ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
123-077 |
123-070 |
-0-007 |
0.0% |
123-152 |
| High |
123-082 |
123-080 |
-0-002 |
0.0% |
123-180 |
| Low |
123-025 |
123-030 |
0-005 |
0.0% |
123-025 |
| Close |
123-050 |
123-030 |
-0-020 |
-0.1% |
123-050 |
| Range |
0-057 |
0-050 |
-0-007 |
-12.3% |
0-155 |
| ATR |
0-081 |
0-078 |
-0-002 |
-2.7% |
0-000 |
| Volume |
8,992 |
8,306 |
-686 |
-7.6% |
86,958 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-197 |
123-163 |
123-058 |
|
| R3 |
123-147 |
123-113 |
123-044 |
|
| R2 |
123-097 |
123-097 |
123-039 |
|
| R1 |
123-063 |
123-063 |
123-035 |
123-055 |
| PP |
123-047 |
123-047 |
123-047 |
123-042 |
| S1 |
123-013 |
123-013 |
123-025 |
123-005 |
| S2 |
122-317 |
122-317 |
123-021 |
|
| S3 |
122-267 |
122-283 |
123-016 |
|
| S4 |
122-217 |
122-233 |
123-002 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-230 |
124-135 |
123-135 |
|
| R3 |
124-075 |
123-300 |
123-093 |
|
| R2 |
123-240 |
123-240 |
123-078 |
|
| R1 |
123-145 |
123-145 |
123-064 |
123-115 |
| PP |
123-085 |
123-085 |
123-085 |
123-070 |
| S1 |
122-310 |
122-310 |
123-036 |
122-280 |
| S2 |
122-250 |
122-250 |
123-022 |
|
| S3 |
122-095 |
122-155 |
123-007 |
|
| S4 |
121-260 |
122-000 |
122-285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-180 |
123-025 |
0-155 |
0.4% |
0-059 |
0.1% |
3% |
False |
False |
12,865 |
| 10 |
123-190 |
123-025 |
0-165 |
0.4% |
0-072 |
0.2% |
3% |
False |
False |
155,125 |
| 20 |
123-230 |
123-007 |
0-223 |
0.6% |
0-078 |
0.2% |
10% |
False |
False |
368,530 |
| 40 |
124-037 |
122-315 |
1-042 |
0.9% |
0-083 |
0.2% |
10% |
False |
False |
412,297 |
| 60 |
124-037 |
122-167 |
1-190 |
1.3% |
0-083 |
0.2% |
36% |
False |
False |
378,075 |
| 80 |
124-037 |
122-090 |
1-267 |
1.5% |
0-087 |
0.2% |
44% |
False |
False |
365,428 |
| 100 |
124-037 |
121-030 |
3-007 |
2.5% |
0-078 |
0.2% |
66% |
False |
False |
292,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-292 |
|
2.618 |
123-211 |
|
1.618 |
123-161 |
|
1.000 |
123-130 |
|
0.618 |
123-111 |
|
HIGH |
123-080 |
|
0.618 |
123-061 |
|
0.500 |
123-055 |
|
0.382 |
123-049 |
|
LOW |
123-030 |
|
0.618 |
122-319 |
|
1.000 |
122-300 |
|
1.618 |
122-269 |
|
2.618 |
122-219 |
|
4.250 |
122-138 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-055 |
123-078 |
| PP |
123-047 |
123-062 |
| S1 |
123-038 |
123-046 |
|