ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
122-140 |
122-210 |
0-070 |
0.2% |
122-032 |
| High |
122-217 |
122-250 |
0-033 |
0.1% |
122-250 |
| Low |
122-125 |
122-115 |
-0-010 |
0.0% |
121-292 |
| Close |
122-212 |
122-172 |
-0-040 |
-0.1% |
122-172 |
| Range |
0-092 |
0-135 |
0-043 |
46.7% |
0-278 |
| ATR |
0-112 |
0-113 |
0-002 |
1.5% |
0-000 |
| Volume |
478,244 |
518,263 |
40,019 |
8.4% |
2,334,984 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-264 |
123-193 |
122-246 |
|
| R3 |
123-129 |
123-058 |
122-209 |
|
| R2 |
122-314 |
122-314 |
122-197 |
|
| R1 |
122-243 |
122-243 |
122-184 |
122-211 |
| PP |
122-179 |
122-179 |
122-179 |
122-163 |
| S1 |
122-108 |
122-108 |
122-160 |
122-076 |
| S2 |
122-044 |
122-044 |
122-147 |
|
| S3 |
121-229 |
121-293 |
122-135 |
|
| S4 |
121-094 |
121-158 |
122-098 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-005 |
124-207 |
123-005 |
|
| R3 |
124-047 |
123-249 |
122-248 |
|
| R2 |
123-089 |
123-089 |
122-223 |
|
| R1 |
122-291 |
122-291 |
122-197 |
123-030 |
| PP |
122-131 |
122-131 |
122-131 |
122-161 |
| S1 |
122-013 |
122-013 |
122-147 |
122-072 |
| S2 |
121-173 |
121-173 |
122-121 |
|
| S3 |
120-215 |
121-055 |
122-096 |
|
| S4 |
119-257 |
120-097 |
122-019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-250 |
121-292 |
0-278 |
0.7% |
0-110 |
0.3% |
72% |
True |
False |
466,996 |
| 10 |
122-250 |
121-135 |
1-115 |
1.1% |
0-123 |
0.3% |
82% |
True |
False |
493,997 |
| 20 |
123-157 |
121-135 |
2-022 |
1.7% |
0-122 |
0.3% |
54% |
False |
False |
505,104 |
| 40 |
124-000 |
121-135 |
2-185 |
2.1% |
0-100 |
0.3% |
43% |
False |
False |
347,656 |
| 60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-079 |
0.2% |
43% |
False |
False |
231,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-184 |
|
2.618 |
123-283 |
|
1.618 |
123-148 |
|
1.000 |
123-065 |
|
0.618 |
123-013 |
|
HIGH |
122-250 |
|
0.618 |
122-198 |
|
0.500 |
122-182 |
|
0.382 |
122-167 |
|
LOW |
122-115 |
|
0.618 |
122-032 |
|
1.000 |
121-300 |
|
1.618 |
121-217 |
|
2.618 |
121-082 |
|
4.250 |
120-181 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
122-182 |
122-182 |
| PP |
122-179 |
122-179 |
| S1 |
122-176 |
122-176 |
|