ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
123-065 |
123-087 |
0-022 |
0.1% |
123-047 |
| High |
123-125 |
123-102 |
-0-023 |
-0.1% |
123-085 |
| Low |
123-042 |
123-042 |
0-000 |
0.0% |
122-262 |
| Close |
123-097 |
123-077 |
-0-020 |
-0.1% |
123-067 |
| Range |
0-083 |
0-060 |
-0-023 |
-27.7% |
0-143 |
| ATR |
0-095 |
0-093 |
-0-003 |
-2.6% |
0-000 |
| Volume |
263,274 |
333,449 |
70,175 |
26.7% |
1,569,821 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-254 |
123-225 |
123-110 |
|
| R3 |
123-194 |
123-165 |
123-094 |
|
| R2 |
123-134 |
123-134 |
123-088 |
|
| R1 |
123-105 |
123-105 |
123-082 |
123-090 |
| PP |
123-074 |
123-074 |
123-074 |
123-066 |
| S1 |
123-045 |
123-045 |
123-072 |
123-030 |
| S2 |
123-014 |
123-014 |
123-066 |
|
| S3 |
122-274 |
122-305 |
123-060 |
|
| S4 |
122-214 |
122-245 |
123-044 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-140 |
124-087 |
123-146 |
|
| R3 |
123-317 |
123-264 |
123-106 |
|
| R2 |
123-174 |
123-174 |
123-093 |
|
| R1 |
123-121 |
123-121 |
123-080 |
123-148 |
| PP |
123-031 |
123-031 |
123-031 |
123-045 |
| S1 |
122-298 |
122-298 |
123-054 |
123-004 |
| S2 |
122-208 |
122-208 |
123-041 |
|
| S3 |
122-065 |
122-155 |
123-028 |
|
| S4 |
121-242 |
122-012 |
122-308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-125 |
122-262 |
0-183 |
0.5% |
0-086 |
0.2% |
74% |
False |
False |
371,462 |
| 10 |
123-125 |
122-167 |
0-278 |
0.7% |
0-086 |
0.2% |
83% |
False |
False |
283,314 |
| 20 |
123-127 |
122-167 |
0-280 |
0.7% |
0-088 |
0.2% |
82% |
False |
False |
300,267 |
| 40 |
123-127 |
122-090 |
1-037 |
0.9% |
0-091 |
0.2% |
86% |
False |
False |
298,407 |
| 60 |
123-127 |
121-030 |
2-097 |
1.9% |
0-072 |
0.2% |
93% |
False |
False |
199,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-037 |
|
2.618 |
123-259 |
|
1.618 |
123-199 |
|
1.000 |
123-162 |
|
0.618 |
123-139 |
|
HIGH |
123-102 |
|
0.618 |
123-079 |
|
0.500 |
123-072 |
|
0.382 |
123-065 |
|
LOW |
123-042 |
|
0.618 |
123-005 |
|
1.000 |
122-302 |
|
1.618 |
122-265 |
|
2.618 |
122-205 |
|
4.250 |
122-107 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-075 |
123-062 |
| PP |
123-074 |
123-048 |
| S1 |
123-072 |
123-034 |
|