ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
123-040 |
123-125 |
0-085 |
0.2% |
123-027 |
High |
123-142 |
123-147 |
0-005 |
0.0% |
123-147 |
Low |
123-025 |
123-060 |
0-035 |
0.1% |
122-300 |
Close |
123-122 |
123-065 |
-0-057 |
-0.1% |
123-122 |
Range |
0-117 |
0-087 |
-0-030 |
-25.6% |
0-167 |
ATR |
0-082 |
0-083 |
0-000 |
0.4% |
0-000 |
Volume |
448,855 |
401,049 |
-47,806 |
-10.7% |
3,321,973 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-032 |
123-295 |
123-113 |
|
R3 |
123-265 |
123-208 |
123-089 |
|
R2 |
123-178 |
123-178 |
123-081 |
|
R1 |
123-121 |
123-121 |
123-073 |
123-106 |
PP |
123-091 |
123-091 |
123-091 |
123-083 |
S1 |
123-034 |
123-034 |
123-057 |
123-019 |
S2 |
123-004 |
123-004 |
123-049 |
|
S3 |
122-237 |
122-267 |
123-041 |
|
S4 |
122-150 |
122-180 |
123-017 |
|
|
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 |
124-197 |
2.618 |
124-055 |
1.618 |
123-288 |
1.000 |
123-234 |
0.618 |
123-201 |
HIGH |
123-147 |
0.618 |
123-114 |
0.500 |
123-104 |
0.382 |
123-093 |
LOW |
123-060 |
0.618 |
123-006 |
1.000 |
122-293 |
1.618 |
122-239 |
2.618 |
122-152 |
4.250 |
122-010 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
123-104 |
123-064 |
PP |
123-091 |
123-064 |
S1 |
123-078 |
123-064 |
|