ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 08-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-307 |
123-312 |
0-005 |
0.0% |
123-235 |
High |
124-025 |
124-025 |
0-000 |
0.0% |
124-025 |
Low |
123-270 |
123-272 |
0-002 |
0.0% |
123-182 |
Close |
124-002 |
124-000 |
-0-002 |
0.0% |
124-000 |
Range |
0-075 |
0-073 |
-0-002 |
-2.7% |
0-163 |
ATR |
0-081 |
0-080 |
-0-001 |
-0.7% |
0-000 |
Volume |
649,928 |
454,542 |
-195,386 |
-30.1% |
2,959,635 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-211 |
124-179 |
124-040 |
|
R3 |
124-138 |
124-106 |
124-020 |
|
R2 |
124-065 |
124-065 |
124-013 |
|
R1 |
124-033 |
124-033 |
124-007 |
124-049 |
PP |
123-312 |
123-312 |
123-312 |
124-000 |
S1 |
123-280 |
123-280 |
123-313 |
123-296 |
S2 |
123-239 |
123-239 |
123-307 |
|
S3 |
123-166 |
123-207 |
123-300 |
|
S4 |
123-093 |
123-134 |
123-280 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-131 |
125-069 |
124-090 |
|
R3 |
124-288 |
124-226 |
124-045 |
|
R2 |
124-125 |
124-125 |
124-030 |
|
R1 |
124-063 |
124-063 |
124-015 |
124-094 |
PP |
123-282 |
123-282 |
123-282 |
123-298 |
S1 |
123-220 |
123-220 |
123-305 |
123-251 |
S2 |
123-119 |
123-119 |
123-290 |
|
S3 |
122-276 |
123-057 |
123-275 |
|
S4 |
122-113 |
122-214 |
123-230 |
|
|
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% |
0-087 |
0.2% |
85% |
True |
False |
591,927 |
10 |
124-025 |
123-162 |
0-183 |
0.5% |
0-085 |
0.2% |
86% |
True |
False |
728,276 |
20 |
124-107 |
123-162 |
0-265 |
0.7% |
0-080 |
0.2% |
60% |
False |
False |
623,395 |
40 |
124-220 |
123-162 |
1-058 |
1.0% |
0-075 |
0.2% |
42% |
False |
False |
545,662 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-065 |
0.2% |
37% |
False |
False |
463,144 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-059 |
0.1% |
38% |
False |
False |
347,651 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-048 |
0.1% |
38% |
False |
False |
278,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-015 |
2.618 |
124-216 |
1.618 |
124-143 |
1.000 |
124-098 |
0.618 |
124-070 |
HIGH |
124-025 |
0.618 |
123-317 |
0.500 |
123-308 |
0.382 |
123-300 |
LOW |
123-272 |
0.618 |
123-227 |
1.000 |
123-199 |
1.618 |
123-154 |
2.618 |
123-081 |
4.250 |
122-282 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-316 |
123-312 |
PP |
123-312 |
123-305 |
S1 |
123-308 |
123-298 |
|