ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
123-180 |
123-220 |
0-040 |
0.1% |
123-030 |
| High |
123-250 |
123-260 |
0-010 |
0.0% |
123-260 |
| Low |
123-180 |
123-220 |
0-040 |
0.1% |
122-240 |
| Close |
123-230 |
123-250 |
0-020 |
0.1% |
123-250 |
| Range |
0-070 |
0-040 |
-0-030 |
-42.9% |
1-020 |
| ATR |
0-071 |
0-069 |
-0-002 |
-3.1% |
0-000 |
| Volume |
871 |
122 |
-749 |
-86.0% |
1,384 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-043 |
124-027 |
123-272 |
|
| R3 |
124-003 |
123-307 |
123-261 |
|
| R2 |
123-283 |
123-283 |
123-257 |
|
| R1 |
123-267 |
123-267 |
123-254 |
123-275 |
| PP |
123-243 |
123-243 |
123-243 |
123-248 |
| S1 |
123-227 |
123-227 |
123-246 |
123-235 |
| S2 |
123-203 |
123-203 |
123-243 |
|
| S3 |
123-163 |
123-187 |
123-239 |
|
| S4 |
123-123 |
123-147 |
123-228 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-203 |
126-087 |
124-117 |
|
| R3 |
125-183 |
125-067 |
124-024 |
|
| R2 |
124-163 |
124-163 |
123-312 |
|
| R1 |
124-047 |
124-047 |
123-281 |
124-105 |
| PP |
123-143 |
123-143 |
123-143 |
123-172 |
| S1 |
123-027 |
123-027 |
123-219 |
123-085 |
| S2 |
122-123 |
122-123 |
123-188 |
|
| S3 |
121-103 |
122-007 |
123-156 |
|
| S4 |
120-083 |
120-307 |
123-063 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-110 |
|
2.618 |
124-045 |
|
1.618 |
124-005 |
|
1.000 |
123-300 |
|
0.618 |
123-285 |
|
HIGH |
123-260 |
|
0.618 |
123-245 |
|
0.500 |
123-240 |
|
0.382 |
123-235 |
|
LOW |
123-220 |
|
0.618 |
123-195 |
|
1.000 |
123-180 |
|
1.618 |
123-155 |
|
2.618 |
123-115 |
|
4.250 |
123-050 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-247 |
123-205 |
| PP |
123-243 |
123-160 |
| S1 |
123-240 |
123-115 |
|