ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
124-020 |
124-050 |
0-030 |
0.1% |
123-290 |
High |
124-065 |
124-095 |
0-030 |
0.1% |
124-060 |
Low |
124-017 |
124-040 |
0-023 |
0.1% |
123-277 |
Close |
124-042 |
124-077 |
0-035 |
0.1% |
124-020 |
Range |
0-048 |
0-055 |
0-007 |
14.6% |
0-103 |
ATR |
0-067 |
0-066 |
-0-001 |
-1.3% |
0-000 |
Volume |
410,247 |
467,434 |
57,187 |
13.9% |
2,490,089 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-236 |
124-211 |
124-107 |
|
R3 |
124-181 |
124-156 |
124-092 |
|
R2 |
124-126 |
124-126 |
124-087 |
|
R1 |
124-101 |
124-101 |
124-082 |
124-114 |
PP |
124-071 |
124-071 |
124-071 |
124-077 |
S1 |
124-046 |
124-046 |
124-072 |
124-058 |
S2 |
124-016 |
124-016 |
124-067 |
|
S3 |
123-281 |
123-311 |
124-062 |
|
S4 |
123-226 |
123-256 |
124-047 |
|
|
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 |
124-095 |
123-285 |
0-130 |
0.3% |
0-059 |
0.1% |
86% |
True |
False |
515,844 |
10 |
124-095 |
123-222 |
0-193 |
0.5% |
0-066 |
0.2% |
91% |
True |
False |
523,802 |
20 |
124-147 |
123-222 |
0-245 |
0.6% |
0-068 |
0.2% |
71% |
False |
False |
449,440 |
40 |
124-265 |
123-222 |
1-043 |
0.9% |
0-060 |
0.2% |
48% |
False |
False |
418,391 |
60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-053 |
0.1% |
56% |
False |
False |
279,758 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-042 |
0.1% |
56% |
False |
False |
209,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-009 |
2.618 |
124-239 |
1.618 |
124-184 |
1.000 |
124-150 |
0.618 |
124-129 |
HIGH |
124-095 |
0.618 |
124-074 |
0.500 |
124-068 |
0.382 |
124-061 |
LOW |
124-040 |
0.618 |
124-006 |
1.000 |
123-305 |
1.618 |
123-271 |
2.618 |
123-216 |
4.250 |
123-126 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
124-074 |
124-061 |
PP |
124-071 |
124-046 |
S1 |
124-068 |
124-030 |
|