ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
123-160 |
123-085 |
-0-075 |
-0.2% |
123-185 |
| High |
123-177 |
123-117 |
-0-060 |
-0.2% |
123-215 |
| Low |
123-062 |
123-032 |
-0-030 |
-0.1% |
123-032 |
| Close |
123-095 |
123-040 |
-0-055 |
-0.1% |
123-040 |
| Range |
0-115 |
0-085 |
-0-030 |
-26.1% |
0-183 |
| ATR |
0-089 |
0-089 |
0-000 |
-0.3% |
0-000 |
| Volume |
480,782 |
425,781 |
-55,001 |
-11.4% |
1,676,699 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-318 |
123-264 |
123-087 |
|
| R3 |
123-233 |
123-179 |
123-063 |
|
| R2 |
123-148 |
123-148 |
123-056 |
|
| R1 |
123-094 |
123-094 |
123-048 |
123-078 |
| PP |
123-063 |
123-063 |
123-063 |
123-055 |
| S1 |
123-009 |
123-009 |
123-032 |
122-314 |
| S2 |
122-298 |
122-298 |
123-024 |
|
| S3 |
122-213 |
122-244 |
123-017 |
|
| S4 |
122-128 |
122-159 |
122-313 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-005 |
124-205 |
123-141 |
|
| R3 |
124-142 |
124-022 |
123-090 |
|
| R2 |
123-279 |
123-279 |
123-074 |
|
| R1 |
123-159 |
123-159 |
123-057 |
123-128 |
| PP |
123-096 |
123-096 |
123-096 |
123-080 |
| S1 |
122-296 |
122-296 |
123-023 |
122-264 |
| S2 |
122-233 |
122-233 |
123-006 |
|
| S3 |
122-050 |
122-113 |
122-310 |
|
| S4 |
121-187 |
121-250 |
122-259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-215 |
123-032 |
0-183 |
0.5% |
0-091 |
0.2% |
4% |
False |
True |
424,569 |
| 10 |
123-215 |
122-262 |
0-273 |
0.7% |
0-086 |
0.2% |
36% |
False |
False |
395,096 |
| 20 |
123-215 |
122-167 |
1-048 |
0.9% |
0-088 |
0.2% |
52% |
False |
False |
328,864 |
| 40 |
123-215 |
122-090 |
1-125 |
1.1% |
0-095 |
0.2% |
61% |
False |
False |
370,909 |
| 60 |
123-215 |
121-030 |
2-185 |
2.1% |
0-082 |
0.2% |
79% |
False |
False |
248,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-158 |
|
2.618 |
124-020 |
|
1.618 |
123-255 |
|
1.000 |
123-202 |
|
0.618 |
123-170 |
|
HIGH |
123-117 |
|
0.618 |
123-085 |
|
0.500 |
123-074 |
|
0.382 |
123-064 |
|
LOW |
123-032 |
|
0.618 |
122-299 |
|
1.000 |
122-267 |
|
1.618 |
122-214 |
|
2.618 |
122-129 |
|
4.250 |
121-311 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-074 |
123-121 |
| PP |
123-063 |
123-094 |
| S1 |
123-052 |
123-067 |
|