ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 06-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-305 |
123-262 |
-0-043 |
-0.1% |
123-232 |
High |
123-310 |
123-315 |
0-005 |
0.0% |
124-015 |
Low |
123-237 |
123-250 |
0-013 |
0.0% |
123-162 |
Close |
123-247 |
123-305 |
0-058 |
0.1% |
123-245 |
Range |
0-073 |
0-065 |
-0-008 |
-11.0% |
0-173 |
ATR |
0-082 |
0-081 |
-0-001 |
-1.2% |
0-000 |
Volume |
541,187 |
621,793 |
80,606 |
14.9% |
4,323,132 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-165 |
124-140 |
124-021 |
|
R3 |
124-100 |
124-075 |
124-003 |
|
R2 |
124-035 |
124-035 |
123-317 |
|
R1 |
124-010 |
124-010 |
123-311 |
124-022 |
PP |
123-290 |
123-290 |
123-290 |
123-296 |
S1 |
123-265 |
123-265 |
123-299 |
123-278 |
S2 |
123-225 |
123-225 |
123-293 |
|
S3 |
123-160 |
123-200 |
123-287 |
|
S4 |
123-095 |
123-135 |
123-269 |
|
|
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 |
123-182 |
0-153 |
0.4% |
0-097 |
0.2% |
80% |
False |
False |
762,527 |
10 |
124-102 |
123-162 |
0-260 |
0.7% |
0-093 |
0.2% |
55% |
False |
False |
760,003 |
20 |
124-107 |
123-162 |
0-265 |
0.7% |
0-079 |
0.2% |
54% |
False |
False |
625,068 |
40 |
124-257 |
123-162 |
1-095 |
1.0% |
0-074 |
0.2% |
34% |
False |
False |
532,968 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-064 |
0.2% |
34% |
False |
False |
444,950 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-057 |
0.1% |
34% |
False |
False |
333,845 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-046 |
0.1% |
34% |
False |
False |
267,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-271 |
2.618 |
124-165 |
1.618 |
124-100 |
1.000 |
124-060 |
0.618 |
124-035 |
HIGH |
123-315 |
0.618 |
123-290 |
0.500 |
123-282 |
0.382 |
123-275 |
LOW |
123-250 |
0.618 |
123-210 |
1.000 |
123-185 |
1.618 |
123-145 |
2.618 |
123-080 |
4.250 |
122-294 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-298 |
123-289 |
PP |
123-290 |
123-272 |
S1 |
123-282 |
123-256 |
|