ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-152 |
123-152 |
0-000 |
0.0% |
123-082 |
High |
123-190 |
123-172 |
-0-018 |
0.0% |
123-120 |
Low |
123-137 |
123-055 |
-0-082 |
-0.2% |
123-007 |
Close |
123-162 |
123-095 |
-0-067 |
-0.2% |
123-075 |
Range |
0-053 |
0-117 |
0-064 |
120.8% |
0-113 |
ATR |
0-084 |
0-086 |
0-002 |
2.8% |
0-000 |
Volume |
969,640 |
264,581 |
-705,059 |
-72.7% |
2,411,383 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-138 |
124-074 |
123-159 |
|
R3 |
124-021 |
123-277 |
123-127 |
|
R2 |
123-224 |
123-224 |
123-116 |
|
R1 |
123-160 |
123-160 |
123-106 |
123-134 |
PP |
123-107 |
123-107 |
123-107 |
123-094 |
S1 |
123-043 |
123-043 |
123-084 |
123-016 |
S2 |
122-310 |
122-310 |
123-074 |
|
S3 |
122-193 |
122-246 |
123-063 |
|
S4 |
122-076 |
122-129 |
123-031 |
|
|
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 |
123-055 |
0-135 |
0.3% |
0-077 |
0.2% |
30% |
False |
True |
737,401 |
10 |
123-230 |
123-007 |
0-223 |
0.6% |
0-090 |
0.2% |
39% |
False |
False |
631,828 |
20 |
124-037 |
123-007 |
1-030 |
0.9% |
0-082 |
0.2% |
25% |
False |
False |
524,878 |
40 |
124-037 |
122-262 |
1-095 |
1.1% |
0-084 |
0.2% |
37% |
False |
False |
478,853 |
60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-089 |
0.2% |
55% |
False |
False |
427,400 |
80 |
124-037 |
122-090 |
1-267 |
1.5% |
0-086 |
0.2% |
55% |
False |
False |
361,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-029 |
2.618 |
124-158 |
1.618 |
124-041 |
1.000 |
123-289 |
0.618 |
123-244 |
HIGH |
123-172 |
0.618 |
123-127 |
0.500 |
123-114 |
0.382 |
123-100 |
LOW |
123-055 |
0.618 |
122-303 |
1.000 |
122-258 |
1.618 |
122-186 |
2.618 |
122-069 |
4.250 |
121-198 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-114 |
123-122 |
PP |
123-107 |
123-113 |
S1 |
123-101 |
123-104 |
|