ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
123-162 |
123-207 |
0-045 |
0.1% |
123-255 |
| High |
123-227 |
123-230 |
0-003 |
0.0% |
123-290 |
| Low |
123-137 |
123-067 |
-0-070 |
-0.2% |
123-100 |
| Close |
123-205 |
123-090 |
-0-115 |
-0.3% |
123-200 |
| Range |
0-090 |
0-163 |
0-073 |
81.1% |
0-190 |
| ATR |
0-083 |
0-089 |
0-006 |
6.9% |
0-000 |
| Volume |
485,714 |
620,447 |
134,733 |
27.7% |
2,068,804 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-298 |
124-197 |
123-180 |
|
| R3 |
124-135 |
124-034 |
123-135 |
|
| R2 |
123-292 |
123-292 |
123-120 |
|
| R1 |
123-191 |
123-191 |
123-105 |
123-160 |
| PP |
123-129 |
123-129 |
123-129 |
123-114 |
| S1 |
123-028 |
123-028 |
123-075 |
122-317 |
| S2 |
122-286 |
122-286 |
123-060 |
|
| S3 |
122-123 |
122-185 |
123-045 |
|
| S4 |
121-280 |
122-022 |
123-000 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-127 |
125-033 |
123-304 |
|
| R3 |
124-257 |
124-163 |
123-252 |
|
| R2 |
124-067 |
124-067 |
123-235 |
|
| R1 |
123-293 |
123-293 |
123-217 |
123-245 |
| PP |
123-197 |
123-197 |
123-197 |
123-172 |
| S1 |
123-103 |
123-103 |
123-183 |
123-055 |
| S2 |
123-007 |
123-007 |
123-165 |
|
| S3 |
122-137 |
122-233 |
123-148 |
|
| S4 |
121-267 |
122-043 |
123-096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-230 |
123-067 |
0-163 |
0.4% |
0-091 |
0.2% |
14% |
True |
True |
452,799 |
| 10 |
124-037 |
123-067 |
0-290 |
0.7% |
0-089 |
0.2% |
8% |
False |
True |
448,134 |
| 20 |
124-037 |
122-315 |
1-042 |
0.9% |
0-087 |
0.2% |
26% |
False |
False |
463,283 |
| 40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-088 |
0.2% |
48% |
False |
False |
394,831 |
| 60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-092 |
0.2% |
55% |
False |
False |
394,666 |
| 80 |
124-037 |
121-030 |
3-007 |
2.5% |
0-082 |
0.2% |
72% |
False |
False |
296,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-283 |
|
2.618 |
125-017 |
|
1.618 |
124-174 |
|
1.000 |
124-073 |
|
0.618 |
124-011 |
|
HIGH |
123-230 |
|
0.618 |
123-168 |
|
0.500 |
123-148 |
|
0.382 |
123-129 |
|
LOW |
123-067 |
|
0.618 |
122-286 |
|
1.000 |
122-224 |
|
1.618 |
122-123 |
|
2.618 |
121-280 |
|
4.250 |
121-014 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-148 |
123-148 |
| PP |
123-129 |
123-129 |
| S1 |
123-110 |
123-110 |
|