ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-230 |
123-200 |
-0-030 |
-0.1% |
123-300 |
High |
123-250 |
123-200 |
-0-050 |
-0.1% |
124-000 |
Low |
123-210 |
123-150 |
-0-060 |
-0.2% |
123-190 |
Close |
123-240 |
123-160 |
-0-080 |
-0.2% |
123-190 |
Range |
0-040 |
0-050 |
0-010 |
25.0% |
0-130 |
ATR |
0-064 |
0-066 |
0-002 |
2.9% |
0-000 |
Volume |
2,136 |
1,333 |
-803 |
-37.6% |
6,412 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-000 |
123-290 |
123-188 |
|
R3 |
123-270 |
123-240 |
123-174 |
|
R2 |
123-220 |
123-220 |
123-169 |
|
R1 |
123-190 |
123-190 |
123-165 |
123-180 |
PP |
123-170 |
123-170 |
123-170 |
123-165 |
S1 |
123-140 |
123-140 |
123-155 |
123-130 |
S2 |
123-120 |
123-120 |
123-151 |
|
S3 |
123-070 |
123-090 |
123-146 |
|
S4 |
123-020 |
123-040 |
123-132 |
|
|
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 |
124-092 |
2.618 |
124-011 |
1.618 |
123-281 |
1.000 |
123-250 |
0.618 |
123-231 |
HIGH |
123-200 |
0.618 |
123-181 |
0.500 |
123-175 |
0.382 |
123-169 |
LOW |
123-150 |
0.618 |
123-119 |
1.000 |
123-100 |
1.618 |
123-069 |
2.618 |
123-019 |
4.250 |
122-258 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-175 |
123-235 |
PP |
123-170 |
123-210 |
S1 |
123-165 |
123-185 |
|