1-260 |
1.5% |
0-093 |
0.2% |
97% |
True |
False |
378,661 |
60 |
124-030 |
122-090 |
1-260 |
1.5% |
0-087 |
0.2% |
97% |
True |
False |
307,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-063 |
2.618 |
124-247 |
1.618 |
124-164 |
1.000 |
124-113 |
0.618 |
124-081 |
HIGH |
124-030 |
0.618 |
123-318 |
0.500 |
123-308 |
0.382 |
123-299 |
LOW |
123-267 |
0.618 |
123-216 |
1.000 |
123-184 |
1.618 |
123-133 |
2.618 |
123-050 |
4.250 |
122-234 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
124-006 |
124-002 |
PP |
123-317 |
123-309 |
S1 |
123-308 |
123-296 |
|