ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
122-060 |
122-157 |
0-097 |
0.2% |
121-310 |
| High |
122-177 |
122-197 |
0-020 |
0.1% |
122-080 |
| Low |
122-040 |
122-117 |
0-077 |
0.2% |
121-135 |
| Close |
122-155 |
122-145 |
-0-010 |
0.0% |
122-040 |
| Range |
0-137 |
0-080 |
-0-057 |
-41.6% |
0-265 |
| ATR |
0-116 |
0-113 |
-0-003 |
-2.2% |
0-000 |
| Volume |
452,119 |
500,400 |
48,281 |
10.7% |
2,604,986 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-073 |
123-029 |
122-189 |
|
| R3 |
122-313 |
122-269 |
122-167 |
|
| R2 |
122-233 |
122-233 |
122-160 |
|
| R1 |
122-189 |
122-189 |
122-152 |
122-171 |
| PP |
122-153 |
122-153 |
122-153 |
122-144 |
| S1 |
122-109 |
122-109 |
122-138 |
122-091 |
| S2 |
122-073 |
122-073 |
122-130 |
|
| S3 |
121-313 |
122-029 |
122-123 |
|
| S4 |
121-233 |
121-269 |
122-101 |
|
|
| 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 |
122-197 |
121-245 |
0-272 |
0.7% |
0-110 |
0.3% |
81% |
True |
False |
445,311 |
| 10 |
122-197 |
121-135 |
1-062 |
1.0% |
0-129 |
0.3% |
86% |
True |
False |
532,973 |
| 20 |
123-157 |
121-135 |
2-022 |
1.7% |
0-121 |
0.3% |
50% |
False |
False |
509,894 |
| 40 |
124-000 |
121-135 |
2-185 |
2.1% |
0-095 |
0.2% |
40% |
False |
False |
322,792 |
| 60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-077 |
0.2% |
40% |
False |
False |
215,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-217 |
|
2.618 |
123-086 |
|
1.618 |
123-006 |
|
1.000 |
122-277 |
|
0.618 |
122-246 |
|
HIGH |
122-197 |
|
0.618 |
122-166 |
|
0.500 |
122-157 |
|
0.382 |
122-148 |
|
LOW |
122-117 |
|
0.618 |
122-068 |
|
1.000 |
122-037 |
|
1.618 |
121-308 |
|
2.618 |
121-228 |
|
4.250 |
121-097 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
122-157 |
122-125 |
| PP |
122-153 |
122-105 |
| S1 |
122-149 |
122-084 |
|