ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-310 |
124-000 |
0-010 |
0.0% |
123-300 |
High |
123-310 |
124-000 |
0-010 |
0.0% |
124-000 |
Low |
123-310 |
123-190 |
-0-120 |
-0.3% |
123-190 |
Close |
123-310 |
123-190 |
-0-120 |
-0.3% |
123-190 |
Range |
0-000 |
0-130 |
0-130 |
|
0-130 |
ATR |
0-059 |
0-064 |
0-005 |
8.6% |
0-000 |
Volume |
332 |
3,514 |
3,182 |
958.4% |
6,412 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-303 |
124-217 |
123-262 |
|
R3 |
124-173 |
124-087 |
123-226 |
|
R2 |
124-043 |
124-043 |
123-214 |
|
R1 |
123-277 |
123-277 |
123-202 |
123-255 |
PP |
123-233 |
123-233 |
123-233 |
123-222 |
S1 |
123-147 |
123-147 |
123-178 |
123-125 |
S2 |
123-103 |
123-103 |
123-166 |
|
S3 |
122-293 |
123-017 |
123-154 |
|
S4 |
122-163 |
122-207 |
123-118 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-303 |
124-217 |
123-262 |
|
R3 |
124-173 |
124-087 |
123-226 |
|
R2 |
124-043 |
124-043 |
123-214 |
|
R1 |
123-277 |
123-277 |
123-202 |
123-255 |
PP |
123-233 |
123-233 |
123-233 |
123-222 |
S1 |
123-147 |
123-147 |
123-178 |
123-125 |
S2 |
123-103 |
123-103 |
123-166 |
|
S3 |
122-293 |
123-017 |
123-154 |
|
S4 |
122-163 |
122-207 |
123-118 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-232 |
2.618 |
125-020 |
1.618 |
124-210 |
1.000 |
124-130 |
0.618 |
124-080 |
HIGH |
124-000 |
0.618 |
123-270 |
0.500 |
123-255 |
0.382 |
123-240 |
LOW |
123-190 |
0.618 |
123-110 |
1.000 |
123-060 |
1.618 |
122-300 |
2.618 |
122-170 |
4.250 |
121-278 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-255 |
123-255 |
PP |
123-233 |
123-233 |
S1 |
123-212 |
123-212 |
|