ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 09-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
123-087 |
123-042 |
-0-045 |
-0.1% |
123-125 |
High |
123-102 |
123-055 |
-0-047 |
-0.1% |
123-157 |
Low |
123-030 |
122-250 |
-0-100 |
-0.3% |
122-250 |
Close |
123-047 |
123-007 |
-0-040 |
-0.1% |
123-007 |
Range |
0-072 |
0-125 |
0-053 |
73.6% |
0-227 |
ATR |
0-082 |
0-085 |
0-003 |
3.8% |
0-000 |
Volume |
394,103 |
489,066 |
94,963 |
24.1% |
2,117,654 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-052 |
123-315 |
123-076 |
|
R3 |
123-247 |
123-190 |
123-041 |
|
R2 |
123-122 |
123-122 |
123-030 |
|
R1 |
123-065 |
123-065 |
123-018 |
123-031 |
PP |
122-317 |
122-317 |
122-317 |
122-300 |
S1 |
122-260 |
122-260 |
122-316 |
122-226 |
S2 |
122-192 |
122-192 |
122-304 |
|
S3 |
122-067 |
122-135 |
122-293 |
|
S4 |
121-262 |
122-010 |
122-258 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-072 |
124-267 |
123-132 |
|
R3 |
124-165 |
124-040 |
123-069 |
|
R2 |
123-258 |
123-258 |
123-049 |
|
R1 |
123-133 |
123-133 |
123-028 |
123-082 |
PP |
123-031 |
123-031 |
123-031 |
123-006 |
S1 |
122-226 |
122-226 |
122-306 |
122-175 |
S2 |
122-124 |
122-124 |
122-285 |
|
S3 |
121-217 |
121-319 |
122-265 |
|
S4 |
120-310 |
121-092 |
122-202 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-266 |
2.618 |
124-062 |
1.618 |
123-257 |
1.000 |
123-180 |
0.618 |
123-132 |
HIGH |
123-055 |
0.618 |
123-007 |
0.500 |
122-312 |
0.382 |
122-298 |
LOW |
122-250 |
0.618 |
122-173 |
1.000 |
122-125 |
1.618 |
122-048 |
2.618 |
121-243 |
4.250 |
121-039 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
123-002 |
123-040 |
PP |
122-317 |
123-029 |
S1 |
122-312 |
123-018 |
|