ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
124-015 |
123-255 |
-0-080 |
-0.2% |
123-282 |
High |
124-037 |
123-290 |
-0-067 |
-0.2% |
124-037 |
Low |
123-222 |
123-237 |
0-015 |
0.0% |
123-222 |
Close |
123-227 |
123-275 |
0-048 |
0.1% |
123-227 |
Range |
0-135 |
0-053 |
-0-082 |
-60.7% |
0-135 |
ATR |
0-088 |
0-086 |
-0-002 |
-2.0% |
0-000 |
Volume |
571,084 |
308,621 |
-262,463 |
-46.0% |
2,271,438 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-106 |
124-084 |
123-304 |
|
R3 |
124-053 |
124-031 |
123-290 |
|
R2 |
124-000 |
124-000 |
123-285 |
|
R1 |
123-298 |
123-298 |
123-280 |
123-309 |
PP |
123-267 |
123-267 |
123-267 |
123-273 |
S1 |
123-245 |
123-245 |
123-270 |
123-256 |
S2 |
123-214 |
123-214 |
123-265 |
|
S3 |
123-161 |
123-192 |
123-260 |
|
S4 |
123-108 |
123-139 |
123-246 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-034 |
124-265 |
123-301 |
|
R3 |
124-219 |
124-130 |
123-264 |
|
R2 |
124-084 |
124-084 |
123-252 |
|
R1 |
123-315 |
123-315 |
123-239 |
123-292 |
PP |
123-269 |
123-269 |
123-269 |
123-257 |
S1 |
123-180 |
123-180 |
123-215 |
123-157 |
S2 |
123-134 |
123-134 |
123-202 |
|
S3 |
122-319 |
123-045 |
123-190 |
|
S4 |
122-184 |
122-230 |
123-153 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-037 |
123-222 |
0-135 |
0.3% |
0-072 |
0.2% |
39% |
False |
False |
433,647 |
10 |
124-037 |
123-005 |
1-032 |
0.9% |
0-085 |
0.2% |
77% |
False |
False |
483,740 |
20 |
124-037 |
122-315 |
1-042 |
0.9% |
0-083 |
0.2% |
77% |
False |
False |
438,527 |
40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-088 |
0.2% |
84% |
False |
False |
375,000 |
60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-087 |
0.2% |
86% |
False |
False |
335,298 |
80 |
124-037 |
121-030 |
3-007 |
2.4% |
0-073 |
0.2% |
92% |
False |
False |
251,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-195 |
2.618 |
124-109 |
1.618 |
124-056 |
1.000 |
124-023 |
0.618 |
124-003 |
HIGH |
123-290 |
0.618 |
123-270 |
0.500 |
123-264 |
0.382 |
123-257 |
LOW |
123-237 |
0.618 |
123-204 |
1.000 |
123-184 |
1.618 |
123-151 |
2.618 |
123-098 |
4.250 |
123-012 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-271 |
123-290 |
PP |
123-267 |
123-285 |
S1 |
123-264 |
123-280 |
|