ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
123-147 |
123-087 |
-0-060 |
-0.2% |
123-027 |
High |
123-150 |
123-102 |
-0-048 |
-0.1% |
123-147 |
Low |
123-087 |
123-030 |
-0-057 |
-0.1% |
122-300 |
Close |
123-095 |
123-047 |
-0-048 |
-0.1% |
123-122 |
Range |
0-063 |
0-072 |
0-009 |
14.3% |
0-167 |
ATR |
0-082 |
0-082 |
-0-001 |
-0.9% |
0-000 |
Volume |
373,967 |
394,103 |
20,136 |
5.4% |
3,321,973 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-276 |
123-233 |
123-087 |
|
R3 |
123-204 |
123-161 |
123-067 |
|
R2 |
123-132 |
123-132 |
123-060 |
|
R1 |
123-089 |
123-089 |
123-054 |
123-074 |
PP |
123-060 |
123-060 |
123-060 |
123-052 |
S1 |
123-017 |
123-017 |
123-040 |
123-002 |
S2 |
122-308 |
122-308 |
123-034 |
|
S3 |
122-236 |
122-265 |
123-027 |
|
S4 |
122-164 |
122-193 |
123-007 |
|
|
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 |
124-088 |
2.618 |
123-290 |
1.618 |
123-218 |
1.000 |
123-174 |
0.618 |
123-146 |
HIGH |
123-102 |
0.618 |
123-074 |
0.500 |
123-066 |
0.382 |
123-058 |
LOW |
123-030 |
0.618 |
122-306 |
1.000 |
122-278 |
1.618 |
122-234 |
2.618 |
122-162 |
4.250 |
122-044 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
123-066 |
123-094 |
PP |
123-060 |
123-078 |
S1 |
123-053 |
123-062 |
|