ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
123-125 |
123-062 |
-0-063 |
-0.2% |
123-027 |
High |
123-147 |
123-157 |
0-010 |
0.0% |
123-147 |
Low |
123-060 |
123-057 |
-0-003 |
0.0% |
122-300 |
Close |
123-065 |
123-145 |
0-080 |
0.2% |
123-122 |
Range |
0-087 |
0-100 |
0-013 |
14.9% |
0-167 |
ATR |
0-083 |
0-084 |
0-001 |
1.5% |
0-000 |
Volume |
401,049 |
459,469 |
58,420 |
14.6% |
3,321,973 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-100 |
124-062 |
123-200 |
|
R3 |
124-000 |
123-282 |
123-172 |
|
R2 |
123-220 |
123-220 |
123-163 |
|
R1 |
123-182 |
123-182 |
123-154 |
123-201 |
PP |
123-120 |
123-120 |
123-120 |
123-129 |
S1 |
123-082 |
123-082 |
123-136 |
123-101 |
S2 |
123-020 |
123-020 |
123-127 |
|
S3 |
122-240 |
122-302 |
123-118 |
|
S4 |
122-140 |
122-202 |
123-090 |
|
|
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 |
124-262 |
2.618 |
124-099 |
1.618 |
123-319 |
1.000 |
123-257 |
0.618 |
123-219 |
HIGH |
123-157 |
0.618 |
123-119 |
0.500 |
123-107 |
0.382 |
123-095 |
LOW |
123-057 |
0.618 |
122-315 |
1.000 |
122-277 |
1.618 |
122-215 |
2.618 |
122-115 |
4.250 |
121-272 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
123-132 |
123-127 |
PP |
123-120 |
123-109 |
S1 |
123-107 |
123-091 |
|