ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
124-060 |
124-082 |
0-022 |
0.1% |
124-020 |
High |
124-100 |
124-102 |
0-002 |
0.0% |
124-107 |
Low |
124-055 |
124-020 |
-0-035 |
-0.1% |
123-295 |
Close |
124-070 |
124-060 |
-0-010 |
0.0% |
124-050 |
Range |
0-045 |
0-082 |
0-037 |
82.2% |
0-132 |
ATR |
0-067 |
0-068 |
0-001 |
1.5% |
0-000 |
Volume |
395,465 |
574,962 |
179,497 |
45.4% |
2,321,424 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-307 |
124-265 |
124-105 |
|
R3 |
124-225 |
124-183 |
124-083 |
|
R2 |
124-143 |
124-143 |
124-075 |
|
R1 |
124-101 |
124-101 |
124-068 |
124-081 |
PP |
124-061 |
124-061 |
124-061 |
124-050 |
S1 |
124-019 |
124-019 |
124-052 |
123-319 |
S2 |
123-299 |
123-299 |
124-045 |
|
S3 |
123-217 |
123-257 |
124-037 |
|
S4 |
123-135 |
123-175 |
124-015 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-120 |
125-057 |
124-123 |
|
R3 |
124-308 |
124-245 |
124-086 |
|
R2 |
124-176 |
124-176 |
124-074 |
|
R1 |
124-113 |
124-113 |
124-062 |
124-144 |
PP |
124-044 |
124-044 |
124-044 |
124-060 |
S1 |
123-301 |
123-301 |
124-038 |
124-012 |
S2 |
123-232 |
123-232 |
124-026 |
|
S3 |
123-100 |
123-169 |
124-014 |
|
S4 |
122-288 |
123-037 |
123-297 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-105 |
123-295 |
0-130 |
0.3% |
0-079 |
0.2% |
65% |
False |
False |
499,017 |
10 |
124-107 |
123-285 |
0-142 |
0.4% |
0-066 |
0.2% |
67% |
False |
False |
490,978 |
20 |
124-147 |
123-222 |
0-245 |
0.6% |
0-070 |
0.2% |
64% |
False |
False |
456,785 |
40 |
124-265 |
123-222 |
1-043 |
0.9% |
0-064 |
0.2% |
44% |
False |
False |
475,266 |
60 |
124-265 |
123-210 |
1-055 |
0.9% |
0-058 |
0.1% |
45% |
False |
False |
328,022 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-047 |
0.1% |
52% |
False |
False |
246,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-130 |
2.618 |
124-317 |
1.618 |
124-235 |
1.000 |
124-184 |
0.618 |
124-153 |
HIGH |
124-102 |
0.618 |
124-071 |
0.500 |
124-061 |
0.382 |
124-051 |
LOW |
124-020 |
0.618 |
123-289 |
1.000 |
123-258 |
1.618 |
123-207 |
2.618 |
123-125 |
4.250 |
122-312 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
124-061 |
124-059 |
PP |
124-061 |
124-058 |
S1 |
124-060 |
124-057 |
|