ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
124-050 |
124-072 |
0-022 |
0.1% |
123-290 |
| High |
124-095 |
124-107 |
0-012 |
0.0% |
124-060 |
| Low |
124-040 |
124-067 |
0-027 |
0.1% |
123-277 |
| Close |
124-077 |
124-085 |
0-008 |
0.0% |
124-020 |
| Range |
0-055 |
0-040 |
-0-015 |
-27.3% |
0-103 |
| ATR |
0-066 |
0-064 |
-0-002 |
-2.8% |
0-000 |
| Volume |
467,434 |
401,980 |
-65,454 |
-14.0% |
2,490,089 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-206 |
124-186 |
124-107 |
|
| R3 |
124-166 |
124-146 |
124-096 |
|
| R2 |
124-126 |
124-126 |
124-092 |
|
| R1 |
124-106 |
124-106 |
124-089 |
124-116 |
| PP |
124-086 |
124-086 |
124-086 |
124-092 |
| S1 |
124-066 |
124-066 |
124-081 |
124-076 |
| S2 |
124-046 |
124-046 |
124-078 |
|
| S3 |
124-006 |
124-026 |
124-074 |
|
| S4 |
123-286 |
123-306 |
124-063 |
|
|
| 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 |
124-107 |
123-285 |
0-142 |
0.4% |
0-053 |
0.1% |
85% |
True |
False |
482,939 |
| 10 |
124-107 |
123-222 |
0-205 |
0.5% |
0-063 |
0.2% |
89% |
True |
False |
516,586 |
| 20 |
124-147 |
123-222 |
0-245 |
0.6% |
0-066 |
0.2% |
75% |
False |
False |
446,997 |
| 40 |
124-265 |
123-222 |
1-043 |
0.9% |
0-060 |
0.1% |
50% |
False |
False |
428,006 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-053 |
0.1% |
58% |
False |
False |
286,457 |
| 80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-042 |
0.1% |
58% |
False |
False |
214,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-277 |
|
2.618 |
124-212 |
|
1.618 |
124-172 |
|
1.000 |
124-147 |
|
0.618 |
124-132 |
|
HIGH |
124-107 |
|
0.618 |
124-092 |
|
0.500 |
124-087 |
|
0.382 |
124-082 |
|
LOW |
124-067 |
|
0.618 |
124-042 |
|
1.000 |
124-027 |
|
1.618 |
124-002 |
|
2.618 |
123-282 |
|
4.250 |
123-217 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-087 |
124-077 |
| PP |
124-086 |
124-070 |
| S1 |
124-086 |
124-062 |
|