ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 07-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-262 |
123-307 |
0-045 |
0.1% |
123-232 |
High |
123-315 |
124-025 |
0-030 |
0.1% |
124-015 |
Low |
123-250 |
123-270 |
0-020 |
0.1% |
123-162 |
Close |
123-305 |
124-002 |
0-017 |
0.0% |
123-245 |
Range |
0-065 |
0-075 |
0-010 |
15.4% |
0-173 |
ATR |
0-081 |
0-081 |
0-000 |
-0.5% |
0-000 |
Volume |
621,793 |
649,928 |
28,135 |
4.5% |
4,323,132 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-217 |
124-185 |
124-043 |
|
R3 |
124-142 |
124-110 |
124-023 |
|
R2 |
124-067 |
124-067 |
124-016 |
|
R1 |
124-035 |
124-035 |
124-009 |
124-051 |
PP |
123-312 |
123-312 |
123-312 |
124-000 |
S1 |
123-280 |
123-280 |
123-315 |
123-296 |
S2 |
123-237 |
123-237 |
123-308 |
|
S3 |
123-162 |
123-205 |
123-301 |
|
S4 |
123-087 |
123-130 |
123-281 |
|
|
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 |
124-025 |
123-182 |
0-163 |
0.4% |
0-099 |
0.2% |
86% |
True |
False |
725,886 |
10 |
124-050 |
123-162 |
0-208 |
0.5% |
0-092 |
0.2% |
77% |
False |
False |
767,500 |
20 |
124-107 |
123-162 |
0-265 |
0.7% |
0-079 |
0.2% |
60% |
False |
False |
629,239 |
40 |
124-235 |
123-162 |
1-073 |
1.0% |
0-074 |
0.2% |
41% |
False |
False |
543,146 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-065 |
0.2% |
38% |
False |
False |
455,751 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-058 |
0.1% |
38% |
False |
False |
341,969 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-047 |
0.1% |
38% |
False |
False |
273,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-024 |
2.618 |
124-221 |
1.618 |
124-146 |
1.000 |
124-100 |
0.618 |
124-071 |
HIGH |
124-025 |
0.618 |
123-316 |
0.500 |
123-308 |
0.382 |
123-299 |
LOW |
123-270 |
0.618 |
123-224 |
1.000 |
123-195 |
1.618 |
123-149 |
2.618 |
123-074 |
4.250 |
122-271 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-317 |
123-312 |
PP |
123-312 |
123-301 |
S1 |
123-308 |
123-291 |
|