ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
123-060 |
123-120 |
0-060 |
0.2% |
123-030 |
| High |
123-060 |
123-150 |
0-090 |
0.2% |
123-150 |
| Low |
123-050 |
123-120 |
0-070 |
0.2% |
123-010 |
| Close |
123-050 |
123-130 |
0-080 |
0.2% |
123-130 |
| Range |
0-010 |
0-030 |
0-020 |
200.0% |
0-140 |
| ATR |
|
|
|
|
|
| Volume |
3 |
1 |
-2 |
-66.7% |
66 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-223 |
123-207 |
123-146 |
|
| R3 |
123-193 |
123-177 |
123-138 |
|
| R2 |
123-163 |
123-163 |
123-136 |
|
| R1 |
123-147 |
123-147 |
123-133 |
123-155 |
| PP |
123-133 |
123-133 |
123-133 |
123-138 |
| S1 |
123-117 |
123-117 |
123-127 |
123-125 |
| S2 |
123-103 |
123-103 |
123-124 |
|
| S3 |
123-073 |
123-087 |
123-122 |
|
| S4 |
123-043 |
123-057 |
123-114 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-197 |
124-143 |
123-207 |
|
| R3 |
124-057 |
124-003 |
123-168 |
|
| R2 |
123-237 |
123-237 |
123-156 |
|
| R1 |
123-183 |
123-183 |
123-143 |
123-210 |
| PP |
123-097 |
123-097 |
123-097 |
123-110 |
| S1 |
123-043 |
123-043 |
123-117 |
123-070 |
| S2 |
122-277 |
122-277 |
123-104 |
|
| S3 |
122-137 |
122-223 |
123-092 |
|
| S4 |
121-317 |
122-083 |
123-053 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-278 |
|
2.618 |
123-229 |
|
1.618 |
123-199 |
|
1.000 |
123-180 |
|
0.618 |
123-169 |
|
HIGH |
123-150 |
|
0.618 |
123-139 |
|
0.500 |
123-135 |
|
0.382 |
123-131 |
|
LOW |
123-120 |
|
0.618 |
123-101 |
|
1.000 |
123-090 |
|
1.618 |
123-071 |
|
2.618 |
123-041 |
|
4.250 |
122-312 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-135 |
123-120 |
| PP |
123-133 |
123-110 |
| S1 |
123-132 |
123-100 |
|