ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-140 |
123-120 |
-0-020 |
-0.1% |
123-300 |
High |
123-160 |
123-120 |
-0-040 |
-0.1% |
124-000 |
Low |
123-130 |
123-060 |
-0-070 |
-0.2% |
123-190 |
Close |
123-140 |
123-080 |
-0-060 |
-0.2% |
123-190 |
Range |
0-030 |
0-060 |
0-030 |
100.0% |
0-130 |
ATR |
0-063 |
0-064 |
0-001 |
1.9% |
0-000 |
Volume |
1,535 |
301 |
-1,234 |
-80.4% |
6,412 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-267 |
123-233 |
123-113 |
|
R3 |
123-207 |
123-173 |
123-096 |
|
R2 |
123-147 |
123-147 |
123-091 |
|
R1 |
123-113 |
123-113 |
123-086 |
123-100 |
PP |
123-087 |
123-087 |
123-087 |
123-080 |
S1 |
123-053 |
123-053 |
123-074 |
123-040 |
S2 |
123-027 |
123-027 |
123-069 |
|
S3 |
122-287 |
122-313 |
123-064 |
|
S4 |
122-227 |
122-253 |
123-047 |
|
|
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 |
124-055 |
2.618 |
123-277 |
1.618 |
123-217 |
1.000 |
123-180 |
0.618 |
123-157 |
HIGH |
123-120 |
0.618 |
123-097 |
0.500 |
123-090 |
0.382 |
123-083 |
LOW |
123-060 |
0.618 |
123-023 |
1.000 |
123-000 |
1.618 |
122-283 |
2.618 |
122-223 |
4.250 |
122-125 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-090 |
123-130 |
PP |
123-087 |
123-113 |
S1 |
123-083 |
123-097 |
|