ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-172 |
123-132 |
-0-040 |
-0.1% |
123-255 |
High |
123-202 |
123-215 |
0-013 |
0.0% |
123-290 |
Low |
123-100 |
123-130 |
0-030 |
0.1% |
123-100 |
Close |
123-125 |
123-200 |
0-075 |
0.2% |
123-200 |
Range |
0-102 |
0-085 |
-0-017 |
-16.7% |
0-190 |
ATR |
0-086 |
0-086 |
0-000 |
0.3% |
0-000 |
Volume |
504,701 |
422,546 |
-82,155 |
-16.3% |
2,068,804 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-117 |
124-083 |
123-247 |
|
R3 |
124-032 |
123-318 |
123-223 |
|
R2 |
123-267 |
123-267 |
123-216 |
|
R1 |
123-233 |
123-233 |
123-208 |
123-250 |
PP |
123-182 |
123-182 |
123-182 |
123-190 |
S1 |
123-148 |
123-148 |
123-192 |
123-165 |
S2 |
123-097 |
123-097 |
123-184 |
|
S3 |
123-012 |
123-063 |
123-177 |
|
S4 |
122-247 |
122-298 |
123-153 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-127 |
125-033 |
123-304 |
|
R3 |
124-257 |
124-163 |
123-252 |
|
R2 |
124-067 |
124-067 |
123-235 |
|
R1 |
123-293 |
123-293 |
123-217 |
123-245 |
PP |
123-197 |
123-197 |
123-197 |
123-172 |
S1 |
123-103 |
123-103 |
123-183 |
123-055 |
S2 |
123-007 |
123-007 |
123-165 |
|
S3 |
122-137 |
122-233 |
123-148 |
|
S4 |
121-267 |
122-043 |
123-096 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-290 |
123-100 |
0-190 |
0.5% |
0-078 |
0.2% |
53% |
False |
False |
413,760 |
10 |
124-037 |
123-100 |
0-257 |
0.6% |
0-075 |
0.2% |
39% |
False |
False |
434,024 |
20 |
124-037 |
122-315 |
1-042 |
0.9% |
0-087 |
0.2% |
57% |
False |
False |
456,064 |
40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-086 |
0.2% |
69% |
False |
False |
382,847 |
60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-090 |
0.2% |
73% |
False |
False |
364,394 |
80 |
124-037 |
121-030 |
3-007 |
2.4% |
0-077 |
0.2% |
84% |
False |
False |
273,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-256 |
2.618 |
124-118 |
1.618 |
124-033 |
1.000 |
123-300 |
0.618 |
123-268 |
HIGH |
123-215 |
0.618 |
123-183 |
0.500 |
123-172 |
0.382 |
123-162 |
LOW |
123-130 |
0.618 |
123-077 |
1.000 |
123-045 |
1.618 |
122-312 |
2.618 |
122-227 |
4.250 |
122-089 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-191 |
123-186 |
PP |
123-182 |
123-172 |
S1 |
123-172 |
123-158 |
|