ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-080 |
123-152 |
0-072 |
0.2% |
123-082 |
High |
123-170 |
123-190 |
0-020 |
0.1% |
123-120 |
Low |
123-067 |
123-137 |
0-070 |
0.2% |
123-007 |
Close |
123-157 |
123-162 |
0-005 |
0.0% |
123-075 |
Range |
0-103 |
0-053 |
-0-050 |
-48.5% |
0-113 |
ATR |
0-086 |
0-084 |
-0-002 |
-2.7% |
0-000 |
Volume |
1,094,979 |
969,640 |
-125,339 |
-11.4% |
2,411,383 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-002 |
123-295 |
123-191 |
|
R3 |
123-269 |
123-242 |
123-177 |
|
R2 |
123-216 |
123-216 |
123-172 |
|
R1 |
123-189 |
123-189 |
123-167 |
123-202 |
PP |
123-163 |
123-163 |
123-163 |
123-170 |
S1 |
123-136 |
123-136 |
123-157 |
123-150 |
S2 |
123-110 |
123-110 |
123-152 |
|
S3 |
123-057 |
123-083 |
123-147 |
|
S4 |
123-004 |
123-030 |
123-133 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-086 |
124-034 |
123-137 |
|
R3 |
123-293 |
123-241 |
123-106 |
|
R2 |
123-180 |
123-180 |
123-096 |
|
R1 |
123-128 |
123-128 |
123-085 |
123-098 |
PP |
123-067 |
123-067 |
123-067 |
123-052 |
S1 |
123-015 |
123-015 |
123-065 |
122-304 |
S2 |
122-274 |
122-274 |
123-054 |
|
S3 |
122-161 |
122-222 |
123-044 |
|
S4 |
122-048 |
122-109 |
123-013 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-190 |
123-010 |
0-180 |
0.5% |
0-075 |
0.2% |
84% |
True |
False |
798,970 |
10 |
123-230 |
123-007 |
0-223 |
0.6% |
0-084 |
0.2% |
70% |
False |
False |
646,428 |
20 |
124-037 |
123-007 |
1-030 |
0.9% |
0-080 |
0.2% |
44% |
False |
False |
535,870 |
40 |
124-037 |
122-262 |
1-095 |
1.1% |
0-084 |
0.2% |
53% |
False |
False |
476,663 |
60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-089 |
0.2% |
67% |
False |
False |
436,732 |
80 |
124-037 |
122-090 |
1-267 |
1.5% |
0-085 |
0.2% |
67% |
False |
False |
358,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-095 |
2.618 |
124-009 |
1.618 |
123-276 |
1.000 |
123-243 |
0.618 |
123-223 |
HIGH |
123-190 |
0.618 |
123-170 |
0.500 |
123-164 |
0.382 |
123-157 |
LOW |
123-137 |
0.618 |
123-104 |
1.000 |
123-084 |
1.618 |
123-051 |
2.618 |
122-318 |
4.250 |
122-232 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-164 |
123-150 |
PP |
123-163 |
123-139 |
S1 |
123-162 |
123-128 |
|