ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
122-052 |
122-027 |
-0-025 |
-0.1% |
123-070 |
| High |
122-115 |
122-072 |
-0-043 |
-0.1% |
123-080 |
| Low |
121-282 |
122-017 |
0-055 |
0.1% |
121-282 |
| Close |
122-092 |
122-072 |
-0-020 |
-0.1% |
122-072 |
| Range |
0-153 |
0-055 |
-0-098 |
-64.1% |
1-118 |
| ATR |
0-096 |
0-095 |
-0-002 |
-1.6% |
0-000 |
| Volume |
5,947 |
7,023 |
1,076 |
18.1% |
37,939 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-219 |
122-200 |
122-102 |
|
| R3 |
122-164 |
122-145 |
122-087 |
|
| R2 |
122-109 |
122-109 |
122-082 |
|
| R1 |
122-090 |
122-090 |
122-077 |
122-100 |
| PP |
122-054 |
122-054 |
122-054 |
122-058 |
| S1 |
122-035 |
122-035 |
122-067 |
122-044 |
| S2 |
121-319 |
121-319 |
122-062 |
|
| S3 |
121-264 |
121-300 |
122-057 |
|
| S4 |
121-209 |
121-245 |
122-042 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-179 |
125-243 |
122-313 |
|
| R3 |
125-061 |
124-125 |
122-192 |
|
| R2 |
123-263 |
123-263 |
122-152 |
|
| R1 |
123-007 |
123-007 |
122-112 |
122-236 |
| PP |
122-145 |
122-145 |
122-145 |
122-099 |
| S1 |
121-209 |
121-209 |
122-032 |
121-118 |
| S2 |
121-027 |
121-027 |
121-312 |
|
| S3 |
119-229 |
120-091 |
121-272 |
|
| S4 |
118-111 |
118-293 |
121-151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-080 |
121-282 |
1-118 |
1.1% |
0-112 |
0.3% |
25% |
False |
False |
7,587 |
| 10 |
123-180 |
121-282 |
1-218 |
1.4% |
0-088 |
0.2% |
20% |
False |
False |
12,489 |
| 20 |
123-190 |
121-282 |
1-228 |
1.4% |
0-085 |
0.2% |
20% |
False |
False |
277,939 |
| 40 |
124-037 |
121-282 |
2-075 |
1.8% |
0-086 |
0.2% |
15% |
False |
False |
370,611 |
| 60 |
124-037 |
121-282 |
2-075 |
1.8% |
0-087 |
0.2% |
15% |
False |
False |
355,867 |
| 80 |
124-037 |
121-282 |
2-075 |
1.8% |
0-090 |
0.2% |
15% |
False |
False |
365,485 |
| 100 |
124-037 |
121-030 |
3-007 |
2.5% |
0-083 |
0.2% |
37% |
False |
False |
293,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-306 |
|
2.618 |
122-216 |
|
1.618 |
122-161 |
|
1.000 |
122-127 |
|
0.618 |
122-106 |
|
HIGH |
122-072 |
|
0.618 |
122-051 |
|
0.500 |
122-044 |
|
0.382 |
122-038 |
|
LOW |
122-017 |
|
0.618 |
121-303 |
|
1.000 |
121-282 |
|
1.618 |
121-248 |
|
2.618 |
121-193 |
|
4.250 |
121-103 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
122-063 |
122-084 |
| PP |
122-054 |
122-080 |
| S1 |
122-044 |
122-076 |
|