ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-082 |
123-032 |
-0-050 |
-0.1% |
123-165 |
High |
123-082 |
123-115 |
0-033 |
0.1% |
123-230 |
Low |
123-007 |
123-010 |
0-003 |
0.0% |
123-030 |
Close |
123-045 |
123-107 |
0-062 |
0.2% |
123-095 |
Range |
0-075 |
0-105 |
0-030 |
40.0% |
0-200 |
ATR |
0-088 |
0-089 |
0-001 |
1.4% |
0-000 |
Volume |
481,152 |
572,426 |
91,274 |
19.0% |
2,312,995 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-072 |
124-035 |
123-165 |
|
R3 |
123-287 |
123-250 |
123-136 |
|
R2 |
123-182 |
123-182 |
123-126 |
|
R1 |
123-145 |
123-145 |
123-117 |
123-164 |
PP |
123-077 |
123-077 |
123-077 |
123-087 |
S1 |
123-040 |
123-040 |
123-097 |
123-058 |
S2 |
122-292 |
122-292 |
123-088 |
|
S3 |
122-187 |
122-255 |
123-078 |
|
S4 |
122-082 |
122-150 |
123-049 |
|
|
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 |
123-007 |
0-223 |
0.6% |
0-103 |
0.3% |
45% |
False |
False |
526,256 |
10 |
123-230 |
123-007 |
0-223 |
0.6% |
0-087 |
0.2% |
45% |
False |
False |
467,287 |
20 |
124-037 |
123-007 |
1-030 |
0.9% |
0-089 |
0.2% |
29% |
False |
False |
479,758 |
40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-087 |
0.2% |
51% |
False |
False |
408,442 |
60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-093 |
0.2% |
57% |
False |
False |
417,256 |
80 |
124-037 |
121-030 |
3-007 |
2.5% |
0-085 |
0.2% |
74% |
False |
False |
315,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-241 |
2.618 |
124-070 |
1.618 |
123-285 |
1.000 |
123-220 |
0.618 |
123-180 |
HIGH |
123-115 |
0.618 |
123-075 |
0.500 |
123-062 |
0.382 |
123-050 |
LOW |
123-010 |
0.618 |
122-265 |
1.000 |
122-225 |
1.618 |
122-160 |
2.618 |
122-055 |
4.250 |
121-204 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-092 |
123-092 |
PP |
123-077 |
123-076 |
S1 |
123-062 |
123-061 |
|