ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 01-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-232 |
123-225 |
-0-007 |
0.0% |
123-232 |
High |
123-280 |
124-015 |
0-055 |
0.1% |
124-015 |
Low |
123-217 |
123-200 |
-0-017 |
0.0% |
123-162 |
Close |
123-235 |
123-245 |
0-010 |
0.0% |
123-245 |
Range |
0-063 |
0-135 |
0-072 |
114.3% |
0-173 |
ATR |
0-073 |
0-078 |
0-004 |
6.0% |
0-000 |
Volume |
833,134 |
1,124,339 |
291,205 |
35.0% |
4,323,132 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-025 |
124-270 |
123-319 |
|
R3 |
124-210 |
124-135 |
123-282 |
|
R2 |
124-075 |
124-075 |
123-270 |
|
R1 |
124-000 |
124-000 |
123-257 |
124-038 |
PP |
123-260 |
123-260 |
123-260 |
123-279 |
S1 |
123-185 |
123-185 |
123-233 |
123-222 |
S2 |
123-125 |
123-125 |
123-220 |
|
S3 |
122-310 |
123-050 |
123-208 |
|
S4 |
122-175 |
122-235 |
123-171 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-126 |
125-039 |
124-020 |
|
R3 |
124-273 |
124-186 |
123-293 |
|
R2 |
124-100 |
124-100 |
123-277 |
|
R1 |
124-013 |
124-013 |
123-261 |
124-056 |
PP |
123-247 |
123-247 |
123-247 |
123-269 |
S1 |
123-160 |
123-160 |
123-229 |
123-204 |
S2 |
123-074 |
123-074 |
123-213 |
|
S3 |
122-221 |
122-307 |
123-197 |
|
S4 |
122-048 |
122-134 |
123-150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-015 |
123-162 |
0-173 |
0.4% |
0-084 |
0.2% |
48% |
True |
False |
864,626 |
10 |
124-102 |
123-162 |
0-260 |
0.7% |
0-084 |
0.2% |
32% |
False |
False |
699,959 |
20 |
124-107 |
123-162 |
0-265 |
0.7% |
0-073 |
0.2% |
31% |
False |
False |
607,807 |
40 |
124-265 |
123-162 |
1-103 |
1.1% |
0-070 |
0.2% |
20% |
False |
False |
518,705 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-062 |
0.2% |
20% |
False |
False |
414,160 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-054 |
0.1% |
20% |
False |
False |
310,656 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-044 |
0.1% |
20% |
False |
False |
248,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-269 |
2.618 |
125-048 |
1.618 |
124-233 |
1.000 |
124-150 |
0.618 |
124-098 |
HIGH |
124-015 |
0.618 |
123-283 |
0.500 |
123-268 |
0.382 |
123-252 |
LOW |
123-200 |
0.618 |
123-117 |
1.000 |
123-065 |
1.618 |
122-302 |
2.618 |
122-167 |
4.250 |
121-266 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-268 |
123-251 |
PP |
123-260 |
123-249 |
S1 |
123-252 |
123-247 |
|