ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
123-290 |
123-295 |
0-005 |
0.0% |
124-125 |
High |
124-000 |
124-020 |
0-020 |
0.1% |
124-147 |
Low |
123-277 |
123-282 |
0-005 |
0.0% |
123-222 |
Close |
123-290 |
124-010 |
0-040 |
0.1% |
123-285 |
Range |
0-043 |
0-058 |
0-015 |
34.9% |
0-245 |
ATR |
0-070 |
0-069 |
-0-001 |
-1.2% |
0-000 |
Volume |
360,774 |
427,773 |
66,999 |
18.6% |
2,124,327 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-171 |
124-149 |
124-042 |
|
R3 |
124-113 |
124-091 |
124-026 |
|
R2 |
124-055 |
124-055 |
124-021 |
|
R1 |
124-033 |
124-033 |
124-015 |
124-044 |
PP |
123-317 |
123-317 |
123-317 |
124-003 |
S1 |
123-295 |
123-295 |
124-005 |
123-306 |
S2 |
123-259 |
123-259 |
123-319 |
|
S3 |
123-201 |
123-237 |
123-314 |
|
S4 |
123-143 |
123-179 |
123-298 |
|
|
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 |
124-075 |
123-222 |
0-173 |
0.4% |
0-072 |
0.2% |
62% |
False |
False |
531,761 |
10 |
124-147 |
123-222 |
0-245 |
0.6% |
0-071 |
0.2% |
44% |
False |
False |
373,993 |
20 |
124-257 |
123-222 |
1-035 |
0.9% |
0-069 |
0.2% |
30% |
False |
False |
440,868 |
40 |
124-265 |
123-222 |
1-043 |
0.9% |
0-056 |
0.1% |
30% |
False |
False |
354,891 |
60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-050 |
0.1% |
40% |
False |
False |
236,771 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-038 |
0.1% |
40% |
False |
False |
177,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-266 |
2.618 |
124-172 |
1.618 |
124-114 |
1.000 |
124-078 |
0.618 |
124-056 |
HIGH |
124-020 |
0.618 |
123-318 |
0.500 |
123-311 |
0.382 |
123-304 |
LOW |
123-282 |
0.618 |
123-246 |
1.000 |
123-224 |
1.618 |
123-188 |
2.618 |
123-130 |
4.250 |
123-036 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
124-004 |
123-314 |
PP |
123-317 |
123-297 |
S1 |
123-311 |
123-281 |
|