ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
124-082 |
124-047 |
-0-035 |
-0.1% |
124-045 |
High |
124-102 |
124-050 |
-0-052 |
-0.1% |
124-102 |
Low |
124-020 |
123-230 |
-0-110 |
-0.3% |
123-230 |
Close |
124-060 |
123-240 |
-0-140 |
-0.4% |
123-240 |
Range |
0-082 |
0-140 |
0-058 |
70.7% |
0-192 |
ATR |
0-068 |
0-074 |
0-006 |
8.5% |
0-000 |
Volume |
574,962 |
846,779 |
271,817 |
47.3% |
2,300,104 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-060 |
124-290 |
123-317 |
|
R3 |
124-240 |
124-150 |
123-278 |
|
R2 |
124-100 |
124-100 |
123-266 |
|
R1 |
124-010 |
124-010 |
123-253 |
123-305 |
PP |
123-280 |
123-280 |
123-280 |
123-268 |
S1 |
123-190 |
123-190 |
123-227 |
123-165 |
S2 |
123-140 |
123-140 |
123-214 |
|
S3 |
123-000 |
123-050 |
123-202 |
|
S4 |
122-180 |
122-230 |
123-163 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-233 |
125-109 |
124-026 |
|
R3 |
125-041 |
124-237 |
123-293 |
|
R2 |
124-169 |
124-169 |
123-275 |
|
R1 |
124-045 |
124-045 |
123-258 |
124-011 |
PP |
123-297 |
123-297 |
123-297 |
123-280 |
S1 |
123-173 |
123-173 |
123-222 |
123-139 |
S2 |
123-105 |
123-105 |
123-205 |
|
S3 |
122-233 |
122-301 |
123-187 |
|
S4 |
122-041 |
122-109 |
123-134 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-102 |
123-230 |
0-192 |
0.5% |
0-084 |
0.2% |
5% |
False |
True |
535,292 |
10 |
124-107 |
123-230 |
0-197 |
0.5% |
0-075 |
0.2% |
5% |
False |
True |
518,514 |
20 |
124-147 |
123-222 |
0-245 |
0.6% |
0-075 |
0.2% |
7% |
False |
False |
493,684 |
40 |
124-265 |
123-222 |
1-043 |
0.9% |
0-066 |
0.2% |
5% |
False |
False |
480,568 |
60 |
124-265 |
123-210 |
1-055 |
0.9% |
0-060 |
0.2% |
8% |
False |
False |
342,131 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-049 |
0.1% |
19% |
False |
False |
256,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-005 |
2.618 |
125-097 |
1.618 |
124-277 |
1.000 |
124-190 |
0.618 |
124-137 |
HIGH |
124-050 |
0.618 |
123-317 |
0.500 |
123-300 |
0.382 |
123-283 |
LOW |
123-230 |
0.618 |
123-143 |
1.000 |
123-090 |
1.618 |
123-003 |
2.618 |
122-183 |
4.250 |
121-275 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
123-300 |
124-006 |
PP |
123-280 |
123-297 |
S1 |
123-260 |
123-269 |
|