ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 27-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-030 |
123-027 |
-0-003 |
0.0% |
122-300 |
High |
123-060 |
123-120 |
0-060 |
0.2% |
123-060 |
Low |
123-010 |
123-015 |
0-005 |
0.0% |
122-270 |
Close |
123-030 |
123-105 |
0-075 |
0.2% |
123-030 |
Range |
0-050 |
0-105 |
0-055 |
110.0% |
0-110 |
ATR |
0-073 |
0-076 |
0-002 |
3.1% |
0-000 |
Volume |
339,360 |
718,864 |
379,504 |
111.8% |
463,273 |
|
Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-075 |
124-035 |
123-163 |
|
R3 |
123-290 |
123-250 |
123-134 |
|
R2 |
123-185 |
123-185 |
123-124 |
|
R1 |
123-145 |
123-145 |
123-115 |
123-165 |
PP |
123-080 |
123-080 |
123-080 |
123-090 |
S1 |
123-040 |
123-040 |
123-095 |
123-060 |
S2 |
122-295 |
122-295 |
123-086 |
|
S3 |
122-190 |
122-255 |
123-076 |
|
S4 |
122-085 |
122-150 |
123-047 |
|
|
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 |
124-246 |
2.618 |
124-075 |
1.618 |
123-290 |
1.000 |
123-225 |
0.618 |
123-185 |
HIGH |
123-120 |
0.618 |
123-080 |
0.500 |
123-068 |
0.382 |
123-055 |
LOW |
123-015 |
0.618 |
122-270 |
1.000 |
122-230 |
1.618 |
122-165 |
2.618 |
122-060 |
4.250 |
121-209 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-092 |
123-090 |
PP |
123-080 |
123-075 |
S1 |
123-068 |
123-060 |
|