ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-207 |
123-097 |
-0-110 |
-0.3% |
123-165 |
High |
123-230 |
123-112 |
-0-118 |
-0.3% |
123-230 |
Low |
123-067 |
123-030 |
-0-037 |
-0.1% |
123-030 |
Close |
123-090 |
123-095 |
0-005 |
0.0% |
123-095 |
Range |
0-163 |
0-082 |
-0-081 |
-49.7% |
0-200 |
ATR |
0-089 |
0-088 |
0-000 |
-0.5% |
0-000 |
Volume |
620,447 |
471,543 |
-148,904 |
-24.0% |
2,312,995 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-005 |
123-292 |
123-140 |
|
R3 |
123-243 |
123-210 |
123-118 |
|
R2 |
123-161 |
123-161 |
123-110 |
|
R1 |
123-128 |
123-128 |
123-103 |
123-104 |
PP |
123-079 |
123-079 |
123-079 |
123-067 |
S1 |
123-046 |
123-046 |
123-087 |
123-022 |
S2 |
122-317 |
122-317 |
123-080 |
|
S3 |
122-235 |
122-284 |
123-072 |
|
S4 |
122-153 |
122-202 |
123-050 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-078 |
124-287 |
123-205 |
|
R3 |
124-198 |
124-087 |
123-150 |
|
R2 |
123-318 |
123-318 |
123-132 |
|
R1 |
123-207 |
123-207 |
123-113 |
123-162 |
PP |
123-118 |
123-118 |
123-118 |
123-096 |
S1 |
123-007 |
123-007 |
123-077 |
122-282 |
S2 |
122-238 |
122-238 |
123-058 |
|
S3 |
122-038 |
122-127 |
123-040 |
|
S4 |
121-158 |
121-247 |
122-305 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-230 |
123-030 |
0-200 |
0.5% |
0-090 |
0.2% |
33% |
False |
True |
462,599 |
10 |
123-290 |
123-030 |
0-260 |
0.7% |
0-084 |
0.2% |
25% |
False |
True |
438,179 |
20 |
124-037 |
122-315 |
1-042 |
0.9% |
0-087 |
0.2% |
28% |
False |
False |
465,572 |
40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-087 |
0.2% |
49% |
False |
False |
397,218 |
60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-092 |
0.2% |
55% |
False |
False |
402,463 |
80 |
124-037 |
121-030 |
3-007 |
2.5% |
0-083 |
0.2% |
73% |
False |
False |
302,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-140 |
2.618 |
124-007 |
1.618 |
123-245 |
1.000 |
123-194 |
0.618 |
123-163 |
HIGH |
123-112 |
0.618 |
123-081 |
0.500 |
123-071 |
0.382 |
123-061 |
LOW |
123-030 |
0.618 |
122-299 |
1.000 |
122-268 |
1.618 |
122-217 |
2.618 |
122-135 |
4.250 |
122-002 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-087 |
123-130 |
PP |
123-079 |
123-118 |
S1 |
123-071 |
123-107 |
|