ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
123-210 |
123-197 |
-0-013 |
0.0% |
124-045 |
High |
123-237 |
123-247 |
0-010 |
0.0% |
124-102 |
Low |
123-182 |
123-167 |
-0-015 |
0.0% |
123-230 |
Close |
123-210 |
123-222 |
0-012 |
0.0% |
123-240 |
Range |
0-055 |
0-080 |
0-025 |
45.5% |
0-192 |
ATR |
0-074 |
0-074 |
0-000 |
0.6% |
0-000 |
Volume |
736,864 |
864,678 |
127,814 |
17.3% |
2,300,104 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-132 |
124-097 |
123-266 |
|
R3 |
124-052 |
124-017 |
123-244 |
|
R2 |
123-292 |
123-292 |
123-237 |
|
R1 |
123-257 |
123-257 |
123-229 |
123-274 |
PP |
123-212 |
123-212 |
123-212 |
123-221 |
S1 |
123-177 |
123-177 |
123-215 |
123-194 |
S2 |
123-132 |
123-132 |
123-207 |
|
S3 |
123-052 |
123-097 |
123-200 |
|
S4 |
122-292 |
123-017 |
123-178 |
|
|
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% |
0-088 |
0.2% |
23% |
False |
False |
757,480 |
10 |
124-107 |
123-162 |
0-265 |
0.7% |
0-080 |
0.2% |
23% |
False |
False |
610,950 |
20 |
124-107 |
123-162 |
0-265 |
0.7% |
0-072 |
0.2% |
23% |
False |
False |
567,376 |
40 |
124-265 |
123-162 |
1-103 |
1.1% |
0-068 |
0.2% |
14% |
False |
False |
488,031 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-060 |
0.2% |
14% |
False |
False |
381,548 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-052 |
0.1% |
15% |
False |
False |
286,187 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-042 |
0.1% |
15% |
False |
False |
228,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-267 |
2.618 |
124-136 |
1.618 |
124-056 |
1.000 |
124-007 |
0.618 |
123-296 |
HIGH |
123-247 |
0.618 |
123-216 |
0.500 |
123-207 |
0.382 |
123-198 |
LOW |
123-167 |
0.618 |
123-118 |
1.000 |
123-087 |
1.618 |
123-038 |
2.618 |
122-278 |
4.250 |
122-147 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
123-217 |
123-216 |
PP |
123-212 |
123-210 |
S1 |
123-207 |
123-204 |
|