ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 11-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-312 |
123-317 |
0-005 |
0.0% |
123-235 |
High |
124-025 |
124-005 |
-0-020 |
-0.1% |
124-025 |
Low |
123-272 |
123-277 |
0-005 |
0.0% |
123-182 |
Close |
124-000 |
123-302 |
-0-018 |
0.0% |
124-000 |
Range |
0-073 |
0-048 |
-0-025 |
-34.2% |
0-163 |
ATR |
0-080 |
0-078 |
-0-002 |
-2.9% |
0-000 |
Volume |
454,542 |
342,741 |
-111,801 |
-24.6% |
2,959,635 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-125 |
124-102 |
124-008 |
|
R3 |
124-077 |
124-054 |
123-315 |
|
R2 |
124-029 |
124-029 |
123-311 |
|
R1 |
124-006 |
124-006 |
123-306 |
123-314 |
PP |
123-301 |
123-301 |
123-301 |
123-295 |
S1 |
123-278 |
123-278 |
123-298 |
123-266 |
S2 |
123-253 |
123-253 |
123-293 |
|
S3 |
123-205 |
123-230 |
123-289 |
|
S4 |
123-157 |
123-182 |
123-276 |
|
|
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 |
123-237 |
0-108 |
0.3% |
0-067 |
0.2% |
60% |
False |
False |
522,038 |
10 |
124-025 |
123-167 |
0-178 |
0.4% |
0-082 |
0.2% |
76% |
False |
False |
686,139 |
20 |
124-107 |
123-162 |
0-265 |
0.7% |
0-079 |
0.2% |
53% |
False |
False |
612,351 |
40 |
124-207 |
123-162 |
1-045 |
0.9% |
0-075 |
0.2% |
38% |
False |
False |
538,690 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-066 |
0.2% |
33% |
False |
False |
468,854 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-059 |
0.1% |
33% |
False |
False |
351,935 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-048 |
0.1% |
33% |
False |
False |
281,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-209 |
2.618 |
124-131 |
1.618 |
124-083 |
1.000 |
124-053 |
0.618 |
124-035 |
HIGH |
124-005 |
0.618 |
123-307 |
0.500 |
123-301 |
0.382 |
123-295 |
LOW |
123-277 |
0.618 |
123-247 |
1.000 |
123-229 |
1.618 |
123-199 |
2.618 |
123-151 |
4.250 |
123-073 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-302 |
123-308 |
PP |
123-301 |
123-306 |
S1 |
123-301 |
123-304 |
|