ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-220 |
123-300 |
0-080 |
0.2% |
123-030 |
High |
123-260 |
123-300 |
0-040 |
0.1% |
123-260 |
Low |
123-220 |
123-280 |
0-060 |
0.2% |
122-240 |
Close |
123-250 |
123-280 |
0-030 |
0.1% |
123-250 |
Range |
0-040 |
0-020 |
-0-020 |
-50.0% |
1-020 |
ATR |
0-069 |
0-068 |
-0-001 |
-2.0% |
0-000 |
Volume |
122 |
343 |
221 |
181.1% |
1,384 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-027 |
124-013 |
123-291 |
|
R3 |
124-007 |
123-313 |
123-286 |
|
R2 |
123-307 |
123-307 |
123-284 |
|
R1 |
123-293 |
123-293 |
123-282 |
123-290 |
PP |
123-287 |
123-287 |
123-287 |
123-285 |
S1 |
123-273 |
123-273 |
123-278 |
123-270 |
S2 |
123-267 |
123-267 |
123-276 |
|
S3 |
123-247 |
123-253 |
123-274 |
|
S4 |
123-227 |
123-233 |
123-269 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-203 |
126-087 |
124-117 |
|
R3 |
125-183 |
125-067 |
124-024 |
|
R2 |
124-163 |
124-163 |
123-312 |
|
R1 |
124-047 |
124-047 |
123-281 |
124-105 |
PP |
123-143 |
123-143 |
123-143 |
123-172 |
S1 |
123-027 |
123-027 |
123-219 |
123-085 |
S2 |
122-123 |
122-123 |
123-188 |
|
S3 |
121-103 |
122-007 |
123-156 |
|
S4 |
120-083 |
120-307 |
123-063 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-065 |
2.618 |
124-032 |
1.618 |
124-012 |
1.000 |
124-000 |
0.618 |
123-312 |
HIGH |
123-300 |
0.618 |
123-292 |
0.500 |
123-290 |
0.382 |
123-288 |
LOW |
123-280 |
0.618 |
123-268 |
1.000 |
123-260 |
1.618 |
123-248 |
2.618 |
123-228 |
4.250 |
123-195 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-290 |
123-267 |
PP |
123-287 |
123-253 |
S1 |
123-283 |
123-240 |
|