ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
123-085 |
123-152 |
0-067 |
0.2% |
123-080 |
High |
123-177 |
123-167 |
-0-010 |
0.0% |
123-190 |
Low |
123-075 |
123-095 |
0-020 |
0.1% |
123-027 |
Close |
123-157 |
123-097 |
-0-060 |
-0.2% |
123-157 |
Range |
0-102 |
0-072 |
-0-030 |
-29.4% |
0-163 |
ATR |
0-087 |
0-086 |
-0-001 |
-1.3% |
0-000 |
Volume |
63,155 |
30,936 |
-32,219 |
-51.0% |
2,550,971 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-016 |
123-288 |
123-137 |
|
R3 |
123-264 |
123-216 |
123-117 |
|
R2 |
123-192 |
123-192 |
123-110 |
|
R1 |
123-144 |
123-144 |
123-104 |
123-132 |
PP |
123-120 |
123-120 |
123-120 |
123-114 |
S1 |
123-072 |
123-072 |
123-090 |
123-060 |
S2 |
123-048 |
123-048 |
123-084 |
|
S3 |
122-296 |
123-000 |
123-077 |
|
S4 |
122-224 |
122-248 |
123-057 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-294 |
124-228 |
123-247 |
|
R3 |
124-131 |
124-065 |
123-202 |
|
R2 |
123-288 |
123-288 |
123-187 |
|
R1 |
123-222 |
123-222 |
123-172 |
123-255 |
PP |
123-125 |
123-125 |
123-125 |
123-141 |
S1 |
123-059 |
123-059 |
123-142 |
123-092 |
S2 |
122-282 |
122-282 |
123-127 |
|
S3 |
122-119 |
122-216 |
123-112 |
|
S4 |
121-276 |
122-053 |
123-067 |
|
|
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% |
0-085 |
0.2% |
43% |
False |
False |
297,385 |
10 |
123-190 |
123-007 |
0-183 |
0.5% |
0-082 |
0.2% |
49% |
False |
False |
499,329 |
20 |
123-290 |
123-007 |
0-283 |
0.7% |
0-083 |
0.2% |
32% |
False |
False |
468,754 |
40 |
124-037 |
122-262 |
1-095 |
1.1% |
0-085 |
0.2% |
37% |
False |
False |
456,392 |
60 |
124-037 |
122-167 |
1-190 |
1.3% |
0-088 |
0.2% |
49% |
False |
False |
408,474 |
80 |
124-037 |
122-090 |
1-267 |
1.5% |
0-086 |
0.2% |
56% |
False |
False |
364,823 |
100 |
124-037 |
121-030 |
3-007 |
2.5% |
0-075 |
0.2% |
73% |
False |
False |
292,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-153 |
2.618 |
124-035 |
1.618 |
123-283 |
1.000 |
123-239 |
0.618 |
123-211 |
HIGH |
123-167 |
0.618 |
123-139 |
0.500 |
123-131 |
0.382 |
123-123 |
LOW |
123-095 |
0.618 |
123-051 |
1.000 |
123-023 |
1.618 |
122-299 |
2.618 |
122-227 |
4.250 |
122-109 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
123-131 |
123-102 |
PP |
123-120 |
123-100 |
S1 |
123-108 |
123-099 |
|