ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
122-207 |
122-052 |
-0-155 |
-0.4% |
123-152 |
| High |
122-207 |
122-115 |
-0-092 |
-0.2% |
123-180 |
| Low |
122-025 |
121-282 |
-0-063 |
-0.2% |
123-025 |
| Close |
122-045 |
122-092 |
0-047 |
0.1% |
123-050 |
| Range |
0-182 |
0-153 |
-0-029 |
-15.9% |
0-155 |
| ATR |
0-092 |
0-096 |
0-004 |
4.7% |
0-000 |
| Volume |
6,946 |
5,947 |
-999 |
-14.4% |
86,958 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-195 |
123-137 |
122-176 |
|
| R3 |
123-042 |
122-304 |
122-134 |
|
| R2 |
122-209 |
122-209 |
122-120 |
|
| R1 |
122-151 |
122-151 |
122-106 |
122-180 |
| PP |
122-056 |
122-056 |
122-056 |
122-071 |
| S1 |
121-318 |
121-318 |
122-078 |
122-027 |
| S2 |
121-223 |
121-223 |
122-064 |
|
| S3 |
121-070 |
121-165 |
122-050 |
|
| S4 |
120-237 |
121-012 |
122-008 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-230 |
124-135 |
123-135 |
|
| R3 |
124-075 |
123-300 |
123-093 |
|
| R2 |
123-240 |
123-240 |
123-078 |
|
| R1 |
123-145 |
123-145 |
123-064 |
123-115 |
| PP |
123-085 |
123-085 |
123-085 |
123-070 |
| S1 |
122-310 |
122-310 |
123-036 |
122-280 |
| S2 |
122-250 |
122-250 |
123-022 |
|
| S3 |
122-095 |
122-155 |
123-007 |
|
| S4 |
121-260 |
122-000 |
122-285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-082 |
121-282 |
1-120 |
1.1% |
0-112 |
0.3% |
30% |
False |
True |
7,981 |
| 10 |
123-180 |
121-282 |
1-218 |
1.4% |
0-092 |
0.2% |
24% |
False |
True |
18,102 |
| 20 |
123-230 |
121-282 |
1-268 |
1.5% |
0-091 |
0.2% |
22% |
False |
True |
308,610 |
| 40 |
124-037 |
121-282 |
2-075 |
1.8% |
0-088 |
0.2% |
18% |
False |
True |
382,455 |
| 60 |
124-037 |
121-282 |
2-075 |
1.8% |
0-087 |
0.2% |
18% |
False |
True |
360,229 |
| 80 |
124-037 |
121-282 |
2-075 |
1.8% |
0-091 |
0.2% |
18% |
False |
True |
365,512 |
| 100 |
124-037 |
121-030 |
3-007 |
2.5% |
0-082 |
0.2% |
40% |
False |
False |
292,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-125 |
|
2.618 |
123-196 |
|
1.618 |
123-043 |
|
1.000 |
122-268 |
|
0.618 |
122-210 |
|
HIGH |
122-115 |
|
0.618 |
122-057 |
|
0.500 |
122-038 |
|
0.382 |
122-020 |
|
LOW |
121-282 |
|
0.618 |
121-187 |
|
1.000 |
121-129 |
|
1.618 |
121-034 |
|
2.618 |
120-201 |
|
4.250 |
119-272 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
122-074 |
122-158 |
| PP |
122-056 |
122-136 |
| S1 |
122-038 |
122-114 |
|