ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
122-032 |
122-060 |
0-028 |
0.1% |
121-310 |
| High |
122-080 |
122-177 |
0-097 |
0.2% |
122-080 |
| Low |
121-292 |
122-040 |
0-068 |
0.2% |
121-135 |
| Close |
122-060 |
122-155 |
0-095 |
0.2% |
122-040 |
| Range |
0-108 |
0-137 |
0-029 |
26.9% |
0-265 |
| ATR |
0-114 |
0-116 |
0-002 |
1.4% |
0-000 |
| Volume |
385,958 |
452,119 |
66,161 |
17.1% |
2,604,986 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-215 |
123-162 |
122-230 |
|
| R3 |
123-078 |
123-025 |
122-193 |
|
| R2 |
122-261 |
122-261 |
122-180 |
|
| R1 |
122-208 |
122-208 |
122-168 |
122-234 |
| PP |
122-124 |
122-124 |
122-124 |
122-137 |
| S1 |
122-071 |
122-071 |
122-142 |
122-098 |
| S2 |
121-307 |
121-307 |
122-130 |
|
| S3 |
121-170 |
121-254 |
122-117 |
|
| S4 |
121-033 |
121-117 |
122-080 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-133 |
124-032 |
122-186 |
|
| R3 |
123-188 |
123-087 |
122-113 |
|
| R2 |
122-243 |
122-243 |
122-089 |
|
| R1 |
122-142 |
122-142 |
122-064 |
122-192 |
| PP |
121-298 |
121-298 |
121-298 |
122-004 |
| S1 |
121-197 |
121-197 |
122-016 |
121-248 |
| S2 |
121-033 |
121-033 |
121-311 |
|
| S3 |
120-088 |
120-252 |
121-287 |
|
| S4 |
119-143 |
119-307 |
121-214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-177 |
121-170 |
1-007 |
0.8% |
0-118 |
0.3% |
93% |
True |
False |
445,989 |
| 10 |
122-207 |
121-135 |
1-072 |
1.0% |
0-147 |
0.4% |
87% |
False |
False |
566,759 |
| 20 |
123-157 |
121-135 |
2-022 |
1.7% |
0-123 |
0.3% |
51% |
False |
False |
522,499 |
| 40 |
124-000 |
121-135 |
2-185 |
2.1% |
0-093 |
0.2% |
41% |
False |
False |
310,298 |
| 60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-075 |
0.2% |
41% |
False |
False |
206,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-119 |
|
2.618 |
123-216 |
|
1.618 |
123-079 |
|
1.000 |
122-314 |
|
0.618 |
122-262 |
|
HIGH |
122-177 |
|
0.618 |
122-125 |
|
0.500 |
122-108 |
|
0.382 |
122-092 |
|
LOW |
122-040 |
|
0.618 |
121-275 |
|
1.000 |
121-223 |
|
1.618 |
121-138 |
|
2.618 |
121-001 |
|
4.250 |
120-098 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
122-140 |
122-127 |
| PP |
122-124 |
122-099 |
| S1 |
122-108 |
122-071 |
|