ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 03-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
124-020 |
124-052 |
0-032 |
0.1% |
124-045 |
High |
124-075 |
124-075 |
0-000 |
0.0% |
124-145 |
Low |
124-007 |
123-280 |
-0-047 |
-0.1% |
124-030 |
Close |
124-060 |
123-302 |
-0-078 |
-0.2% |
124-127 |
Range |
0-068 |
0-115 |
0-047 |
69.1% |
0-115 |
ATR |
0-068 |
0-071 |
0-003 |
4.9% |
0-000 |
Volume |
474,143 |
674,720 |
200,577 |
42.3% |
827,061 |
|
Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-031 |
124-281 |
124-045 |
|
R3 |
124-236 |
124-166 |
124-014 |
|
R2 |
124-121 |
124-121 |
124-003 |
|
R1 |
124-051 |
124-051 |
123-313 |
124-028 |
PP |
124-006 |
124-006 |
124-006 |
123-314 |
S1 |
123-256 |
123-256 |
123-291 |
123-234 |
S2 |
123-211 |
123-211 |
123-281 |
|
S3 |
123-096 |
123-141 |
123-270 |
|
S4 |
122-301 |
123-026 |
123-239 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-126 |
125-081 |
124-190 |
|
R3 |
125-011 |
124-286 |
124-159 |
|
R2 |
124-216 |
124-216 |
124-148 |
|
R1 |
124-171 |
124-171 |
124-138 |
124-194 |
PP |
124-101 |
124-101 |
124-101 |
124-112 |
S1 |
124-056 |
124-056 |
124-116 |
124-078 |
S2 |
123-306 |
123-306 |
124-106 |
|
S3 |
123-191 |
123-261 |
124-095 |
|
S4 |
123-076 |
123-146 |
124-064 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-147 |
123-280 |
0-187 |
0.5% |
0-089 |
0.2% |
12% |
False |
True |
408,134 |
10 |
124-147 |
123-280 |
0-187 |
0.5% |
0-074 |
0.2% |
12% |
False |
True |
374,432 |
20 |
124-265 |
123-280 |
0-305 |
0.8% |
0-068 |
0.2% |
7% |
False |
True |
429,603 |
40 |
124-265 |
123-280 |
0-305 |
0.8% |
0-056 |
0.1% |
7% |
False |
True |
317,336 |
60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-047 |
0.1% |
33% |
False |
False |
211,605 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-036 |
0.1% |
33% |
False |
False |
158,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-244 |
2.618 |
125-056 |
1.618 |
124-261 |
1.000 |
124-190 |
0.618 |
124-146 |
HIGH |
124-075 |
0.618 |
124-031 |
0.500 |
124-018 |
0.382 |
124-004 |
LOW |
123-280 |
0.618 |
123-209 |
1.000 |
123-165 |
1.618 |
123-094 |
2.618 |
122-299 |
4.250 |
122-111 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
124-018 |
124-054 |
PP |
124-006 |
124-030 |
S1 |
123-314 |
124-006 |
|