ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
124-000 |
123-230 |
-0-090 |
-0.2% |
123-300 |
High |
124-000 |
123-250 |
-0-070 |
-0.2% |
124-000 |
Low |
123-190 |
123-210 |
0-020 |
0.1% |
123-190 |
Close |
123-190 |
123-240 |
0-050 |
0.1% |
123-190 |
Range |
0-130 |
0-040 |
-0-090 |
-69.2% |
0-130 |
ATR |
0-064 |
0-064 |
0-000 |
-0.4% |
0-000 |
Volume |
3,514 |
2,136 |
-1,378 |
-39.2% |
6,412 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-033 |
124-017 |
123-262 |
|
R3 |
123-313 |
123-297 |
123-251 |
|
R2 |
123-273 |
123-273 |
123-247 |
|
R1 |
123-257 |
123-257 |
123-244 |
123-265 |
PP |
123-233 |
123-233 |
123-233 |
123-238 |
S1 |
123-217 |
123-217 |
123-236 |
123-225 |
S2 |
123-193 |
123-193 |
123-233 |
|
S3 |
123-153 |
123-177 |
123-229 |
|
S4 |
123-113 |
123-137 |
123-218 |
|
|
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 |
124-100 |
2.618 |
124-035 |
1.618 |
123-315 |
1.000 |
123-290 |
0.618 |
123-275 |
HIGH |
123-250 |
0.618 |
123-235 |
0.500 |
123-230 |
0.382 |
123-225 |
LOW |
123-210 |
0.618 |
123-185 |
1.000 |
123-170 |
1.618 |
123-145 |
2.618 |
123-105 |
4.250 |
123-040 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-237 |
123-255 |
PP |
123-233 |
123-250 |
S1 |
123-230 |
123-245 |
|