ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
123-010 |
123-047 |
0-037 |
0.1% |
122-190 |
| High |
123-100 |
123-057 |
-0-043 |
-0.1% |
123-100 |
| Low |
122-297 |
123-010 |
0-033 |
0.1% |
122-167 |
| Close |
123-082 |
123-017 |
-0-065 |
-0.2% |
123-082 |
| Range |
0-123 |
0-047 |
-0-076 |
-61.8% |
0-253 |
| ATR |
0-097 |
0-096 |
-0-002 |
-1.9% |
0-000 |
| Volume |
177,001 |
309,233 |
132,232 |
74.7% |
666,597 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-169 |
123-140 |
123-043 |
|
| R3 |
123-122 |
123-093 |
123-030 |
|
| R2 |
123-075 |
123-075 |
123-026 |
|
| R1 |
123-046 |
123-046 |
123-021 |
123-037 |
| PP |
123-028 |
123-028 |
123-028 |
123-024 |
| S1 |
122-319 |
122-319 |
123-013 |
122-310 |
| S2 |
122-301 |
122-301 |
123-008 |
|
| S3 |
122-254 |
122-272 |
123-004 |
|
| S4 |
122-207 |
122-225 |
122-311 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-129 |
125-038 |
123-221 |
|
| R3 |
124-196 |
124-105 |
123-152 |
|
| R2 |
123-263 |
123-263 |
123-128 |
|
| R1 |
123-172 |
123-172 |
123-105 |
123-218 |
| PP |
123-010 |
123-010 |
123-010 |
123-032 |
| S1 |
122-239 |
122-239 |
123-059 |
122-284 |
| S2 |
122-077 |
122-077 |
123-036 |
|
| S3 |
121-144 |
121-306 |
123-012 |
|
| S4 |
120-211 |
121-053 |
122-263 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-257 |
|
2.618 |
123-180 |
|
1.618 |
123-133 |
|
1.000 |
123-104 |
|
0.618 |
123-086 |
|
HIGH |
123-057 |
|
0.618 |
123-039 |
|
0.500 |
123-034 |
|
0.382 |
123-028 |
|
LOW |
123-010 |
|
0.618 |
122-301 |
|
1.000 |
122-283 |
|
1.618 |
122-254 |
|
2.618 |
122-207 |
|
4.250 |
122-130 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-034 |
123-022 |
| PP |
123-028 |
123-021 |
| S1 |
123-022 |
123-019 |
|