ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
123-115 |
123-082 |
-0-033 |
-0.1% |
122-300 |
High |
123-135 |
123-082 |
-0-053 |
-0.1% |
123-060 |
Low |
123-015 |
122-300 |
-0-035 |
-0.1% |
122-270 |
Close |
123-055 |
123-025 |
-0-030 |
-0.1% |
123-030 |
Range |
0-120 |
0-102 |
-0-018 |
-15.0% |
0-110 |
ATR |
0-078 |
0-080 |
0-002 |
2.2% |
0-000 |
Volume |
752,502 |
643,452 |
-109,050 |
-14.5% |
463,273 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-015 |
123-282 |
123-081 |
|
R3 |
123-233 |
123-180 |
123-053 |
|
R2 |
123-131 |
123-131 |
123-044 |
|
R1 |
123-078 |
123-078 |
123-034 |
123-054 |
PP |
123-029 |
123-029 |
123-029 |
123-017 |
S1 |
122-296 |
122-296 |
123-016 |
122-272 |
S2 |
122-247 |
122-247 |
123-006 |
|
S3 |
122-145 |
122-194 |
122-317 |
|
S4 |
122-043 |
122-092 |
122-289 |
|
|
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 |
124-196 |
2.618 |
124-029 |
1.618 |
123-247 |
1.000 |
123-184 |
0.618 |
123-145 |
HIGH |
123-082 |
0.618 |
123-043 |
0.500 |
123-031 |
0.382 |
123-019 |
LOW |
122-300 |
0.618 |
122-237 |
1.000 |
122-198 |
1.618 |
122-135 |
2.618 |
122-033 |
4.250 |
121-186 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
123-031 |
123-064 |
PP |
123-029 |
123-051 |
S1 |
123-027 |
123-038 |
|