ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-317 |
123-290 |
-0-027 |
-0.1% |
123-235 |
High |
124-005 |
123-305 |
-0-020 |
-0.1% |
124-025 |
Low |
123-277 |
123-250 |
-0-027 |
-0.1% |
123-182 |
Close |
123-302 |
123-260 |
-0-042 |
-0.1% |
124-000 |
Range |
0-048 |
0-055 |
0-007 |
14.6% |
0-163 |
ATR |
0-078 |
0-076 |
-0-002 |
-2.1% |
0-000 |
Volume |
342,741 |
509,072 |
166,331 |
48.5% |
2,959,635 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-117 |
124-083 |
123-290 |
|
R3 |
124-062 |
124-028 |
123-275 |
|
R2 |
124-007 |
124-007 |
123-270 |
|
R1 |
123-293 |
123-293 |
123-265 |
123-282 |
PP |
123-272 |
123-272 |
123-272 |
123-266 |
S1 |
123-238 |
123-238 |
123-255 |
123-228 |
S2 |
123-217 |
123-217 |
123-250 |
|
S3 |
123-162 |
123-183 |
123-245 |
|
S4 |
123-107 |
123-128 |
123-230 |
|
|
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 |
123-250 |
0-095 |
0.2% |
0-063 |
0.2% |
11% |
False |
True |
515,615 |
10 |
124-025 |
123-167 |
0-178 |
0.4% |
0-082 |
0.2% |
52% |
False |
False |
663,359 |
20 |
124-107 |
123-162 |
0-265 |
0.7% |
0-079 |
0.2% |
37% |
False |
False |
617,293 |
40 |
124-147 |
123-162 |
0-305 |
0.8% |
0-074 |
0.2% |
32% |
False |
False |
533,426 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-066 |
0.2% |
23% |
False |
False |
476,981 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-060 |
0.2% |
24% |
False |
False |
358,298 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-049 |
0.1% |
24% |
False |
False |
286,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-219 |
2.618 |
124-129 |
1.618 |
124-074 |
1.000 |
124-040 |
0.618 |
124-019 |
HIGH |
123-305 |
0.618 |
123-284 |
0.500 |
123-278 |
0.382 |
123-271 |
LOW |
123-250 |
0.618 |
123-216 |
1.000 |
123-195 |
1.618 |
123-161 |
2.618 |
123-106 |
4.250 |
123-016 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-278 |
123-298 |
PP |
123-272 |
123-285 |
S1 |
123-266 |
123-272 |
|