ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-235 |
123-305 |
0-070 |
0.2% |
123-232 |
High |
124-010 |
123-310 |
-0-020 |
-0.1% |
124-015 |
Low |
123-182 |
123-237 |
0-055 |
0.1% |
123-162 |
Close |
123-295 |
123-247 |
-0-048 |
-0.1% |
123-245 |
Range |
0-148 |
0-073 |
-0-075 |
-50.7% |
0-173 |
ATR |
0-083 |
0-082 |
-0-001 |
-0.8% |
0-000 |
Volume |
692,185 |
541,187 |
-150,998 |
-21.8% |
4,323,132 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-164 |
124-118 |
123-287 |
|
R3 |
124-091 |
124-045 |
123-267 |
|
R2 |
124-018 |
124-018 |
123-260 |
|
R1 |
123-292 |
123-292 |
123-254 |
123-278 |
PP |
123-265 |
123-265 |
123-265 |
123-258 |
S1 |
123-219 |
123-219 |
123-240 |
123-206 |
S2 |
123-192 |
123-192 |
123-234 |
|
S3 |
123-119 |
123-146 |
123-227 |
|
S4 |
123-046 |
123-073 |
123-207 |
|
|
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% |
0-100 |
0.3% |
48% |
False |
False |
811,104 |
10 |
124-102 |
123-162 |
0-260 |
0.7% |
0-091 |
0.2% |
33% |
False |
False |
737,371 |
20 |
124-107 |
123-162 |
0-265 |
0.7% |
0-078 |
0.2% |
32% |
False |
False |
615,367 |
40 |
124-265 |
123-162 |
1-103 |
1.1% |
0-074 |
0.2% |
20% |
False |
False |
529,782 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-064 |
0.2% |
20% |
False |
False |
434,664 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-056 |
0.1% |
20% |
False |
False |
326,073 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-046 |
0.1% |
20% |
False |
False |
260,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-300 |
2.618 |
124-181 |
1.618 |
124-108 |
1.000 |
124-063 |
0.618 |
124-035 |
HIGH |
123-310 |
0.618 |
123-282 |
0.500 |
123-274 |
0.382 |
123-265 |
LOW |
123-237 |
0.618 |
123-192 |
1.000 |
123-164 |
1.618 |
123-119 |
2.618 |
123-046 |
4.250 |
122-247 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-274 |
123-258 |
PP |
123-265 |
123-255 |
S1 |
123-256 |
123-251 |
|