ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
123-050 |
123-027 |
-0-023 |
-0.1% |
123-185 |
| High |
123-085 |
123-045 |
-0-040 |
-0.1% |
123-215 |
| Low |
122-315 |
123-005 |
0-010 |
0.0% |
123-032 |
| Close |
123-017 |
123-035 |
0-018 |
0.0% |
123-040 |
| Range |
0-090 |
0-040 |
-0-050 |
-55.6% |
0-183 |
| ATR |
0-089 |
0-086 |
-0-004 |
-3.9% |
0-000 |
| Volume |
400,862 |
368,987 |
-31,875 |
-8.0% |
1,676,699 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-148 |
123-132 |
123-057 |
|
| R3 |
123-108 |
123-092 |
123-046 |
|
| R2 |
123-068 |
123-068 |
123-042 |
|
| R1 |
123-052 |
123-052 |
123-039 |
123-060 |
| PP |
123-028 |
123-028 |
123-028 |
123-032 |
| S1 |
123-012 |
123-012 |
123-031 |
123-020 |
| S2 |
122-308 |
122-308 |
123-028 |
|
| S3 |
122-268 |
122-292 |
123-024 |
|
| S4 |
122-228 |
122-252 |
123-013 |
|
|
| 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 |
123-210 |
122-315 |
0-215 |
0.5% |
0-079 |
0.2% |
19% |
False |
False |
414,114 |
| 10 |
123-215 |
122-315 |
0-220 |
0.6% |
0-077 |
0.2% |
18% |
False |
False |
403,885 |
| 20 |
123-215 |
122-167 |
1-048 |
0.9% |
0-086 |
0.2% |
51% |
False |
False |
337,126 |
| 40 |
123-215 |
122-090 |
1-125 |
1.1% |
0-094 |
0.2% |
60% |
False |
False |
386,004 |
| 60 |
123-215 |
121-030 |
2-185 |
2.1% |
0-084 |
0.2% |
78% |
False |
False |
261,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-215 |
|
2.618 |
123-150 |
|
1.618 |
123-110 |
|
1.000 |
123-085 |
|
0.618 |
123-070 |
|
HIGH |
123-045 |
|
0.618 |
123-030 |
|
0.500 |
123-025 |
|
0.382 |
123-020 |
|
LOW |
123-005 |
|
0.618 |
122-300 |
|
1.000 |
122-285 |
|
1.618 |
122-260 |
|
2.618 |
122-220 |
|
4.250 |
122-155 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-032 |
123-056 |
| PP |
123-028 |
123-049 |
| S1 |
123-025 |
123-042 |
|