ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
123-085 |
123-080 |
-0-005 |
0.0% |
123-082 |
| High |
123-112 |
123-170 |
0-058 |
0.1% |
123-120 |
| Low |
123-065 |
123-067 |
0-002 |
0.0% |
123-007 |
| Close |
123-075 |
123-157 |
0-082 |
0.2% |
123-075 |
| Range |
0-047 |
0-103 |
0-056 |
119.1% |
0-113 |
| ATR |
0-085 |
0-086 |
0-001 |
1.5% |
0-000 |
| Volume |
571,100 |
1,094,979 |
523,879 |
91.7% |
2,411,383 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-120 |
124-082 |
123-214 |
|
| R3 |
124-017 |
123-299 |
123-185 |
|
| R2 |
123-234 |
123-234 |
123-176 |
|
| R1 |
123-196 |
123-196 |
123-166 |
123-215 |
| PP |
123-131 |
123-131 |
123-131 |
123-141 |
| S1 |
123-093 |
123-093 |
123-148 |
123-112 |
| S2 |
123-028 |
123-028 |
123-138 |
|
| S3 |
122-245 |
122-310 |
123-129 |
|
| S4 |
122-142 |
122-207 |
123-100 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-086 |
124-034 |
123-137 |
|
| R3 |
123-293 |
123-241 |
123-106 |
|
| R2 |
123-180 |
123-180 |
123-096 |
|
| R1 |
123-128 |
123-128 |
123-085 |
123-098 |
| PP |
123-067 |
123-067 |
123-067 |
123-052 |
| S1 |
123-015 |
123-015 |
123-065 |
122-304 |
| S2 |
122-274 |
122-274 |
123-054 |
|
| S3 |
122-161 |
122-222 |
123-044 |
|
| S4 |
122-048 |
122-109 |
123-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-170 |
123-007 |
0-163 |
0.4% |
0-079 |
0.2% |
92% |
True |
False |
701,272 |
| 10 |
123-230 |
123-007 |
0-223 |
0.6% |
0-085 |
0.2% |
67% |
False |
False |
581,935 |
| 20 |
124-037 |
123-007 |
1-030 |
0.9% |
0-080 |
0.2% |
43% |
False |
False |
507,979 |
| 40 |
124-037 |
122-262 |
1-095 |
1.1% |
0-085 |
0.2% |
52% |
False |
False |
457,442 |
| 60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-091 |
0.2% |
66% |
False |
False |
432,503 |
| 80 |
124-037 |
122-090 |
1-267 |
1.5% |
0-085 |
0.2% |
66% |
False |
False |
346,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-288 |
|
2.618 |
124-120 |
|
1.618 |
124-017 |
|
1.000 |
123-273 |
|
0.618 |
123-234 |
|
HIGH |
123-170 |
|
0.618 |
123-131 |
|
0.500 |
123-118 |
|
0.382 |
123-106 |
|
LOW |
123-067 |
|
0.618 |
123-003 |
|
1.000 |
122-284 |
|
1.618 |
122-220 |
|
2.618 |
122-117 |
|
4.250 |
121-269 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-144 |
123-142 |
| PP |
123-131 |
123-127 |
| S1 |
123-118 |
123-112 |
|