ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
123-152 |
123-110 |
-0-042 |
-0.1% |
123-082 |
High |
123-172 |
123-110 |
-0-062 |
-0.2% |
123-120 |
Low |
123-055 |
123-027 |
-0-028 |
-0.1% |
123-007 |
Close |
123-095 |
123-070 |
-0-025 |
-0.1% |
123-075 |
Range |
0-117 |
0-083 |
-0-034 |
-29.1% |
0-113 |
ATR |
0-086 |
0-086 |
0-000 |
-0.3% |
0-000 |
Volume |
264,581 |
158,616 |
-105,965 |
-40.1% |
2,411,383 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-318 |
123-277 |
123-116 |
|
R3 |
123-235 |
123-194 |
123-093 |
|
R2 |
123-152 |
123-152 |
123-085 |
|
R1 |
123-111 |
123-111 |
123-078 |
123-090 |
PP |
123-069 |
123-069 |
123-069 |
123-058 |
S1 |
123-028 |
123-028 |
123-062 |
123-007 |
S2 |
122-306 |
122-306 |
123-055 |
|
S3 |
122-223 |
122-265 |
123-047 |
|
S4 |
122-140 |
122-182 |
123-024 |
|
|
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 |
123-027 |
0-163 |
0.4% |
0-081 |
0.2% |
26% |
False |
True |
611,783 |
10 |
123-230 |
123-007 |
0-223 |
0.6% |
0-089 |
0.2% |
28% |
False |
False |
599,118 |
20 |
124-037 |
123-007 |
1-030 |
0.9% |
0-083 |
0.2% |
18% |
False |
False |
511,060 |
40 |
124-037 |
122-262 |
1-095 |
1.1% |
0-085 |
0.2% |
31% |
False |
False |
475,087 |
60 |
124-037 |
122-162 |
1-195 |
1.3% |
0-088 |
0.2% |
44% |
False |
False |
419,591 |
80 |
124-037 |
122-090 |
1-267 |
1.5% |
0-085 |
0.2% |
51% |
False |
False |
363,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-143 |
2.618 |
124-007 |
1.618 |
123-244 |
1.000 |
123-193 |
0.618 |
123-161 |
HIGH |
123-110 |
0.618 |
123-078 |
0.500 |
123-068 |
0.382 |
123-059 |
LOW |
123-027 |
0.618 |
122-296 |
1.000 |
122-264 |
1.618 |
122-213 |
2.618 |
122-130 |
4.250 |
121-314 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
123-070 |
123-108 |
PP |
123-069 |
123-096 |
S1 |
123-068 |
123-083 |
|