ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
123-282 |
123-290 |
0-008 |
0.0% |
124-125 |
High |
123-300 |
124-000 |
0-020 |
0.1% |
124-147 |
Low |
123-222 |
123-277 |
0-055 |
0.1% |
123-222 |
Close |
123-285 |
123-290 |
0-005 |
0.0% |
123-285 |
Range |
0-078 |
0-043 |
-0-035 |
-44.9% |
0-245 |
ATR |
0-072 |
0-070 |
-0-002 |
-2.9% |
0-000 |
Volume |
721,395 |
360,774 |
-360,621 |
-50.0% |
2,124,327 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-105 |
124-080 |
123-314 |
|
R3 |
124-062 |
124-037 |
123-302 |
|
R2 |
124-019 |
124-019 |
123-298 |
|
R1 |
123-314 |
123-314 |
123-294 |
123-312 |
PP |
123-296 |
123-296 |
123-296 |
123-294 |
S1 |
123-271 |
123-271 |
123-286 |
123-268 |
S2 |
123-253 |
123-253 |
123-282 |
|
S3 |
123-210 |
123-228 |
123-278 |
|
S4 |
123-167 |
123-185 |
123-266 |
|
|
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% |
0-082 |
0.2% |
28% |
False |
False |
497,020 |
10 |
124-147 |
123-222 |
0-245 |
0.6% |
0-074 |
0.2% |
28% |
False |
False |
372,442 |
20 |
124-265 |
123-222 |
1-043 |
0.9% |
0-069 |
0.2% |
19% |
False |
False |
444,197 |
40 |
124-265 |
123-222 |
1-043 |
0.9% |
0-056 |
0.1% |
19% |
False |
False |
344,312 |
60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-049 |
0.1% |
31% |
False |
False |
229,641 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-037 |
0.1% |
31% |
False |
False |
172,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-183 |
2.618 |
124-113 |
1.618 |
124-070 |
1.000 |
124-043 |
0.618 |
124-027 |
HIGH |
124-000 |
0.618 |
123-304 |
0.500 |
123-298 |
0.382 |
123-293 |
LOW |
123-277 |
0.618 |
123-250 |
1.000 |
123-234 |
1.618 |
123-207 |
2.618 |
123-164 |
4.250 |
123-094 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
123-298 |
123-308 |
PP |
123-296 |
123-302 |
S1 |
123-293 |
123-296 |
|