ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
123-267 |
123-187 |
-0-080 |
-0.2% |
123-282 |
| High |
123-272 |
123-210 |
-0-062 |
-0.2% |
124-037 |
| Low |
123-172 |
123-162 |
-0-010 |
0.0% |
123-222 |
| Close |
123-197 |
123-185 |
-0-012 |
0.0% |
123-227 |
| Range |
0-100 |
0-048 |
-0-052 |
-52.0% |
0-135 |
| ATR |
0-088 |
0-085 |
-0-003 |
-3.2% |
0-000 |
| Volume |
453,885 |
379,051 |
-74,834 |
-16.5% |
2,271,438 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-010 |
123-305 |
123-211 |
|
| R3 |
123-282 |
123-257 |
123-198 |
|
| R2 |
123-234 |
123-234 |
123-194 |
|
| R1 |
123-209 |
123-209 |
123-189 |
123-198 |
| PP |
123-186 |
123-186 |
123-186 |
123-180 |
| S1 |
123-161 |
123-161 |
123-181 |
123-150 |
| S2 |
123-138 |
123-138 |
123-176 |
|
| S3 |
123-090 |
123-113 |
123-172 |
|
| S4 |
123-042 |
123-065 |
123-159 |
|
|
| 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 |
123-162 |
0-195 |
0.5% |
0-076 |
0.2% |
12% |
False |
True |
416,354 |
| 10 |
124-037 |
123-162 |
0-195 |
0.5% |
0-073 |
0.2% |
12% |
False |
True |
446,471 |
| 20 |
124-037 |
122-315 |
1-042 |
0.9% |
0-083 |
0.2% |
52% |
False |
False |
450,337 |
| 40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-086 |
0.2% |
66% |
False |
False |
375,302 |
| 60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-088 |
0.2% |
71% |
False |
False |
349,050 |
| 80 |
124-037 |
121-030 |
3-007 |
2.4% |
0-075 |
0.2% |
82% |
False |
False |
262,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-094 |
|
2.618 |
124-016 |
|
1.618 |
123-288 |
|
1.000 |
123-258 |
|
0.618 |
123-240 |
|
HIGH |
123-210 |
|
0.618 |
123-192 |
|
0.500 |
123-186 |
|
0.382 |
123-180 |
|
LOW |
123-162 |
|
0.618 |
123-132 |
|
1.000 |
123-114 |
|
1.618 |
123-084 |
|
2.618 |
123-036 |
|
4.250 |
122-278 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-186 |
123-226 |
| PP |
123-186 |
123-212 |
| S1 |
123-185 |
123-199 |
|