ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
123-187 |
123-172 |
-0-015 |
0.0% |
123-282 |
| High |
123-210 |
123-202 |
-0-008 |
0.0% |
124-037 |
| Low |
123-162 |
123-100 |
-0-062 |
-0.2% |
123-222 |
| Close |
123-185 |
123-125 |
-0-060 |
-0.2% |
123-227 |
| Range |
0-048 |
0-102 |
0-054 |
112.5% |
0-135 |
| ATR |
0-085 |
0-086 |
0-001 |
1.5% |
0-000 |
| Volume |
379,051 |
504,701 |
125,650 |
33.1% |
2,271,438 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-128 |
124-069 |
123-181 |
|
| R3 |
124-026 |
123-287 |
123-153 |
|
| R2 |
123-244 |
123-244 |
123-144 |
|
| R1 |
123-185 |
123-185 |
123-134 |
123-164 |
| PP |
123-142 |
123-142 |
123-142 |
123-132 |
| S1 |
123-083 |
123-083 |
123-116 |
123-062 |
| S2 |
123-040 |
123-040 |
123-106 |
|
| S3 |
122-258 |
122-301 |
123-097 |
|
| S4 |
122-156 |
122-199 |
123-069 |
|
|
| 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 |
123-100 |
0-257 |
0.7% |
0-088 |
0.2% |
10% |
False |
True |
443,468 |
| 10 |
124-037 |
123-100 |
0-257 |
0.7% |
0-073 |
0.2% |
10% |
False |
True |
436,044 |
| 20 |
124-037 |
122-315 |
1-042 |
0.9% |
0-085 |
0.2% |
36% |
False |
False |
454,371 |
| 40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-086 |
0.2% |
55% |
False |
False |
381,584 |
| 60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-090 |
0.2% |
60% |
False |
False |
357,355 |
| 80 |
124-037 |
121-030 |
3-007 |
2.4% |
0-076 |
0.2% |
76% |
False |
False |
268,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-316 |
|
2.618 |
124-149 |
|
1.618 |
124-047 |
|
1.000 |
123-304 |
|
0.618 |
123-265 |
|
HIGH |
123-202 |
|
0.618 |
123-163 |
|
0.500 |
123-151 |
|
0.382 |
123-139 |
|
LOW |
123-100 |
|
0.618 |
123-037 |
|
1.000 |
122-318 |
|
1.618 |
122-255 |
|
2.618 |
122-153 |
|
4.250 |
121-306 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-151 |
123-186 |
| PP |
123-142 |
123-166 |
| S1 |
123-134 |
123-145 |
|