ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 04-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
124-052 |
123-282 |
-0-090 |
-0.2% |
124-125 |
High |
124-075 |
123-300 |
-0-095 |
-0.2% |
124-147 |
Low |
123-280 |
123-222 |
-0-058 |
-0.1% |
123-222 |
Close |
123-302 |
123-285 |
-0-017 |
0.0% |
123-285 |
Range |
0-115 |
0-078 |
-0-037 |
-32.2% |
0-245 |
ATR |
0-071 |
0-072 |
0-001 |
0.9% |
0-000 |
Volume |
674,720 |
721,395 |
46,675 |
6.9% |
2,124,327 |
|
Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-183 |
124-152 |
124-008 |
|
R3 |
124-105 |
124-074 |
123-306 |
|
R2 |
124-027 |
124-027 |
123-299 |
|
R1 |
123-316 |
123-316 |
123-292 |
124-012 |
PP |
123-269 |
123-269 |
123-269 |
123-277 |
S1 |
123-238 |
123-238 |
123-278 |
123-254 |
S2 |
123-191 |
123-191 |
123-271 |
|
S3 |
123-113 |
123-160 |
123-264 |
|
S4 |
123-035 |
123-082 |
123-242 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-100 |
125-277 |
124-100 |
|
R3 |
125-175 |
125-032 |
124-032 |
|
R2 |
124-250 |
124-250 |
124-010 |
|
R1 |
124-107 |
124-107 |
123-307 |
124-056 |
PP |
124-005 |
124-005 |
124-005 |
123-299 |
S1 |
123-182 |
123-182 |
123-263 |
123-131 |
S2 |
123-080 |
123-080 |
123-240 |
|
S3 |
122-155 |
122-257 |
123-218 |
|
S4 |
121-230 |
122-012 |
123-150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-147 |
123-222 |
0-245 |
0.6% |
0-085 |
0.2% |
26% |
False |
True |
476,775 |
10 |
124-147 |
123-222 |
0-245 |
0.6% |
0-075 |
0.2% |
26% |
False |
True |
384,670 |
20 |
124-265 |
123-222 |
1-043 |
0.9% |
0-069 |
0.2% |
17% |
False |
True |
443,681 |
40 |
124-265 |
123-222 |
1-043 |
0.9% |
0-057 |
0.1% |
17% |
False |
True |
335,297 |
60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-049 |
0.1% |
29% |
False |
False |
223,629 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-037 |
0.1% |
29% |
False |
False |
167,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-312 |
2.618 |
124-184 |
1.618 |
124-106 |
1.000 |
124-058 |
0.618 |
124-028 |
HIGH |
123-300 |
0.618 |
123-270 |
0.500 |
123-261 |
0.382 |
123-252 |
LOW |
123-222 |
0.618 |
123-174 |
1.000 |
123-144 |
1.618 |
123-096 |
2.618 |
123-018 |
4.250 |
122-210 |
|
|
Fisher Pivots for day following 04-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
123-277 |
123-308 |
PP |
123-269 |
123-301 |
S1 |
123-261 |
123-293 |
|