ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-162 |
123-207 |
0-045 |
0.1% |
123-255 |
High |
123-227 |
123-230 |
0-003 |
0.0% |
123-290 |
Low |
123-137 |
123-067 |
-0-070 |
-0.2% |
123-100 |
Close |
123-205 |
123-090 |
-0-115 |
-0.3% |
123-200 |
Range |
0-090 |
0-163 |
0-073 |
81.1% |
0-190 |
ATR |
0-083 |
0-089 |
0-006 |
6.9% |
0-000 |
Volume |
485,714 |
620,447 |
134,733 |
27.7% |
2,068,804 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-298 |
124-197 |
123-180 |
|
R3 |
124-135 |
124-034 |
123-135 |
|
R2 |
123-292 |
123-292 |
123-120 |
|
R1 |
123-191 |
123-191 |
123-105 |
123-160 |
PP |
123-129 |
123-129 |
123-129 |
123-114 |
S1 |
123-028 |
123-028 |
123-075 |
122-317 |
S2 |
122-286 |
122-286 |
123-060 |
|
S3 |
122-123 |
122-185 |
123-045 |
|
S4 |
121-280 |
122-022 |
123-000 |
|
|
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 |
123-230 |
123-067 |
0-163 |
0.4% |
0-091 |
0.2% |
14% |
True |
True |
452,799 |
10 |
124-037 |
123-067 |
0-290 |
0.7% |
0-089 |
0.2% |
8% |
False |
True |
448,134 |
20 |
124-037 |
122-315 |
1-042 |
0.9% |
0-087 |
0.2% |
26% |
False |
False |
463,283 |
40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-088 |
0.2% |
48% |
False |
False |
394,831 |
60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-092 |
0.2% |
55% |
False |
False |
394,666 |
80 |
124-037 |
121-030 |
3-007 |
2.5% |
0-082 |
0.2% |
72% |
False |
False |
296,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-283 |
2.618 |
125-017 |
1.618 |
124-174 |
1.000 |
124-073 |
0.618 |
124-011 |
HIGH |
123-230 |
0.618 |
123-168 |
0.500 |
123-148 |
0.382 |
123-129 |
LOW |
123-067 |
0.618 |
122-286 |
1.000 |
122-224 |
1.618 |
122-123 |
2.618 |
121-280 |
4.250 |
121-014 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-148 |
123-148 |
PP |
123-129 |
123-129 |
S1 |
123-110 |
123-110 |
|