ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
123-070 |
123-032 |
-0-038 |
-0.1% |
123-152 |
| High |
123-080 |
123-035 |
-0-045 |
-0.1% |
123-180 |
| Low |
123-030 |
122-235 |
-0-115 |
-0.3% |
123-025 |
| Close |
123-030 |
122-257 |
-0-093 |
-0.2% |
123-050 |
| Range |
0-050 |
0-120 |
0-070 |
140.0% |
0-155 |
| ATR |
0-078 |
0-081 |
0-003 |
3.8% |
0-000 |
| Volume |
8,306 |
9,717 |
1,411 |
17.0% |
86,958 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-002 |
123-250 |
123-003 |
|
| R3 |
123-202 |
123-130 |
122-290 |
|
| R2 |
123-082 |
123-082 |
122-279 |
|
| R1 |
123-010 |
123-010 |
122-268 |
122-306 |
| PP |
122-282 |
122-282 |
122-282 |
122-270 |
| S1 |
122-210 |
122-210 |
122-246 |
122-186 |
| S2 |
122-162 |
122-162 |
122-235 |
|
| S3 |
122-042 |
122-090 |
122-224 |
|
| S4 |
121-242 |
121-290 |
122-191 |
|
|
| 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 |
123-160 |
122-235 |
0-245 |
0.6% |
0-065 |
0.2% |
9% |
False |
True |
10,147 |
| 10 |
123-180 |
122-235 |
0-265 |
0.7% |
0-079 |
0.2% |
8% |
False |
True |
59,133 |
| 20 |
123-230 |
122-235 |
0-315 |
0.8% |
0-081 |
0.2% |
7% |
False |
True |
352,780 |
| 40 |
124-037 |
122-235 |
1-122 |
1.1% |
0-083 |
0.2% |
5% |
False |
True |
401,386 |
| 60 |
124-037 |
122-167 |
1-190 |
1.3% |
0-085 |
0.2% |
18% |
False |
False |
371,422 |
| 80 |
124-037 |
122-090 |
1-267 |
1.5% |
0-088 |
0.2% |
28% |
False |
False |
365,496 |
| 100 |
124-037 |
121-030 |
3-007 |
2.5% |
0-079 |
0.2% |
57% |
False |
False |
292,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-225 |
|
2.618 |
124-029 |
|
1.618 |
123-229 |
|
1.000 |
123-155 |
|
0.618 |
123-109 |
|
HIGH |
123-035 |
|
0.618 |
122-309 |
|
0.500 |
122-295 |
|
0.382 |
122-281 |
|
LOW |
122-235 |
|
0.618 |
122-161 |
|
1.000 |
122-115 |
|
1.618 |
122-041 |
|
2.618 |
121-241 |
|
4.250 |
121-045 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
122-295 |
122-318 |
| PP |
122-282 |
122-298 |
| S1 |
122-270 |
122-278 |
|