ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 12-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
123-042 |
123-002 |
-0-040 |
-0.1% |
123-125 |
High |
123-055 |
123-060 |
0-005 |
0.0% |
123-157 |
Low |
122-250 |
122-307 |
0-057 |
0.1% |
122-250 |
Close |
123-007 |
122-315 |
-0-012 |
0.0% |
123-007 |
Range |
0-125 |
0-073 |
-0-052 |
-41.6% |
0-227 |
ATR |
0-085 |
0-084 |
-0-001 |
-1.0% |
0-000 |
Volume |
489,066 |
290,334 |
-198,732 |
-40.6% |
2,117,654 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-233 |
123-187 |
123-035 |
|
R3 |
123-160 |
123-114 |
123-015 |
|
R2 |
123-087 |
123-087 |
123-008 |
|
R1 |
123-041 |
123-041 |
123-002 |
123-028 |
PP |
123-014 |
123-014 |
123-014 |
123-007 |
S1 |
122-288 |
122-288 |
122-308 |
122-274 |
S2 |
122-261 |
122-261 |
122-302 |
|
S3 |
122-188 |
122-215 |
122-295 |
|
S4 |
122-115 |
122-142 |
122-275 |
|
|
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 |
124-050 |
2.618 |
123-251 |
1.618 |
123-178 |
1.000 |
123-133 |
0.618 |
123-105 |
HIGH |
123-060 |
0.618 |
123-032 |
0.500 |
123-024 |
0.382 |
123-015 |
LOW |
122-307 |
0.618 |
122-262 |
1.000 |
122-234 |
1.618 |
122-189 |
2.618 |
122-116 |
4.250 |
121-317 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
123-024 |
123-016 |
PP |
123-014 |
123-009 |
S1 |
123-004 |
123-002 |
|