ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
123-087 |
123-077 |
-0-010 |
0.0% |
123-047 |
| High |
123-102 |
123-147 |
0-045 |
0.1% |
123-085 |
| Low |
123-042 |
123-077 |
0-035 |
0.1% |
122-262 |
| Close |
123-077 |
123-135 |
0-058 |
0.1% |
123-067 |
| Range |
0-060 |
0-070 |
0-010 |
16.7% |
0-143 |
| ATR |
0-093 |
0-091 |
-0-002 |
-1.7% |
0-000 |
| Volume |
333,449 |
424,017 |
90,568 |
27.2% |
1,569,821 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-010 |
123-302 |
123-174 |
|
| R3 |
123-260 |
123-232 |
123-154 |
|
| R2 |
123-190 |
123-190 |
123-148 |
|
| R1 |
123-162 |
123-162 |
123-141 |
123-176 |
| PP |
123-120 |
123-120 |
123-120 |
123-126 |
| S1 |
123-092 |
123-092 |
123-129 |
123-106 |
| S2 |
123-050 |
123-050 |
123-122 |
|
| S3 |
122-300 |
123-022 |
123-116 |
|
| S4 |
122-230 |
122-272 |
123-096 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-140 |
124-087 |
123-146 |
|
| R3 |
123-317 |
123-264 |
123-106 |
|
| R2 |
123-174 |
123-174 |
123-093 |
|
| R1 |
123-121 |
123-121 |
123-080 |
123-148 |
| PP |
123-031 |
123-031 |
123-031 |
123-045 |
| S1 |
122-298 |
122-298 |
123-054 |
123-004 |
| S2 |
122-208 |
122-208 |
123-041 |
|
| S3 |
122-065 |
122-155 |
123-028 |
|
| S4 |
121-242 |
122-012 |
122-308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-147 |
122-262 |
0-205 |
0.5% |
0-090 |
0.2% |
94% |
True |
False |
384,795 |
| 10 |
123-147 |
122-202 |
0-265 |
0.7% |
0-087 |
0.2% |
95% |
True |
False |
315,737 |
| 20 |
123-147 |
122-167 |
0-300 |
0.8% |
0-087 |
0.2% |
96% |
True |
False |
308,796 |
| 40 |
123-147 |
122-090 |
1-057 |
1.0% |
0-092 |
0.2% |
97% |
True |
False |
308,847 |
| 60 |
123-147 |
121-030 |
2-117 |
1.9% |
0-073 |
0.2% |
98% |
True |
False |
206,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-124 |
|
2.618 |
124-010 |
|
1.618 |
123-260 |
|
1.000 |
123-217 |
|
0.618 |
123-190 |
|
HIGH |
123-147 |
|
0.618 |
123-120 |
|
0.500 |
123-112 |
|
0.382 |
123-104 |
|
LOW |
123-077 |
|
0.618 |
123-034 |
|
1.000 |
123-007 |
|
1.618 |
122-284 |
|
2.618 |
122-214 |
|
4.250 |
122-100 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-127 |
123-122 |
| PP |
123-120 |
123-108 |
| S1 |
123-112 |
123-094 |
|