ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
122-300 |
122-290 |
-0-010 |
0.0% |
123-120 |
High |
123-020 |
123-060 |
0-040 |
0.1% |
123-190 |
Low |
122-270 |
122-270 |
0-000 |
0.0% |
122-300 |
Close |
122-300 |
123-050 |
0-070 |
0.2% |
123-040 |
Range |
0-070 |
0-110 |
0-040 |
57.1% |
0-210 |
ATR |
0-074 |
0-076 |
0-003 |
3.5% |
0-000 |
Volume |
10,640 |
33,053 |
22,413 |
210.6% |
7,379 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-030 |
123-310 |
123-110 |
|
R3 |
123-240 |
123-200 |
123-080 |
|
R2 |
123-130 |
123-130 |
123-070 |
|
R1 |
123-090 |
123-090 |
123-060 |
123-110 |
PP |
123-020 |
123-020 |
123-020 |
123-030 |
S1 |
122-300 |
122-300 |
123-040 |
123-000 |
S2 |
122-230 |
122-230 |
123-030 |
|
S3 |
122-120 |
122-190 |
123-020 |
|
S4 |
122-010 |
122-080 |
122-310 |
|
|
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 |
124-208 |
2.618 |
124-028 |
1.618 |
123-238 |
1.000 |
123-170 |
0.618 |
123-128 |
HIGH |
123-060 |
0.618 |
123-018 |
0.500 |
123-005 |
0.382 |
122-312 |
LOW |
122-270 |
0.618 |
122-202 |
1.000 |
122-160 |
1.618 |
122-092 |
2.618 |
121-302 |
4.250 |
121-122 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-035 |
123-035 |
PP |
123-020 |
123-020 |
S1 |
123-005 |
123-005 |
|