ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 02-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
124-020 |
124-000 |
-0-020 |
-0.1% |
123-050 |
High |
124-020 |
124-025 |
0-005 |
0.0% |
123-305 |
Low |
123-295 |
123-300 |
0-005 |
0.0% |
122-315 |
Close |
124-000 |
124-015 |
0-015 |
0.0% |
123-285 |
Range |
0-045 |
0-045 |
0-000 |
0.0% |
0-310 |
ATR |
0-088 |
0-085 |
-0-003 |
-3.5% |
0-000 |
Volume |
434,971 |
369,130 |
-65,841 |
-15.1% |
2,658,203 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-142 |
124-123 |
124-040 |
|
R3 |
124-097 |
124-078 |
124-027 |
|
R2 |
124-052 |
124-052 |
124-023 |
|
R1 |
124-033 |
124-033 |
124-019 |
124-042 |
PP |
124-007 |
124-007 |
124-007 |
124-011 |
S1 |
123-308 |
123-308 |
124-011 |
123-318 |
S2 |
123-282 |
123-282 |
124-007 |
|
S3 |
123-237 |
123-263 |
124-003 |
|
S4 |
123-192 |
123-218 |
123-310 |
|
|
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 |
123-242 |
0-108 |
0.3% |
0-058 |
0.1% |
86% |
False |
False |
428,619 |
10 |
124-030 |
122-315 |
1-035 |
0.9% |
0-084 |
0.2% |
96% |
False |
False |
478,433 |
20 |
124-030 |
122-262 |
1-088 |
1.0% |
0-086 |
0.2% |
96% |
False |
False |
439,703 |
40 |
124-030 |
122-167 |
1-183 |
1.3% |
0-089 |
0.2% |
97% |
False |
False |
373,358 |
60 |
124-030 |
122-090 |
1-260 |
1.5% |
0-086 |
0.2% |
97% |
False |
False |
320,704 |
80 |
124-030 |
120-290 |
3-060 |
2.6% |
0-071 |
0.2% |
99% |
False |
False |
240,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-216 |
2.618 |
124-143 |
1.618 |
124-098 |
1.000 |
124-070 |
0.618 |
124-053 |
HIGH |
124-025 |
0.618 |
124-008 |
0.500 |
124-002 |
0.382 |
123-317 |
LOW |
123-300 |
0.618 |
123-272 |
1.000 |
123-255 |
1.618 |
123-227 |
2.618 |
123-182 |
4.250 |
123-109 |
|
|
Fisher Pivots for day following 02-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
124-011 |
124-006 |
PP |
124-007 |
123-317 |
S1 |
124-002 |
123-308 |
|