ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
123-197 |
123-232 |
0-035 |
0.1% |
124-045 |
High |
123-247 |
123-280 |
0-033 |
0.1% |
124-102 |
Low |
123-167 |
123-217 |
0-050 |
0.1% |
123-230 |
Close |
123-222 |
123-235 |
0-013 |
0.0% |
123-240 |
Range |
0-080 |
0-063 |
-0-017 |
-21.3% |
0-192 |
ATR |
0-074 |
0-073 |
-0-001 |
-1.1% |
0-000 |
Volume |
864,678 |
833,134 |
-31,544 |
-3.6% |
2,300,104 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-113 |
124-077 |
123-270 |
|
R3 |
124-050 |
124-014 |
123-252 |
|
R2 |
123-307 |
123-307 |
123-247 |
|
R1 |
123-271 |
123-271 |
123-241 |
123-289 |
PP |
123-244 |
123-244 |
123-244 |
123-253 |
S1 |
123-208 |
123-208 |
123-229 |
123-226 |
S2 |
123-181 |
123-181 |
123-223 |
|
S3 |
123-118 |
123-145 |
123-218 |
|
S4 |
123-055 |
123-082 |
123-200 |
|
|
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 |
124-050 |
123-162 |
0-208 |
0.5% |
0-085 |
0.2% |
35% |
False |
False |
809,114 |
10 |
124-105 |
123-162 |
0-263 |
0.7% |
0-082 |
0.2% |
28% |
False |
False |
654,066 |
20 |
124-107 |
123-162 |
0-265 |
0.7% |
0-072 |
0.2% |
28% |
False |
False |
585,326 |
40 |
124-265 |
123-162 |
1-103 |
1.1% |
0-068 |
0.2% |
17% |
False |
False |
499,006 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-061 |
0.2% |
17% |
False |
False |
395,425 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-052 |
0.1% |
18% |
False |
False |
296,601 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-042 |
0.1% |
18% |
False |
False |
237,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-228 |
2.618 |
124-125 |
1.618 |
124-062 |
1.000 |
124-023 |
0.618 |
123-319 |
HIGH |
123-280 |
0.618 |
123-256 |
0.500 |
123-248 |
0.382 |
123-241 |
LOW |
123-217 |
0.618 |
123-178 |
1.000 |
123-154 |
1.618 |
123-115 |
2.618 |
123-052 |
4.250 |
122-269 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
123-248 |
123-231 |
PP |
123-244 |
123-227 |
S1 |
123-240 |
123-224 |
|