ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
123-157 |
123-130 |
-0-027 |
-0.1% |
123-080 |
| High |
123-160 |
123-132 |
-0-028 |
-0.1% |
123-190 |
| Low |
123-122 |
123-070 |
-0-052 |
-0.1% |
123-027 |
| Close |
123-125 |
123-085 |
-0-040 |
-0.1% |
123-157 |
| Range |
0-038 |
0-062 |
0-024 |
63.2% |
0-163 |
| ATR |
0-084 |
0-082 |
-0-002 |
-1.8% |
0-000 |
| Volume |
12,843 |
10,881 |
-1,962 |
-15.3% |
2,550,971 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-282 |
123-245 |
123-119 |
|
| R3 |
123-220 |
123-183 |
123-102 |
|
| R2 |
123-158 |
123-158 |
123-096 |
|
| R1 |
123-121 |
123-121 |
123-091 |
123-108 |
| PP |
123-096 |
123-096 |
123-096 |
123-089 |
| S1 |
123-059 |
123-059 |
123-079 |
123-046 |
| S2 |
123-034 |
123-034 |
123-074 |
|
| S3 |
122-292 |
122-317 |
123-068 |
|
| S4 |
122-230 |
122-255 |
123-051 |
|
|
| 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 |
123-180 |
123-070 |
0-110 |
0.3% |
0-072 |
0.2% |
14% |
False |
True |
28,224 |
| 10 |
123-190 |
123-027 |
0-163 |
0.4% |
0-076 |
0.2% |
36% |
False |
False |
320,003 |
| 20 |
123-230 |
123-007 |
0-223 |
0.6% |
0-082 |
0.2% |
35% |
False |
False |
414,028 |
| 40 |
124-037 |
122-315 |
1-042 |
0.9% |
0-083 |
0.2% |
25% |
False |
False |
432,182 |
| 60 |
124-037 |
122-167 |
1-190 |
1.3% |
0-085 |
0.2% |
47% |
False |
False |
388,211 |
| 80 |
124-037 |
122-090 |
1-267 |
1.5% |
0-087 |
0.2% |
54% |
False |
False |
365,295 |
| 100 |
124-037 |
121-030 |
3-007 |
2.5% |
0-077 |
0.2% |
72% |
False |
False |
292,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-076 |
|
2.618 |
123-294 |
|
1.618 |
123-232 |
|
1.000 |
123-194 |
|
0.618 |
123-170 |
|
HIGH |
123-132 |
|
0.618 |
123-108 |
|
0.500 |
123-101 |
|
0.382 |
123-094 |
|
LOW |
123-070 |
|
0.618 |
123-032 |
|
1.000 |
123-008 |
|
1.618 |
122-290 |
|
2.618 |
122-228 |
|
4.250 |
122-126 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-101 |
123-125 |
| PP |
123-096 |
123-112 |
| S1 |
123-090 |
123-098 |
|