ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
123-027 |
123-035 |
0-008 |
0.0% |
123-185 |
| High |
123-045 |
123-255 |
0-210 |
0.5% |
123-215 |
| Low |
123-005 |
123-020 |
0-015 |
0.0% |
123-032 |
| Close |
123-035 |
123-195 |
0-160 |
0.4% |
123-040 |
| Range |
0-040 |
0-235 |
0-195 |
487.5% |
0-183 |
| ATR |
0-086 |
0-096 |
0-011 |
12.5% |
0-000 |
| Volume |
368,987 |
836,636 |
467,649 |
126.7% |
1,676,699 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-222 |
125-123 |
124-004 |
|
| R3 |
124-307 |
124-208 |
123-260 |
|
| R2 |
124-072 |
124-072 |
123-238 |
|
| R1 |
123-293 |
123-293 |
123-217 |
124-022 |
| PP |
123-157 |
123-157 |
123-157 |
123-181 |
| S1 |
123-058 |
123-058 |
123-173 |
123-108 |
| S2 |
122-242 |
122-242 |
123-152 |
|
| S3 |
122-007 |
122-143 |
123-130 |
|
| S4 |
121-092 |
121-228 |
123-066 |
|
|
| 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 |
123-255 |
122-315 |
0-260 |
0.7% |
0-113 |
0.3% |
77% |
True |
False |
502,609 |
| 10 |
123-255 |
122-315 |
0-260 |
0.7% |
0-094 |
0.2% |
77% |
True |
False |
454,204 |
| 20 |
123-255 |
122-167 |
1-088 |
1.0% |
0-090 |
0.2% |
85% |
True |
False |
368,759 |
| 40 |
123-255 |
122-090 |
1-165 |
1.2% |
0-098 |
0.2% |
88% |
True |
False |
399,891 |
| 60 |
123-255 |
121-080 |
2-175 |
2.1% |
0-086 |
0.2% |
93% |
True |
False |
275,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-294 |
|
2.618 |
125-230 |
|
1.618 |
124-315 |
|
1.000 |
124-170 |
|
0.618 |
124-080 |
|
HIGH |
123-255 |
|
0.618 |
123-165 |
|
0.500 |
123-138 |
|
0.382 |
123-110 |
|
LOW |
123-020 |
|
0.618 |
122-195 |
|
1.000 |
122-105 |
|
1.618 |
121-280 |
|
2.618 |
121-045 |
|
4.250 |
119-301 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-176 |
123-172 |
| PP |
123-157 |
123-148 |
| S1 |
123-138 |
123-125 |
|