ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
123-082 |
123-040 |
-0-042 |
-0.1% |
123-027 |
High |
123-082 |
123-142 |
0-060 |
0.2% |
123-147 |
Low |
122-300 |
123-025 |
0-045 |
0.1% |
122-300 |
Close |
123-025 |
123-122 |
0-097 |
0.2% |
123-122 |
Range |
0-102 |
0-117 |
0-015 |
14.7% |
0-167 |
ATR |
0-080 |
0-082 |
0-003 |
3.4% |
0-000 |
Volume |
643,452 |
448,855 |
-194,597 |
-30.2% |
3,321,973 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-127 |
124-082 |
123-186 |
|
R3 |
124-010 |
123-285 |
123-154 |
|
R2 |
123-213 |
123-213 |
123-143 |
|
R1 |
123-168 |
123-168 |
123-133 |
123-190 |
PP |
123-096 |
123-096 |
123-096 |
123-108 |
S1 |
123-051 |
123-051 |
123-111 |
123-074 |
S2 |
122-299 |
122-299 |
123-101 |
|
S3 |
122-182 |
122-254 |
123-090 |
|
S4 |
122-065 |
122-137 |
123-058 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-264 |
124-200 |
123-214 |
|
R3 |
124-097 |
124-033 |
123-168 |
|
R2 |
123-250 |
123-250 |
123-153 |
|
R1 |
123-186 |
123-186 |
123-137 |
123-218 |
PP |
123-083 |
123-083 |
123-083 |
123-099 |
S1 |
123-019 |
123-019 |
123-107 |
123-051 |
S2 |
122-236 |
122-236 |
123-091 |
|
S3 |
122-069 |
122-172 |
123-076 |
|
S4 |
121-222 |
122-005 |
123-030 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-319 |
2.618 |
124-128 |
1.618 |
124-011 |
1.000 |
123-259 |
0.618 |
123-214 |
HIGH |
123-142 |
0.618 |
123-097 |
0.500 |
123-084 |
0.382 |
123-070 |
LOW |
123-025 |
0.618 |
122-273 |
1.000 |
122-228 |
1.618 |
122-156 |
2.618 |
122-039 |
4.250 |
121-168 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
123-109 |
123-102 |
PP |
123-096 |
123-081 |
S1 |
123-084 |
123-061 |
|