ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-027 |
123-102 |
0-075 |
0.2% |
122-300 |
High |
123-120 |
123-147 |
0-027 |
0.1% |
123-060 |
Low |
123-015 |
123-085 |
0-070 |
0.2% |
122-270 |
Close |
123-105 |
123-125 |
0-020 |
0.1% |
123-030 |
Range |
0-105 |
0-062 |
-0-043 |
-41.0% |
0-110 |
ATR |
0-076 |
0-075 |
-0-001 |
-1.3% |
0-000 |
Volume |
718,864 |
758,300 |
39,436 |
5.5% |
463,273 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-305 |
123-277 |
123-159 |
|
R3 |
123-243 |
123-215 |
123-142 |
|
R2 |
123-181 |
123-181 |
123-136 |
|
R1 |
123-153 |
123-153 |
123-131 |
123-167 |
PP |
123-119 |
123-119 |
123-119 |
123-126 |
S1 |
123-091 |
123-091 |
123-119 |
123-105 |
S2 |
123-057 |
123-057 |
123-114 |
|
S3 |
122-315 |
123-029 |
123-108 |
|
S4 |
122-253 |
122-287 |
123-091 |
|
|
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 |
124-090 |
2.618 |
123-309 |
1.618 |
123-247 |
1.000 |
123-209 |
0.618 |
123-185 |
HIGH |
123-147 |
0.618 |
123-123 |
0.500 |
123-116 |
0.382 |
123-109 |
LOW |
123-085 |
0.618 |
123-047 |
1.000 |
123-023 |
1.618 |
122-305 |
2.618 |
122-243 |
4.250 |
122-142 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-122 |
123-110 |
PP |
123-119 |
123-094 |
S1 |
123-116 |
123-078 |
|