ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-110 |
123-110 |
0-000 |
0.0% |
123-230 |
High |
123-140 |
123-190 |
0-050 |
0.1% |
123-250 |
Low |
123-110 |
123-110 |
0-000 |
0.0% |
123-060 |
Close |
123-140 |
123-170 |
0-030 |
0.1% |
123-160 |
Range |
0-030 |
0-080 |
0-050 |
166.7% |
0-190 |
ATR |
0-064 |
0-065 |
0-001 |
1.8% |
0-000 |
Volume |
677 |
1,319 |
642 |
94.8% |
8,038 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-077 |
124-043 |
123-214 |
|
R3 |
123-317 |
123-283 |
123-192 |
|
R2 |
123-237 |
123-237 |
123-185 |
|
R1 |
123-203 |
123-203 |
123-177 |
123-220 |
PP |
123-157 |
123-157 |
123-157 |
123-165 |
S1 |
123-123 |
123-123 |
123-163 |
123-140 |
S2 |
123-077 |
123-077 |
123-155 |
|
S3 |
122-317 |
123-043 |
123-148 |
|
S4 |
122-237 |
122-283 |
123-126 |
|
|
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 |
124-210 |
2.618 |
124-079 |
1.618 |
123-319 |
1.000 |
123-270 |
0.618 |
123-239 |
HIGH |
123-190 |
0.618 |
123-159 |
0.500 |
123-150 |
0.382 |
123-141 |
LOW |
123-110 |
0.618 |
123-061 |
1.000 |
123-030 |
1.618 |
122-301 |
2.618 |
122-221 |
4.250 |
122-090 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-163 |
123-162 |
PP |
123-157 |
123-153 |
S1 |
123-150 |
123-145 |
|