ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-190 |
123-060 |
-0-130 |
-0.3% |
123-120 |
High |
123-190 |
123-060 |
-0-130 |
-0.3% |
123-190 |
Low |
123-030 |
122-300 |
-0-050 |
-0.1% |
122-300 |
Close |
123-040 |
123-040 |
0-000 |
0.0% |
123-040 |
Range |
0-160 |
0-080 |
-0-080 |
-50.0% |
0-210 |
ATR |
0-072 |
0-072 |
0-001 |
0.8% |
0-000 |
Volume |
1,290 |
3,096 |
1,806 |
140.0% |
7,379 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-267 |
123-233 |
123-084 |
|
R3 |
123-187 |
123-153 |
123-062 |
|
R2 |
123-107 |
123-107 |
123-055 |
|
R1 |
123-073 |
123-073 |
123-047 |
123-050 |
PP |
123-027 |
123-027 |
123-027 |
123-015 |
S1 |
122-313 |
122-313 |
123-033 |
122-290 |
S2 |
122-267 |
122-267 |
123-025 |
|
S3 |
122-187 |
122-233 |
123-018 |
|
S4 |
122-107 |
122-153 |
122-316 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-060 |
124-260 |
123-156 |
|
R3 |
124-170 |
124-050 |
123-098 |
|
R2 |
123-280 |
123-280 |
123-078 |
|
R1 |
123-160 |
123-160 |
123-059 |
123-115 |
PP |
123-070 |
123-070 |
123-070 |
123-048 |
S1 |
122-270 |
122-270 |
123-021 |
122-225 |
S2 |
122-180 |
122-180 |
123-002 |
|
S3 |
121-290 |
122-060 |
122-302 |
|
S4 |
121-080 |
121-170 |
122-244 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-080 |
2.618 |
123-269 |
1.618 |
123-189 |
1.000 |
123-140 |
0.618 |
123-109 |
HIGH |
123-060 |
0.618 |
123-029 |
0.500 |
123-020 |
0.382 |
123-011 |
LOW |
122-300 |
0.618 |
122-251 |
1.000 |
122-220 |
1.618 |
122-171 |
2.618 |
122-091 |
4.250 |
121-280 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-033 |
123-085 |
PP |
123-027 |
123-070 |
S1 |
123-020 |
123-055 |
|