ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
124-000 |
124-015 |
0-015 |
0.0% |
123-282 |
| High |
124-025 |
124-037 |
0-012 |
0.0% |
124-037 |
| Low |
123-300 |
123-222 |
-0-078 |
-0.2% |
123-222 |
| Close |
124-015 |
123-227 |
-0-108 |
-0.3% |
123-227 |
| Range |
0-045 |
0-135 |
0-090 |
200.0% |
0-135 |
| ATR |
0-085 |
0-088 |
0-004 |
4.3% |
0-000 |
| Volume |
369,130 |
571,084 |
201,954 |
54.7% |
2,271,438 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-034 |
124-265 |
123-301 |
|
| R3 |
124-219 |
124-130 |
123-264 |
|
| R2 |
124-084 |
124-084 |
123-252 |
|
| R1 |
123-315 |
123-315 |
123-239 |
123-292 |
| PP |
123-269 |
123-269 |
123-269 |
123-257 |
| S1 |
123-180 |
123-180 |
123-215 |
123-157 |
| S2 |
123-134 |
123-134 |
123-202 |
|
| S3 |
122-319 |
123-045 |
123-190 |
|
| S4 |
122-184 |
122-230 |
123-153 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-034 |
124-265 |
123-301 |
|
| R3 |
124-219 |
124-130 |
123-264 |
|
| R2 |
124-084 |
124-084 |
123-252 |
|
| R1 |
123-315 |
123-315 |
123-239 |
123-292 |
| PP |
123-269 |
123-269 |
123-269 |
123-257 |
| S1 |
123-180 |
123-180 |
123-215 |
123-157 |
| S2 |
123-134 |
123-134 |
123-202 |
|
| S3 |
122-319 |
123-045 |
123-190 |
|
| S4 |
122-184 |
122-230 |
123-153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-037 |
123-222 |
0-135 |
0.3% |
0-073 |
0.2% |
4% |
True |
True |
454,287 |
| 10 |
124-037 |
122-315 |
1-042 |
0.9% |
0-089 |
0.2% |
64% |
True |
False |
492,964 |
| 20 |
124-037 |
122-262 |
1-095 |
1.0% |
0-088 |
0.2% |
69% |
True |
False |
444,030 |
| 40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-090 |
0.2% |
75% |
True |
False |
378,335 |
| 60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-087 |
0.2% |
78% |
True |
False |
330,179 |
| 80 |
124-037 |
121-030 |
3-007 |
2.4% |
0-073 |
0.2% |
87% |
True |
False |
247,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-291 |
|
2.618 |
125-070 |
|
1.618 |
124-255 |
|
1.000 |
124-172 |
|
0.618 |
124-120 |
|
HIGH |
124-037 |
|
0.618 |
123-305 |
|
0.500 |
123-290 |
|
0.382 |
123-274 |
|
LOW |
123-222 |
|
0.618 |
123-139 |
|
1.000 |
123-087 |
|
1.618 |
123-004 |
|
2.618 |
122-189 |
|
4.250 |
121-288 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-290 |
123-290 |
| PP |
123-269 |
123-269 |
| S1 |
123-248 |
123-248 |
|