ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
123-097 |
123-082 |
-0-015 |
0.0% |
123-165 |
| High |
123-112 |
123-082 |
-0-030 |
-0.1% |
123-230 |
| Low |
123-030 |
123-007 |
-0-023 |
-0.1% |
123-030 |
| Close |
123-095 |
123-045 |
-0-050 |
-0.1% |
123-095 |
| Range |
0-082 |
0-075 |
-0-007 |
-8.5% |
0-200 |
| ATR |
0-088 |
0-088 |
0-000 |
0.0% |
0-000 |
| Volume |
471,543 |
481,152 |
9,609 |
2.0% |
2,312,995 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-270 |
123-232 |
123-086 |
|
| R3 |
123-195 |
123-157 |
123-066 |
|
| R2 |
123-120 |
123-120 |
123-059 |
|
| R1 |
123-082 |
123-082 |
123-052 |
123-064 |
| PP |
123-045 |
123-045 |
123-045 |
123-035 |
| S1 |
123-007 |
123-007 |
123-038 |
122-308 |
| S2 |
122-290 |
122-290 |
123-031 |
|
| S3 |
122-215 |
122-252 |
123-024 |
|
| S4 |
122-140 |
122-177 |
123-004 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-078 |
124-287 |
123-205 |
|
| R3 |
124-198 |
124-087 |
123-150 |
|
| R2 |
123-318 |
123-318 |
123-132 |
|
| R1 |
123-207 |
123-207 |
123-113 |
123-162 |
| PP |
123-118 |
123-118 |
123-118 |
123-096 |
| S1 |
123-007 |
123-007 |
123-077 |
122-282 |
| S2 |
122-238 |
122-238 |
123-058 |
|
| S3 |
122-038 |
122-127 |
123-040 |
|
| S4 |
121-158 |
121-247 |
122-305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-230 |
123-007 |
0-223 |
0.6% |
0-092 |
0.2% |
17% |
False |
True |
493,886 |
| 10 |
123-272 |
123-007 |
0-265 |
0.7% |
0-086 |
0.2% |
14% |
False |
True |
455,433 |
| 20 |
124-037 |
123-005 |
1-032 |
0.9% |
0-086 |
0.2% |
11% |
False |
False |
469,586 |
| 40 |
124-037 |
122-167 |
1-190 |
1.3% |
0-086 |
0.2% |
39% |
False |
False |
399,938 |
| 60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-092 |
0.2% |
47% |
False |
False |
409,816 |
| 80 |
124-037 |
121-030 |
3-007 |
2.5% |
0-084 |
0.2% |
68% |
False |
False |
308,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-081 |
|
2.618 |
123-278 |
|
1.618 |
123-203 |
|
1.000 |
123-157 |
|
0.618 |
123-128 |
|
HIGH |
123-082 |
|
0.618 |
123-053 |
|
0.500 |
123-044 |
|
0.382 |
123-036 |
|
LOW |
123-007 |
|
0.618 |
122-281 |
|
1.000 |
122-252 |
|
1.618 |
122-206 |
|
2.618 |
122-131 |
|
4.250 |
122-008 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-045 |
123-118 |
| PP |
123-045 |
123-094 |
| S1 |
123-044 |
123-070 |
|