ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
122-290 |
122-300 |
0-010 |
0.0% |
123-090 |
| High |
122-290 |
123-200 |
0-230 |
0.6% |
123-150 |
| Low |
122-280 |
122-290 |
0-010 |
0.0% |
122-300 |
| Close |
122-280 |
123-140 |
0-180 |
0.5% |
122-300 |
| Range |
0-010 |
0-230 |
0-220 |
2,200.0% |
0-170 |
| ATR |
0-055 |
0-069 |
0-013 |
23.9% |
0-000 |
| Volume |
141 |
219 |
78 |
55.3% |
816 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-153 |
125-057 |
123-266 |
|
| R3 |
124-243 |
124-147 |
123-203 |
|
| R2 |
124-013 |
124-013 |
123-182 |
|
| R1 |
123-237 |
123-237 |
123-161 |
123-285 |
| PP |
123-103 |
123-103 |
123-103 |
123-128 |
| S1 |
123-007 |
123-007 |
123-119 |
123-055 |
| S2 |
122-193 |
122-193 |
123-098 |
|
| S3 |
121-283 |
122-097 |
123-077 |
|
| S4 |
121-053 |
121-187 |
123-014 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-227 |
124-113 |
123-074 |
|
| R3 |
124-057 |
123-263 |
123-027 |
|
| R2 |
123-207 |
123-207 |
123-011 |
|
| R1 |
123-093 |
123-093 |
122-316 |
123-065 |
| PP |
123-037 |
123-037 |
123-037 |
123-022 |
| S1 |
122-243 |
122-243 |
122-284 |
122-215 |
| S2 |
122-187 |
122-187 |
122-269 |
|
| S3 |
122-017 |
122-073 |
122-253 |
|
| S4 |
121-167 |
121-223 |
122-206 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-218 |
|
2.618 |
125-162 |
|
1.618 |
124-252 |
|
1.000 |
124-110 |
|
0.618 |
124-022 |
|
HIGH |
123-200 |
|
0.618 |
123-112 |
|
0.500 |
123-085 |
|
0.382 |
123-058 |
|
LOW |
122-290 |
|
0.618 |
122-148 |
|
1.000 |
122-060 |
|
1.618 |
121-238 |
|
2.618 |
121-008 |
|
4.250 |
119-272 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-122 |
123-113 |
| PP |
123-103 |
123-087 |
| S1 |
123-085 |
123-060 |
|