ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 26-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
122-300 |
123-180 |
0-200 |
0.5% |
123-090 |
High |
123-200 |
123-250 |
0-050 |
0.1% |
123-150 |
Low |
122-290 |
123-180 |
0-210 |
0.5% |
122-300 |
Close |
123-140 |
123-230 |
0-090 |
0.2% |
122-300 |
Range |
0-230 |
0-070 |
-0-160 |
-69.6% |
0-170 |
ATR |
0-069 |
0-071 |
0-003 |
4.3% |
0-000 |
Volume |
219 |
871 |
652 |
297.7% |
816 |
|
Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-110 |
124-080 |
123-268 |
|
R3 |
124-040 |
124-010 |
123-249 |
|
R2 |
123-290 |
123-290 |
123-243 |
|
R1 |
123-260 |
123-260 |
123-236 |
123-275 |
PP |
123-220 |
123-220 |
123-220 |
123-228 |
S1 |
123-190 |
123-190 |
123-224 |
123-205 |
S2 |
123-150 |
123-150 |
123-217 |
|
S3 |
123-080 |
123-120 |
123-211 |
|
S4 |
123-010 |
123-050 |
123-192 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-227 |
124-113 |
123-074 |
|
R3 |
124-057 |
123-263 |
123-027 |
|
R2 |
123-207 |
123-207 |
123-011 |
|
R1 |
123-093 |
123-093 |
122-316 |
123-065 |
PP |
123-037 |
123-037 |
123-037 |
123-022 |
S1 |
122-243 |
122-243 |
122-284 |
122-215 |
S2 |
122-187 |
122-187 |
122-269 |
|
S3 |
122-017 |
122-073 |
122-253 |
|
S4 |
121-167 |
121-223 |
122-206 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-228 |
2.618 |
124-113 |
1.618 |
124-043 |
1.000 |
124-000 |
0.618 |
123-293 |
HIGH |
123-250 |
0.618 |
123-223 |
0.500 |
123-215 |
0.382 |
123-207 |
LOW |
123-180 |
0.618 |
123-137 |
1.000 |
123-110 |
1.618 |
123-067 |
2.618 |
122-317 |
4.250 |
122-202 |
|
|
Fisher Pivots for day following 26-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-225 |
123-188 |
PP |
123-220 |
123-147 |
S1 |
123-215 |
123-105 |
|