ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-165 |
123-147 |
-0-018 |
0.0% |
123-255 |
High |
123-200 |
123-182 |
-0-018 |
0.0% |
123-290 |
Low |
123-135 |
123-130 |
-0-005 |
0.0% |
123-100 |
Close |
123-142 |
123-177 |
0-035 |
0.1% |
123-200 |
Range |
0-065 |
0-052 |
-0-013 |
-20.0% |
0-190 |
ATR |
0-085 |
0-082 |
-0-002 |
-2.8% |
0-000 |
Volume |
324,714 |
410,577 |
85,863 |
26.4% |
2,068,804 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-319 |
123-300 |
123-206 |
|
R3 |
123-267 |
123-248 |
123-191 |
|
R2 |
123-215 |
123-215 |
123-187 |
|
R1 |
123-196 |
123-196 |
123-182 |
123-206 |
PP |
123-163 |
123-163 |
123-163 |
123-168 |
S1 |
123-144 |
123-144 |
123-172 |
123-154 |
S2 |
123-111 |
123-111 |
123-167 |
|
S3 |
123-059 |
123-092 |
123-163 |
|
S4 |
123-007 |
123-040 |
123-148 |
|
|
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 |
123-215 |
123-100 |
0-115 |
0.3% |
0-070 |
0.2% |
67% |
False |
False |
408,317 |
10 |
124-037 |
123-100 |
0-257 |
0.7% |
0-073 |
0.2% |
30% |
False |
False |
417,928 |
20 |
124-037 |
122-315 |
1-042 |
0.9% |
0-083 |
0.2% |
50% |
False |
False |
451,722 |
40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-086 |
0.2% |
65% |
False |
False |
382,513 |
60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-091 |
0.2% |
69% |
False |
False |
376,515 |
80 |
124-037 |
121-030 |
3-007 |
2.4% |
0-079 |
0.2% |
81% |
False |
False |
283,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-083 |
2.618 |
123-318 |
1.618 |
123-266 |
1.000 |
123-234 |
0.618 |
123-214 |
HIGH |
123-182 |
0.618 |
123-162 |
0.500 |
123-156 |
0.382 |
123-150 |
LOW |
123-130 |
0.618 |
123-098 |
1.000 |
123-078 |
1.618 |
123-046 |
2.618 |
122-314 |
4.250 |
122-229 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-170 |
123-176 |
PP |
123-163 |
123-174 |
S1 |
123-156 |
123-172 |
|