ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
123-152 |
123-097 |
-0-055 |
-0.1% |
123-080 |
High |
123-167 |
123-180 |
0-013 |
0.0% |
123-190 |
Low |
123-095 |
123-092 |
-0-003 |
0.0% |
123-027 |
Close |
123-097 |
123-170 |
0-073 |
0.2% |
123-157 |
Range |
0-072 |
0-088 |
0-016 |
22.2% |
0-163 |
ATR |
0-086 |
0-086 |
0-000 |
0.1% |
0-000 |
Volume |
30,936 |
23,306 |
-7,630 |
-24.7% |
2,550,971 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-091 |
124-059 |
123-218 |
|
R3 |
124-003 |
123-291 |
123-194 |
|
R2 |
123-235 |
123-235 |
123-186 |
|
R1 |
123-203 |
123-203 |
123-178 |
123-219 |
PP |
123-147 |
123-147 |
123-147 |
123-156 |
S1 |
123-115 |
123-115 |
123-162 |
123-131 |
S2 |
123-059 |
123-059 |
123-154 |
|
S3 |
122-291 |
123-027 |
123-146 |
|
S4 |
122-203 |
122-259 |
123-122 |
|
|
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 |
123-180 |
123-027 |
0-153 |
0.4% |
0-092 |
0.2% |
93% |
True |
False |
108,118 |
10 |
123-190 |
123-010 |
0-180 |
0.5% |
0-084 |
0.2% |
89% |
False |
False |
453,544 |
20 |
123-272 |
123-007 |
0-265 |
0.7% |
0-085 |
0.2% |
62% |
False |
False |
454,488 |
40 |
124-037 |
122-315 |
1-042 |
0.9% |
0-084 |
0.2% |
48% |
False |
False |
446,507 |
60 |
124-037 |
122-167 |
1-190 |
1.3% |
0-087 |
0.2% |
63% |
False |
False |
401,496 |
80 |
124-037 |
122-090 |
1-267 |
1.5% |
0-087 |
0.2% |
68% |
False |
False |
365,096 |
100 |
124-037 |
121-030 |
3-007 |
2.4% |
0-076 |
0.2% |
81% |
False |
False |
292,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-234 |
2.618 |
124-090 |
1.618 |
124-002 |
1.000 |
123-268 |
0.618 |
123-234 |
HIGH |
123-180 |
0.618 |
123-146 |
0.500 |
123-136 |
0.382 |
123-126 |
LOW |
123-092 |
0.618 |
123-038 |
1.000 |
123-004 |
1.618 |
122-270 |
2.618 |
122-182 |
4.250 |
122-038 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
123-159 |
123-156 |
PP |
123-147 |
123-142 |
S1 |
123-136 |
123-128 |
|