ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
123-295 |
124-005 |
0-030 |
0.1% |
124-125 |
High |
124-020 |
124-060 |
0-040 |
0.1% |
124-147 |
Low |
123-282 |
123-310 |
0-028 |
0.1% |
123-222 |
Close |
124-010 |
124-052 |
0-042 |
0.1% |
123-285 |
Range |
0-058 |
0-070 |
0-012 |
20.7% |
0-245 |
ATR |
0-069 |
0-069 |
0-000 |
0.1% |
0-000 |
Volume |
427,773 |
566,506 |
138,733 |
32.4% |
2,124,327 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-244 |
124-218 |
124-090 |
|
R3 |
124-174 |
124-148 |
124-071 |
|
R2 |
124-104 |
124-104 |
124-065 |
|
R1 |
124-078 |
124-078 |
124-058 |
124-091 |
PP |
124-034 |
124-034 |
124-034 |
124-040 |
S1 |
124-008 |
124-008 |
124-046 |
124-021 |
S2 |
123-284 |
123-284 |
124-039 |
|
S3 |
123-214 |
123-258 |
124-033 |
|
S4 |
123-144 |
123-188 |
124-014 |
|
|
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% |
0-073 |
0.2% |
87% |
False |
False |
550,233 |
10 |
124-147 |
123-222 |
0-245 |
0.6% |
0-074 |
0.2% |
61% |
False |
False |
422,593 |
20 |
124-235 |
123-222 |
1-013 |
0.8% |
0-070 |
0.2% |
45% |
False |
False |
457,053 |
40 |
124-265 |
123-222 |
1-043 |
0.9% |
0-057 |
0.1% |
41% |
False |
False |
369,006 |
60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-051 |
0.1% |
50% |
False |
False |
246,212 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-039 |
0.1% |
50% |
False |
False |
184,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-038 |
2.618 |
124-243 |
1.618 |
124-173 |
1.000 |
124-130 |
0.618 |
124-103 |
HIGH |
124-060 |
0.618 |
124-033 |
0.500 |
124-025 |
0.382 |
124-017 |
LOW |
123-310 |
0.618 |
123-267 |
1.000 |
123-240 |
1.618 |
123-197 |
2.618 |
123-127 |
4.250 |
123-012 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
124-043 |
124-038 |
PP |
124-034 |
124-023 |
S1 |
124-025 |
124-008 |
|