ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-110 |
123-190 |
0-080 |
0.2% |
123-230 |
High |
123-190 |
123-190 |
0-000 |
0.0% |
123-250 |
Low |
123-110 |
123-030 |
-0-080 |
-0.2% |
123-060 |
Close |
123-170 |
123-040 |
-0-130 |
-0.3% |
123-160 |
Range |
0-080 |
0-160 |
0-080 |
100.0% |
0-190 |
ATR |
0-065 |
0-072 |
0-007 |
10.4% |
0-000 |
Volume |
1,319 |
1,290 |
-29 |
-2.2% |
8,038 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-247 |
124-143 |
123-128 |
|
R3 |
124-087 |
123-303 |
123-084 |
|
R2 |
123-247 |
123-247 |
123-069 |
|
R1 |
123-143 |
123-143 |
123-055 |
123-115 |
PP |
123-087 |
123-087 |
123-087 |
123-072 |
S1 |
122-303 |
122-303 |
123-025 |
122-275 |
S2 |
122-247 |
122-247 |
123-011 |
|
S3 |
122-087 |
122-143 |
122-316 |
|
S4 |
121-247 |
121-303 |
122-272 |
|
|
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 |
125-230 |
2.618 |
124-289 |
1.618 |
124-129 |
1.000 |
124-030 |
0.618 |
123-289 |
HIGH |
123-190 |
0.618 |
123-129 |
0.500 |
123-110 |
0.382 |
123-091 |
LOW |
123-030 |
0.618 |
122-251 |
1.000 |
122-190 |
1.618 |
122-091 |
2.618 |
121-251 |
4.250 |
120-310 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-110 |
123-110 |
PP |
123-087 |
123-087 |
S1 |
123-063 |
123-063 |
|