ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 13-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-290 |
123-260 |
-0-030 |
-0.1% |
123-235 |
High |
123-305 |
123-270 |
-0-035 |
-0.1% |
124-025 |
Low |
123-250 |
123-192 |
-0-058 |
-0.1% |
123-182 |
Close |
123-260 |
123-210 |
-0-050 |
-0.1% |
124-000 |
Range |
0-055 |
0-078 |
0-023 |
41.8% |
0-163 |
ATR |
0-076 |
0-076 |
0-000 |
0.2% |
0-000 |
Volume |
509,072 |
640,235 |
131,163 |
25.8% |
2,959,635 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-138 |
124-092 |
123-253 |
|
R3 |
124-060 |
124-014 |
123-231 |
|
R2 |
123-302 |
123-302 |
123-224 |
|
R1 |
123-256 |
123-256 |
123-217 |
123-240 |
PP |
123-224 |
123-224 |
123-224 |
123-216 |
S1 |
123-178 |
123-178 |
123-203 |
123-162 |
S2 |
123-146 |
123-146 |
123-196 |
|
S3 |
123-068 |
123-100 |
123-189 |
|
S4 |
122-310 |
123-022 |
123-167 |
|
|
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 |
123-192 |
0-153 |
0.4% |
0-066 |
0.2% |
12% |
False |
True |
519,303 |
10 |
124-025 |
123-182 |
0-163 |
0.4% |
0-081 |
0.2% |
17% |
False |
False |
640,915 |
20 |
124-107 |
123-162 |
0-265 |
0.7% |
0-080 |
0.2% |
18% |
False |
False |
625,933 |
40 |
124-147 |
123-162 |
0-305 |
0.8% |
0-074 |
0.2% |
16% |
False |
False |
537,686 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-067 |
0.2% |
11% |
False |
False |
487,571 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-060 |
0.2% |
12% |
False |
False |
366,301 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-049 |
0.1% |
12% |
False |
False |
293,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-282 |
2.618 |
124-154 |
1.618 |
124-076 |
1.000 |
124-028 |
0.618 |
123-318 |
HIGH |
123-270 |
0.618 |
123-240 |
0.500 |
123-231 |
0.382 |
123-222 |
LOW |
123-192 |
0.618 |
123-144 |
1.000 |
123-114 |
1.618 |
123-066 |
2.618 |
122-308 |
4.250 |
122-180 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-231 |
123-258 |
PP |
123-224 |
123-242 |
S1 |
123-217 |
123-226 |
|