ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-040 |
123-030 |
-0-010 |
0.0% |
122-300 |
High |
123-060 |
123-060 |
0-000 |
0.0% |
123-060 |
Low |
123-000 |
123-010 |
0-010 |
0.0% |
122-270 |
Close |
123-040 |
123-030 |
-0-010 |
0.0% |
123-030 |
Range |
0-060 |
0-050 |
-0-010 |
-16.7% |
0-110 |
ATR |
0-075 |
0-073 |
-0-002 |
-2.4% |
0-000 |
Volume |
80,220 |
339,360 |
259,140 |
323.0% |
463,273 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-183 |
123-157 |
123-058 |
|
R3 |
123-133 |
123-107 |
123-044 |
|
R2 |
123-083 |
123-083 |
123-039 |
|
R1 |
123-057 |
123-057 |
123-035 |
123-055 |
PP |
123-033 |
123-033 |
123-033 |
123-032 |
S1 |
123-007 |
123-007 |
123-025 |
123-005 |
S2 |
122-303 |
122-303 |
123-021 |
|
S3 |
122-253 |
122-277 |
123-016 |
|
S4 |
122-203 |
122-227 |
123-002 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-023 |
123-297 |
123-090 |
|
R3 |
123-233 |
123-187 |
123-060 |
|
R2 |
123-123 |
123-123 |
123-050 |
|
R1 |
123-077 |
123-077 |
123-040 |
123-100 |
PP |
123-013 |
123-013 |
123-013 |
123-025 |
S1 |
122-287 |
122-287 |
123-020 |
122-310 |
S2 |
122-223 |
122-223 |
123-010 |
|
S3 |
122-113 |
122-177 |
123-000 |
|
S4 |
122-003 |
122-067 |
122-290 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-272 |
2.618 |
123-191 |
1.618 |
123-141 |
1.000 |
123-110 |
0.618 |
123-091 |
HIGH |
123-060 |
0.618 |
123-041 |
0.500 |
123-035 |
0.382 |
123-029 |
LOW |
123-010 |
0.618 |
122-299 |
1.000 |
122-280 |
1.618 |
122-249 |
2.618 |
122-199 |
4.250 |
122-118 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-035 |
123-022 |
PP |
123-033 |
123-013 |
S1 |
123-032 |
123-005 |
|