ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
123-097 |
123-157 |
0-060 |
0.2% |
123-080 |
High |
123-180 |
123-160 |
-0-020 |
-0.1% |
123-190 |
Low |
123-092 |
123-122 |
0-030 |
0.1% |
123-027 |
Close |
123-170 |
123-125 |
-0-045 |
-0.1% |
123-157 |
Range |
0-088 |
0-038 |
-0-050 |
-56.8% |
0-163 |
ATR |
0-086 |
0-084 |
-0-003 |
-3.2% |
0-000 |
Volume |
23,306 |
12,843 |
-10,463 |
-44.9% |
2,550,971 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-250 |
123-225 |
123-146 |
|
R3 |
123-212 |
123-187 |
123-135 |
|
R2 |
123-174 |
123-174 |
123-132 |
|
R1 |
123-149 |
123-149 |
123-128 |
123-142 |
PP |
123-136 |
123-136 |
123-136 |
123-132 |
S1 |
123-111 |
123-111 |
123-122 |
123-104 |
S2 |
123-098 |
123-098 |
123-118 |
|
S3 |
123-060 |
123-073 |
123-115 |
|
S4 |
123-022 |
123-035 |
123-104 |
|
|
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% |
0-077 |
0.2% |
64% |
False |
False |
57,771 |
10 |
123-190 |
123-027 |
0-163 |
0.4% |
0-077 |
0.2% |
60% |
False |
False |
397,586 |
20 |
123-230 |
123-007 |
0-223 |
0.6% |
0-082 |
0.2% |
53% |
False |
False |
432,436 |
40 |
124-037 |
122-315 |
1-042 |
0.9% |
0-083 |
0.2% |
36% |
False |
False |
440,247 |
60 |
124-037 |
122-167 |
1-190 |
1.3% |
0-085 |
0.2% |
55% |
False |
False |
393,755 |
80 |
124-037 |
122-090 |
1-267 |
1.5% |
0-087 |
0.2% |
60% |
False |
False |
365,195 |
100 |
124-037 |
121-030 |
3-007 |
2.4% |
0-076 |
0.2% |
76% |
False |
False |
292,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-002 |
2.618 |
123-259 |
1.618 |
123-221 |
1.000 |
123-198 |
0.618 |
123-183 |
HIGH |
123-160 |
0.618 |
123-145 |
0.500 |
123-141 |
0.382 |
123-137 |
LOW |
123-122 |
0.618 |
123-099 |
1.000 |
123-084 |
1.618 |
123-061 |
2.618 |
123-023 |
4.250 |
122-280 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
123-141 |
123-136 |
PP |
123-136 |
123-132 |
S1 |
123-130 |
123-129 |
|