ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-120 |
123-100 |
-0-020 |
-0.1% |
123-230 |
High |
123-120 |
123-170 |
0-050 |
0.1% |
123-250 |
Low |
123-060 |
123-100 |
0-040 |
0.1% |
123-060 |
Close |
123-080 |
123-160 |
0-080 |
0.2% |
123-160 |
Range |
0-060 |
0-070 |
0-010 |
16.7% |
0-190 |
ATR |
0-064 |
0-066 |
0-002 |
2.9% |
0-000 |
Volume |
301 |
2,733 |
2,432 |
808.0% |
8,038 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-033 |
124-007 |
123-198 |
|
R3 |
123-283 |
123-257 |
123-179 |
|
R2 |
123-213 |
123-213 |
123-173 |
|
R1 |
123-187 |
123-187 |
123-166 |
123-200 |
PP |
123-143 |
123-143 |
123-143 |
123-150 |
S1 |
123-117 |
123-117 |
123-154 |
123-130 |
S2 |
123-073 |
123-073 |
123-147 |
|
S3 |
123-003 |
123-047 |
123-141 |
|
S4 |
122-253 |
122-297 |
123-122 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-087 |
124-313 |
123-264 |
|
R3 |
124-217 |
124-123 |
123-212 |
|
R2 |
124-027 |
124-027 |
123-195 |
|
R1 |
123-253 |
123-253 |
123-177 |
123-205 |
PP |
123-157 |
123-157 |
123-157 |
123-132 |
S1 |
123-063 |
123-063 |
123-143 |
123-015 |
S2 |
122-287 |
122-287 |
123-125 |
|
S3 |
122-097 |
122-193 |
123-108 |
|
S4 |
121-227 |
122-003 |
123-056 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-148 |
2.618 |
124-033 |
1.618 |
123-283 |
1.000 |
123-240 |
0.618 |
123-213 |
HIGH |
123-170 |
0.618 |
123-143 |
0.500 |
123-135 |
0.382 |
123-127 |
LOW |
123-100 |
0.618 |
123-057 |
1.000 |
123-030 |
1.618 |
122-307 |
2.618 |
122-237 |
4.250 |
122-122 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-152 |
123-145 |
PP |
123-143 |
123-130 |
S1 |
123-135 |
123-115 |
|