ECBOT 5 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
123-085 |
123-050 |
-0-035 |
-0.1% |
123-185 |
| High |
123-117 |
123-085 |
-0-032 |
-0.1% |
123-215 |
| Low |
123-032 |
122-315 |
-0-037 |
-0.1% |
123-032 |
| Close |
123-040 |
123-017 |
-0-023 |
-0.1% |
123-040 |
| Range |
0-085 |
0-090 |
0-005 |
5.9% |
0-183 |
| ATR |
0-089 |
0-089 |
0-000 |
0.1% |
0-000 |
| Volume |
425,781 |
400,862 |
-24,919 |
-5.9% |
1,676,699 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-302 |
123-250 |
123-066 |
|
| R3 |
123-212 |
123-160 |
123-042 |
|
| R2 |
123-122 |
123-122 |
123-034 |
|
| R1 |
123-070 |
123-070 |
123-025 |
123-051 |
| PP |
123-032 |
123-032 |
123-032 |
123-023 |
| S1 |
122-300 |
122-300 |
123-009 |
122-281 |
| S2 |
122-262 |
122-262 |
123-000 |
|
| S3 |
122-172 |
122-210 |
122-312 |
|
| S4 |
122-082 |
122-120 |
122-288 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-005 |
124-205 |
123-141 |
|
| R3 |
124-142 |
124-022 |
123-090 |
|
| R2 |
123-279 |
123-279 |
123-074 |
|
| R1 |
123-159 |
123-159 |
123-057 |
123-128 |
| PP |
123-096 |
123-096 |
123-096 |
123-080 |
| S1 |
122-296 |
122-296 |
123-023 |
122-264 |
| S2 |
122-233 |
122-233 |
123-006 |
|
| S3 |
122-050 |
122-113 |
122-310 |
|
| S4 |
121-187 |
121-250 |
122-259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-215 |
122-315 |
0-220 |
0.6% |
0-086 |
0.2% |
10% |
False |
True |
415,512 |
| 10 |
123-215 |
122-315 |
0-220 |
0.6% |
0-081 |
0.2% |
10% |
False |
True |
393,314 |
| 20 |
123-215 |
122-167 |
1-048 |
0.9% |
0-087 |
0.2% |
46% |
False |
False |
330,291 |
| 40 |
123-215 |
122-090 |
1-125 |
1.1% |
0-096 |
0.2% |
56% |
False |
False |
379,932 |
| 60 |
123-215 |
121-030 |
2-185 |
2.1% |
0-083 |
0.2% |
76% |
False |
False |
255,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-148 |
|
2.618 |
124-001 |
|
1.618 |
123-231 |
|
1.000 |
123-175 |
|
0.618 |
123-141 |
|
HIGH |
123-085 |
|
0.618 |
123-051 |
|
0.500 |
123-040 |
|
0.382 |
123-029 |
|
LOW |
122-315 |
|
0.618 |
122-259 |
|
1.000 |
122-225 |
|
1.618 |
122-169 |
|
2.618 |
122-079 |
|
4.250 |
121-252 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-040 |
123-086 |
| PP |
123-032 |
123-063 |
| S1 |
123-025 |
123-040 |
|