ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
123-062 |
123-147 |
0-085 |
0.2% |
123-027 |
High |
123-157 |
123-150 |
-0-007 |
0.0% |
123-147 |
Low |
123-057 |
123-087 |
0-030 |
0.1% |
122-300 |
Close |
123-145 |
123-095 |
-0-050 |
-0.1% |
123-122 |
Range |
0-100 |
0-063 |
-0-037 |
-37.0% |
0-167 |
ATR |
0-084 |
0-082 |
-0-001 |
-1.8% |
0-000 |
Volume |
459,469 |
373,967 |
-85,502 |
-18.6% |
3,321,973 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-300 |
123-260 |
123-130 |
|
R3 |
123-237 |
123-197 |
123-112 |
|
R2 |
123-174 |
123-174 |
123-107 |
|
R1 |
123-134 |
123-134 |
123-101 |
123-122 |
PP |
123-111 |
123-111 |
123-111 |
123-105 |
S1 |
123-071 |
123-071 |
123-089 |
123-060 |
S2 |
123-048 |
123-048 |
123-083 |
|
S3 |
122-305 |
123-008 |
123-078 |
|
S4 |
122-242 |
122-265 |
123-060 |
|
|
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 |
124-098 |
2.618 |
123-315 |
1.618 |
123-252 |
1.000 |
123-213 |
0.618 |
123-189 |
HIGH |
123-150 |
0.618 |
123-126 |
0.500 |
123-118 |
0.382 |
123-111 |
LOW |
123-087 |
0.618 |
123-048 |
1.000 |
123-024 |
1.618 |
122-305 |
2.618 |
122-242 |
4.250 |
122-139 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
123-118 |
123-107 |
PP |
123-111 |
123-103 |
S1 |
123-103 |
123-099 |
|