ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 04-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-225 |
123-235 |
0-010 |
0.0% |
123-232 |
High |
124-015 |
124-010 |
-0-005 |
0.0% |
124-015 |
Low |
123-200 |
123-182 |
-0-018 |
0.0% |
123-162 |
Close |
123-245 |
123-295 |
0-050 |
0.1% |
123-245 |
Range |
0-135 |
0-148 |
0-013 |
9.6% |
0-173 |
ATR |
0-078 |
0-083 |
0-005 |
6.5% |
0-000 |
Volume |
1,124,339 |
692,185 |
-432,154 |
-38.4% |
4,323,132 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-073 |
125-012 |
124-056 |
|
R3 |
124-245 |
124-184 |
124-016 |
|
R2 |
124-097 |
124-097 |
124-002 |
|
R1 |
124-036 |
124-036 |
123-309 |
124-066 |
PP |
123-269 |
123-269 |
123-269 |
123-284 |
S1 |
123-208 |
123-208 |
123-281 |
123-238 |
S2 |
123-121 |
123-121 |
123-268 |
|
S3 |
122-293 |
123-060 |
123-254 |
|
S4 |
122-145 |
122-232 |
123-214 |
|
|
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 |
123-167 |
0-168 |
0.4% |
0-096 |
0.2% |
76% |
False |
False |
850,240 |
10 |
124-102 |
123-162 |
0-260 |
0.7% |
0-090 |
0.2% |
51% |
False |
False |
731,542 |
20 |
124-107 |
123-162 |
0-265 |
0.7% |
0-077 |
0.2% |
50% |
False |
False |
606,346 |
40 |
124-265 |
123-162 |
1-103 |
1.1% |
0-073 |
0.2% |
31% |
False |
False |
525,013 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-064 |
0.2% |
31% |
False |
False |
425,647 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-056 |
0.1% |
32% |
False |
False |
319,308 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-045 |
0.1% |
32% |
False |
False |
255,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-319 |
2.618 |
125-077 |
1.618 |
124-249 |
1.000 |
124-158 |
0.618 |
124-101 |
HIGH |
124-010 |
0.618 |
123-273 |
0.500 |
123-256 |
0.382 |
123-239 |
LOW |
123-182 |
0.618 |
123-091 |
1.000 |
123-034 |
1.618 |
122-263 |
2.618 |
122-115 |
4.250 |
121-193 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-282 |
123-283 |
PP |
123-269 |
123-271 |
S1 |
123-256 |
123-258 |
|