ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
124-040 |
124-000 |
-0-040 |
-0.1% |
123-290 |
High |
124-042 |
124-035 |
-0-007 |
0.0% |
124-060 |
Low |
123-312 |
123-285 |
-0-027 |
-0.1% |
123-277 |
Close |
124-005 |
124-020 |
0-015 |
0.0% |
124-020 |
Range |
0-050 |
0-070 |
0-020 |
40.0% |
0-103 |
ATR |
0-069 |
0-069 |
0-000 |
0.2% |
0-000 |
Volume |
571,423 |
563,613 |
-7,810 |
-1.4% |
2,490,089 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-217 |
124-188 |
124-058 |
|
R3 |
124-147 |
124-118 |
124-039 |
|
R2 |
124-077 |
124-077 |
124-033 |
|
R1 |
124-048 |
124-048 |
124-026 |
124-062 |
PP |
124-007 |
124-007 |
124-007 |
124-014 |
S1 |
123-298 |
123-298 |
124-014 |
123-312 |
S2 |
123-257 |
123-257 |
124-007 |
|
S3 |
123-187 |
123-228 |
124-001 |
|
S4 |
123-117 |
123-158 |
123-302 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-001 |
124-274 |
124-077 |
|
R3 |
124-218 |
124-171 |
124-048 |
|
R2 |
124-115 |
124-115 |
124-039 |
|
R1 |
124-068 |
124-068 |
124-029 |
124-092 |
PP |
124-012 |
124-012 |
124-012 |
124-024 |
S1 |
123-285 |
123-285 |
124-011 |
123-308 |
S2 |
123-229 |
123-229 |
124-001 |
|
S3 |
123-126 |
123-182 |
123-312 |
|
S4 |
123-023 |
123-079 |
123-283 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-060 |
123-277 |
0-103 |
0.3% |
0-058 |
0.1% |
61% |
False |
False |
498,017 |
10 |
124-147 |
123-222 |
0-245 |
0.6% |
0-072 |
0.2% |
48% |
False |
False |
487,396 |
20 |
124-207 |
123-222 |
0-305 |
0.8% |
0-071 |
0.2% |
39% |
False |
False |
465,028 |
40 |
124-265 |
123-222 |
1-043 |
0.9% |
0-059 |
0.1% |
33% |
False |
False |
397,106 |
60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-052 |
0.1% |
42% |
False |
False |
265,130 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-040 |
0.1% |
42% |
False |
False |
198,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-012 |
2.618 |
124-218 |
1.618 |
124-148 |
1.000 |
124-105 |
0.618 |
124-078 |
HIGH |
124-035 |
0.618 |
124-008 |
0.500 |
124-000 |
0.382 |
123-312 |
LOW |
123-285 |
0.618 |
123-242 |
1.000 |
123-215 |
1.618 |
123-172 |
2.618 |
123-102 |
4.250 |
122-308 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
124-013 |
124-018 |
PP |
124-007 |
124-015 |
S1 |
124-000 |
124-012 |
|