ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-102 |
123-115 |
0-013 |
0.0% |
122-300 |
High |
123-147 |
123-135 |
-0-012 |
0.0% |
123-060 |
Low |
123-085 |
123-015 |
-0-070 |
-0.2% |
122-270 |
Close |
123-125 |
123-055 |
-0-070 |
-0.2% |
123-030 |
Range |
0-062 |
0-120 |
0-058 |
93.5% |
0-110 |
ATR |
0-075 |
0-078 |
0-003 |
4.4% |
0-000 |
Volume |
758,300 |
752,502 |
-5,798 |
-0.8% |
463,273 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-108 |
124-042 |
123-121 |
|
R3 |
123-308 |
123-242 |
123-088 |
|
R2 |
123-188 |
123-188 |
123-077 |
|
R1 |
123-122 |
123-122 |
123-066 |
123-095 |
PP |
123-068 |
123-068 |
123-068 |
123-055 |
S1 |
123-002 |
123-002 |
123-044 |
122-295 |
S2 |
122-268 |
122-268 |
123-033 |
|
S3 |
122-148 |
122-202 |
123-022 |
|
S4 |
122-028 |
122-082 |
122-309 |
|
|
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 |
125-005 |
2.618 |
124-129 |
1.618 |
124-009 |
1.000 |
123-255 |
0.618 |
123-209 |
HIGH |
123-135 |
0.618 |
123-089 |
0.500 |
123-075 |
0.382 |
123-061 |
LOW |
123-015 |
0.618 |
122-261 |
1.000 |
122-215 |
1.618 |
122-141 |
2.618 |
122-021 |
4.250 |
121-145 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-075 |
123-081 |
PP |
123-068 |
123-072 |
S1 |
123-062 |
123-064 |
|