ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-032 |
123-097 |
0-065 |
0.2% |
123-165 |
High |
123-115 |
123-120 |
0-005 |
0.0% |
123-230 |
Low |
123-010 |
123-055 |
0-045 |
0.1% |
123-030 |
Close |
123-107 |
123-102 |
-0-005 |
0.0% |
123-095 |
Range |
0-105 |
0-065 |
-0-040 |
-38.1% |
0-200 |
ATR |
0-089 |
0-088 |
-0-002 |
-1.9% |
0-000 |
Volume |
572,426 |
786,705 |
214,279 |
37.4% |
2,312,995 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-287 |
123-260 |
123-138 |
|
R3 |
123-222 |
123-195 |
123-120 |
|
R2 |
123-157 |
123-157 |
123-114 |
|
R1 |
123-130 |
123-130 |
123-108 |
123-144 |
PP |
123-092 |
123-092 |
123-092 |
123-099 |
S1 |
123-065 |
123-065 |
123-096 |
123-078 |
S2 |
123-027 |
123-027 |
123-090 |
|
S3 |
122-282 |
123-000 |
123-084 |
|
S4 |
122-217 |
122-255 |
123-066 |
|
|
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% |
0-098 |
0.2% |
43% |
False |
False |
586,454 |
10 |
123-230 |
123-007 |
0-223 |
0.6% |
0-088 |
0.2% |
43% |
False |
False |
508,052 |
20 |
124-037 |
123-007 |
1-030 |
0.9% |
0-081 |
0.2% |
27% |
False |
False |
477,261 |
40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-085 |
0.2% |
50% |
False |
False |
423,010 |
60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-092 |
0.2% |
57% |
False |
False |
425,681 |
80 |
124-037 |
121-080 |
2-277 |
2.3% |
0-084 |
0.2% |
72% |
False |
False |
325,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-076 |
2.618 |
123-290 |
1.618 |
123-225 |
1.000 |
123-185 |
0.618 |
123-160 |
HIGH |
123-120 |
0.618 |
123-095 |
0.500 |
123-088 |
0.382 |
123-080 |
LOW |
123-055 |
0.618 |
123-015 |
1.000 |
122-310 |
1.618 |
122-270 |
2.618 |
122-205 |
4.250 |
122-099 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-097 |
123-089 |
PP |
123-092 |
123-076 |
S1 |
123-088 |
123-064 |
|