ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
124-047 |
123-232 |
-0-135 |
-0.3% |
124-045 |
High |
124-050 |
123-247 |
-0-123 |
-0.3% |
124-102 |
Low |
123-230 |
123-162 |
-0-068 |
-0.2% |
123-230 |
Close |
123-240 |
123-197 |
-0-043 |
-0.1% |
123-240 |
Range |
0-140 |
0-085 |
-0-055 |
-39.3% |
0-192 |
ATR |
0-074 |
0-075 |
0-001 |
1.0% |
0-000 |
Volume |
846,779 |
764,117 |
-82,662 |
-9.8% |
2,300,104 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-137 |
124-092 |
123-244 |
|
R3 |
124-052 |
124-007 |
123-220 |
|
R2 |
123-287 |
123-287 |
123-213 |
|
R1 |
123-242 |
123-242 |
123-205 |
123-222 |
PP |
123-202 |
123-202 |
123-202 |
123-192 |
S1 |
123-157 |
123-157 |
123-189 |
123-137 |
S2 |
123-117 |
123-117 |
123-181 |
|
S3 |
123-032 |
123-072 |
123-174 |
|
S4 |
122-267 |
122-307 |
123-150 |
|
|
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 |
123-162 |
0-260 |
0.7% |
0-084 |
0.2% |
13% |
False |
True |
612,844 |
10 |
124-107 |
123-162 |
0-265 |
0.7% |
0-076 |
0.2% |
13% |
False |
True |
538,564 |
20 |
124-147 |
123-162 |
0-305 |
0.8% |
0-074 |
0.2% |
11% |
False |
True |
512,980 |
40 |
124-265 |
123-162 |
1-103 |
1.1% |
0-067 |
0.2% |
8% |
False |
True |
473,658 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-060 |
0.2% |
8% |
False |
True |
354,865 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-050 |
0.1% |
9% |
False |
False |
266,169 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-040 |
0.1% |
9% |
False |
False |
212,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-288 |
2.618 |
124-150 |
1.618 |
124-065 |
1.000 |
124-012 |
0.618 |
123-300 |
HIGH |
123-247 |
0.618 |
123-215 |
0.500 |
123-204 |
0.382 |
123-194 |
LOW |
123-162 |
0.618 |
123-109 |
1.000 |
123-077 |
1.618 |
123-024 |
2.618 |
122-259 |
4.250 |
122-121 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
123-204 |
123-292 |
PP |
123-202 |
123-260 |
S1 |
123-200 |
123-229 |
|