ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-147 |
123-162 |
0-015 |
0.0% |
123-255 |
High |
123-182 |
123-227 |
0-045 |
0.1% |
123-290 |
Low |
123-130 |
123-137 |
0-007 |
0.0% |
123-100 |
Close |
123-177 |
123-205 |
0-028 |
0.1% |
123-200 |
Range |
0-052 |
0-090 |
0-038 |
73.1% |
0-190 |
ATR |
0-082 |
0-083 |
0-001 |
0.7% |
0-000 |
Volume |
410,577 |
485,714 |
75,137 |
18.3% |
2,068,804 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-140 |
124-102 |
123-254 |
|
R3 |
124-050 |
124-012 |
123-230 |
|
R2 |
123-280 |
123-280 |
123-222 |
|
R1 |
123-242 |
123-242 |
123-213 |
123-261 |
PP |
123-190 |
123-190 |
123-190 |
123-199 |
S1 |
123-152 |
123-152 |
123-197 |
123-171 |
S2 |
123-100 |
123-100 |
123-188 |
|
S3 |
123-010 |
123-062 |
123-180 |
|
S4 |
122-240 |
122-292 |
123-156 |
|
|
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 |
123-227 |
123-100 |
0-127 |
0.3% |
0-079 |
0.2% |
83% |
True |
False |
429,650 |
10 |
124-037 |
123-100 |
0-257 |
0.6% |
0-078 |
0.2% |
41% |
False |
False |
423,002 |
20 |
124-037 |
122-315 |
1-042 |
0.9% |
0-084 |
0.2% |
58% |
False |
False |
456,300 |
40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-085 |
0.2% |
70% |
False |
False |
386,039 |
60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-091 |
0.2% |
74% |
False |
False |
384,479 |
80 |
124-037 |
121-030 |
3-007 |
2.4% |
0-080 |
0.2% |
84% |
False |
False |
289,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-290 |
2.618 |
124-143 |
1.618 |
124-053 |
1.000 |
123-317 |
0.618 |
123-283 |
HIGH |
123-227 |
0.618 |
123-193 |
0.500 |
123-182 |
0.382 |
123-171 |
LOW |
123-137 |
0.618 |
123-081 |
1.000 |
123-047 |
1.618 |
122-311 |
2.618 |
122-221 |
4.250 |
122-074 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-197 |
123-196 |
PP |
123-190 |
123-187 |
S1 |
123-182 |
123-178 |
|