ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
123-110 |
123-085 |
-0-025 |
-0.1% |
123-080 |
| High |
123-110 |
123-177 |
0-067 |
0.2% |
123-190 |
| Low |
123-027 |
123-075 |
0-048 |
0.1% |
123-027 |
| Close |
123-070 |
123-157 |
0-087 |
0.2% |
123-157 |
| Range |
0-083 |
0-102 |
0-019 |
22.9% |
0-163 |
| ATR |
0-086 |
0-087 |
0-002 |
1.8% |
0-000 |
| Volume |
158,616 |
63,155 |
-95,461 |
-60.2% |
2,550,971 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-122 |
124-082 |
123-213 |
|
| R3 |
124-020 |
123-300 |
123-185 |
|
| R2 |
123-238 |
123-238 |
123-176 |
|
| R1 |
123-198 |
123-198 |
123-166 |
123-218 |
| PP |
123-136 |
123-136 |
123-136 |
123-146 |
| S1 |
123-096 |
123-096 |
123-148 |
123-116 |
| S2 |
123-034 |
123-034 |
123-138 |
|
| S3 |
122-252 |
122-314 |
123-129 |
|
| S4 |
122-150 |
122-212 |
123-101 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-294 |
124-228 |
123-247 |
|
| R3 |
124-131 |
124-065 |
123-202 |
|
| R2 |
123-288 |
123-288 |
123-187 |
|
| R1 |
123-222 |
123-222 |
123-172 |
123-255 |
| PP |
123-125 |
123-125 |
123-125 |
123-141 |
| S1 |
123-059 |
123-059 |
123-142 |
123-092 |
| S2 |
122-282 |
122-282 |
123-127 |
|
| S3 |
122-119 |
122-216 |
123-112 |
|
| S4 |
121-276 |
122-053 |
123-067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-190 |
123-027 |
0-163 |
0.4% |
0-092 |
0.2% |
80% |
False |
False |
510,194 |
| 10 |
123-190 |
123-007 |
0-183 |
0.5% |
0-083 |
0.2% |
82% |
False |
False |
543,389 |
| 20 |
124-037 |
123-007 |
1-030 |
0.9% |
0-086 |
0.2% |
43% |
False |
False |
495,761 |
| 40 |
124-037 |
122-262 |
1-095 |
1.1% |
0-086 |
0.2% |
52% |
False |
False |
467,732 |
| 60 |
124-037 |
122-167 |
1-190 |
1.3% |
0-088 |
0.2% |
61% |
False |
False |
414,159 |
| 80 |
124-037 |
122-090 |
1-267 |
1.5% |
0-086 |
0.2% |
66% |
False |
False |
364,468 |
| 100 |
124-037 |
120-290 |
3-067 |
2.6% |
0-074 |
0.2% |
81% |
False |
False |
291,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-290 |
|
2.618 |
124-124 |
|
1.618 |
124-022 |
|
1.000 |
123-279 |
|
0.618 |
123-240 |
|
HIGH |
123-177 |
|
0.618 |
123-138 |
|
0.500 |
123-126 |
|
0.382 |
123-114 |
|
LOW |
123-075 |
|
0.618 |
123-012 |
|
1.000 |
122-293 |
|
1.618 |
122-230 |
|
2.618 |
122-128 |
|
4.250 |
121-282 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-147 |
123-139 |
| PP |
123-136 |
123-120 |
| S1 |
123-126 |
123-102 |
|