ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
123-232 |
123-210 |
-0-022 |
-0.1% |
124-045 |
High |
123-247 |
123-237 |
-0-010 |
0.0% |
124-102 |
Low |
123-162 |
123-182 |
0-020 |
0.1% |
123-230 |
Close |
123-197 |
123-210 |
0-013 |
0.0% |
123-240 |
Range |
0-085 |
0-055 |
-0-030 |
-35.3% |
0-192 |
ATR |
0-075 |
0-074 |
-0-001 |
-1.9% |
0-000 |
Volume |
764,117 |
736,864 |
-27,253 |
-3.6% |
2,300,104 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-055 |
124-027 |
123-240 |
|
R3 |
124-000 |
123-292 |
123-225 |
|
R2 |
123-265 |
123-265 |
123-220 |
|
R1 |
123-237 |
123-237 |
123-215 |
123-238 |
PP |
123-210 |
123-210 |
123-210 |
123-210 |
S1 |
123-182 |
123-182 |
123-205 |
123-182 |
S2 |
123-155 |
123-155 |
123-200 |
|
S3 |
123-100 |
123-127 |
123-195 |
|
S4 |
123-045 |
123-072 |
123-180 |
|
|
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% |
0-081 |
0.2% |
18% |
False |
False |
663,637 |
10 |
124-107 |
123-162 |
0-265 |
0.7% |
0-077 |
0.2% |
18% |
False |
False |
571,226 |
20 |
124-147 |
123-162 |
0-305 |
0.8% |
0-074 |
0.2% |
16% |
False |
False |
536,846 |
40 |
124-265 |
123-162 |
1-103 |
1.1% |
0-067 |
0.2% |
11% |
False |
False |
477,623 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-059 |
0.1% |
11% |
False |
False |
367,146 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-051 |
0.1% |
12% |
False |
False |
275,379 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-041 |
0.1% |
12% |
False |
False |
220,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-151 |
2.618 |
124-061 |
1.618 |
124-006 |
1.000 |
123-292 |
0.618 |
123-271 |
HIGH |
123-237 |
0.618 |
123-216 |
0.500 |
123-210 |
0.382 |
123-203 |
LOW |
123-182 |
0.618 |
123-148 |
1.000 |
123-127 |
1.618 |
123-093 |
2.618 |
123-038 |
4.250 |
122-268 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
123-210 |
123-266 |
PP |
123-210 |
123-247 |
S1 |
123-210 |
123-229 |
|