ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
123-185 |
123-192 |
0-007 |
0.0% |
123-065 |
| High |
123-215 |
123-210 |
-0-005 |
0.0% |
123-215 |
| Low |
123-137 |
123-147 |
0-010 |
0.0% |
123-042 |
| Close |
123-200 |
123-162 |
-0-038 |
-0.1% |
123-192 |
| Range |
0-078 |
0-063 |
-0-015 |
-19.2% |
0-173 |
| ATR |
0-089 |
0-087 |
-0-002 |
-2.1% |
0-000 |
| Volume |
375,977 |
394,159 |
18,182 |
4.8% |
1,855,581 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-042 |
124-005 |
123-197 |
|
| R3 |
123-299 |
123-262 |
123-179 |
|
| R2 |
123-236 |
123-236 |
123-174 |
|
| R1 |
123-199 |
123-199 |
123-168 |
123-186 |
| PP |
123-173 |
123-173 |
123-173 |
123-166 |
| S1 |
123-136 |
123-136 |
123-156 |
123-123 |
| S2 |
123-110 |
123-110 |
123-150 |
|
| S3 |
123-047 |
123-073 |
123-145 |
|
| S4 |
122-304 |
123-010 |
123-127 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-029 |
124-283 |
123-287 |
|
| R3 |
124-176 |
124-110 |
123-240 |
|
| R2 |
124-003 |
124-003 |
123-224 |
|
| R1 |
123-257 |
123-257 |
123-208 |
123-290 |
| PP |
123-150 |
123-150 |
123-150 |
123-166 |
| S1 |
123-084 |
123-084 |
123-176 |
123-117 |
| S2 |
122-297 |
122-297 |
123-160 |
|
| S3 |
122-124 |
122-231 |
123-144 |
|
| S4 |
121-271 |
122-058 |
123-097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-215 |
123-077 |
0-138 |
0.3% |
0-075 |
0.2% |
62% |
False |
False |
405,798 |
| 10 |
123-215 |
122-262 |
0-273 |
0.7% |
0-080 |
0.2% |
81% |
False |
False |
388,630 |
| 20 |
123-215 |
122-167 |
1-048 |
0.9% |
0-086 |
0.2% |
86% |
False |
False |
315,778 |
| 40 |
123-215 |
122-090 |
1-125 |
1.1% |
0-094 |
0.2% |
88% |
False |
False |
348,569 |
| 60 |
123-215 |
121-030 |
2-185 |
2.1% |
0-079 |
0.2% |
94% |
False |
False |
233,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-158 |
|
2.618 |
124-055 |
|
1.618 |
123-312 |
|
1.000 |
123-273 |
|
0.618 |
123-249 |
|
HIGH |
123-210 |
|
0.618 |
123-186 |
|
0.500 |
123-178 |
|
0.382 |
123-171 |
|
LOW |
123-147 |
|
0.618 |
123-108 |
|
1.000 |
123-084 |
|
1.618 |
123-045 |
|
2.618 |
122-302 |
|
4.250 |
122-199 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-178 |
123-160 |
| PP |
123-173 |
123-159 |
| S1 |
123-168 |
123-158 |
|