ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
122-157 |
122-140 |
-0-017 |
0.0% |
121-310 |
| High |
122-197 |
122-217 |
0-020 |
0.1% |
122-080 |
| Low |
122-117 |
122-125 |
0-008 |
0.0% |
121-135 |
| Close |
122-145 |
122-212 |
0-067 |
0.2% |
122-040 |
| Range |
0-080 |
0-092 |
0-012 |
15.0% |
0-265 |
| ATR |
0-113 |
0-112 |
-0-002 |
-1.3% |
0-000 |
| Volume |
500,400 |
478,244 |
-22,156 |
-4.4% |
2,604,986 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-141 |
123-108 |
122-263 |
|
| R3 |
123-049 |
123-016 |
122-237 |
|
| R2 |
122-277 |
122-277 |
122-229 |
|
| R1 |
122-244 |
122-244 |
122-220 |
122-260 |
| PP |
122-185 |
122-185 |
122-185 |
122-193 |
| S1 |
122-152 |
122-152 |
122-204 |
122-168 |
| S2 |
122-093 |
122-093 |
122-195 |
|
| S3 |
122-001 |
122-060 |
122-187 |
|
| S4 |
121-229 |
121-288 |
122-161 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-133 |
124-032 |
122-186 |
|
| R3 |
123-188 |
123-087 |
122-113 |
|
| R2 |
122-243 |
122-243 |
122-089 |
|
| R1 |
122-142 |
122-142 |
122-064 |
122-192 |
| PP |
121-298 |
121-298 |
121-298 |
122-004 |
| S1 |
121-197 |
121-197 |
122-016 |
121-248 |
| S2 |
121-033 |
121-033 |
121-311 |
|
| S3 |
120-088 |
120-252 |
121-287 |
|
| S4 |
119-143 |
119-307 |
121-214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-217 |
121-285 |
0-252 |
0.6% |
0-106 |
0.3% |
98% |
True |
False |
438,112 |
| 10 |
122-217 |
121-135 |
1-082 |
1.0% |
0-122 |
0.3% |
99% |
True |
False |
497,792 |
| 20 |
123-157 |
121-135 |
2-022 |
1.7% |
0-121 |
0.3% |
60% |
False |
False |
501,634 |
| 40 |
124-000 |
121-135 |
2-185 |
2.1% |
0-097 |
0.2% |
48% |
False |
False |
334,708 |
| 60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-078 |
0.2% |
48% |
False |
False |
223,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-288 |
|
2.618 |
123-138 |
|
1.618 |
123-046 |
|
1.000 |
122-309 |
|
0.618 |
122-274 |
|
HIGH |
122-217 |
|
0.618 |
122-182 |
|
0.500 |
122-171 |
|
0.382 |
122-160 |
|
LOW |
122-125 |
|
0.618 |
122-068 |
|
1.000 |
122-033 |
|
1.618 |
121-296 |
|
2.618 |
121-204 |
|
4.250 |
121-054 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
122-198 |
122-184 |
| PP |
122-185 |
122-156 |
| S1 |
122-171 |
122-128 |
|