ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
123-307 |
124-020 |
0-033 |
0.1% |
123-050 |
| High |
124-030 |
124-020 |
-0-010 |
0.0% |
123-305 |
| Low |
123-267 |
123-295 |
0-028 |
0.1% |
122-315 |
| Close |
124-015 |
124-000 |
-0-015 |
0.0% |
123-285 |
| Range |
0-083 |
0-045 |
-0-038 |
-45.8% |
0-310 |
| ATR |
0-091 |
0-088 |
-0-003 |
-3.6% |
0-000 |
| Volume |
484,430 |
434,971 |
-49,459 |
-10.2% |
2,658,203 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-133 |
124-112 |
124-025 |
|
| R3 |
124-088 |
124-067 |
124-012 |
|
| R2 |
124-043 |
124-043 |
124-008 |
|
| R1 |
124-022 |
124-022 |
124-004 |
124-010 |
| PP |
123-318 |
123-318 |
123-318 |
123-312 |
| S1 |
123-297 |
123-297 |
123-316 |
123-285 |
| S2 |
123-273 |
123-273 |
123-312 |
|
| S3 |
123-228 |
123-252 |
123-308 |
|
| S4 |
123-183 |
123-207 |
123-295 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-165 |
126-055 |
124-136 |
|
| R3 |
125-175 |
125-065 |
124-050 |
|
| R2 |
124-185 |
124-185 |
124-022 |
|
| R1 |
124-075 |
124-075 |
123-313 |
124-130 |
| PP |
123-195 |
123-195 |
123-195 |
123-222 |
| S1 |
123-085 |
123-085 |
123-257 |
123-140 |
| S2 |
122-205 |
122-205 |
123-228 |
|
| S3 |
121-215 |
122-095 |
123-200 |
|
| S4 |
120-225 |
121-105 |
123-114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-030 |
123-200 |
0-150 |
0.4% |
0-069 |
0.2% |
80% |
False |
False |
476,588 |
| 10 |
124-030 |
122-315 |
1-035 |
0.9% |
0-091 |
0.2% |
92% |
False |
False |
489,599 |
| 20 |
124-030 |
122-262 |
1-088 |
1.0% |
0-086 |
0.2% |
93% |
False |
False |
439,114 |
| 40 |
124-030 |
122-162 |
1-188 |
1.3% |
0-090 |
0.2% |
94% |
False |
False |
373,856 |
| 60 |
124-030 |
122-090 |
1-260 |
1.5% |
0-086 |
0.2% |
95% |
False |
False |
314,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-211 |
|
2.618 |
124-138 |
|
1.618 |
124-093 |
|
1.000 |
124-065 |
|
0.618 |
124-048 |
|
HIGH |
124-020 |
|
0.618 |
124-003 |
|
0.500 |
123-318 |
|
0.382 |
123-312 |
|
LOW |
123-295 |
|
0.618 |
123-267 |
|
1.000 |
123-250 |
|
1.618 |
123-222 |
|
2.618 |
123-177 |
|
4.250 |
123-104 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-319 |
123-316 |
| PP |
123-318 |
123-312 |
| S1 |
123-318 |
123-308 |
|