ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-255 |
123-267 |
0-012 |
0.0% |
123-282 |
High |
123-290 |
123-272 |
-0-018 |
0.0% |
124-037 |
Low |
123-237 |
123-172 |
-0-065 |
-0.2% |
123-222 |
Close |
123-275 |
123-197 |
-0-078 |
-0.2% |
123-227 |
Range |
0-053 |
0-100 |
0-047 |
88.7% |
0-135 |
ATR |
0-086 |
0-088 |
0-001 |
1.4% |
0-000 |
Volume |
308,621 |
453,885 |
145,264 |
47.1% |
2,271,438 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-194 |
124-135 |
123-252 |
|
R3 |
124-094 |
124-035 |
123-224 |
|
R2 |
123-314 |
123-314 |
123-215 |
|
R1 |
123-255 |
123-255 |
123-206 |
123-234 |
PP |
123-214 |
123-214 |
123-214 |
123-203 |
S1 |
123-155 |
123-155 |
123-188 |
123-134 |
S2 |
123-114 |
123-114 |
123-179 |
|
S3 |
123-014 |
123-055 |
123-170 |
|
S4 |
122-234 |
122-275 |
123-142 |
|
|
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 |
123-172 |
0-185 |
0.5% |
0-076 |
0.2% |
14% |
False |
True |
427,538 |
10 |
124-037 |
123-020 |
1-017 |
0.9% |
0-091 |
0.2% |
53% |
False |
False |
492,229 |
20 |
124-037 |
122-315 |
1-042 |
0.9% |
0-084 |
0.2% |
56% |
False |
False |
448,057 |
40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-087 |
0.2% |
69% |
False |
False |
374,415 |
60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-088 |
0.2% |
73% |
False |
False |
342,782 |
80 |
124-037 |
121-030 |
3-007 |
2.4% |
0-074 |
0.2% |
83% |
False |
False |
257,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-057 |
2.618 |
124-214 |
1.618 |
124-114 |
1.000 |
124-052 |
0.618 |
124-014 |
HIGH |
123-272 |
0.618 |
123-234 |
0.500 |
123-222 |
0.382 |
123-210 |
LOW |
123-172 |
0.618 |
123-110 |
1.000 |
123-072 |
1.618 |
123-010 |
2.618 |
122-230 |
4.250 |
122-067 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-222 |
123-264 |
PP |
123-214 |
123-242 |
S1 |
123-205 |
123-220 |
|