ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 14-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-260 |
123-202 |
-0-058 |
-0.1% |
123-235 |
High |
123-270 |
123-282 |
0-012 |
0.0% |
124-025 |
Low |
123-192 |
123-195 |
0-003 |
0.0% |
123-182 |
Close |
123-210 |
123-277 |
0-067 |
0.2% |
124-000 |
Range |
0-078 |
0-087 |
0-009 |
11.5% |
0-163 |
ATR |
0-076 |
0-077 |
0-001 |
1.0% |
0-000 |
Volume |
640,235 |
743,748 |
103,513 |
16.2% |
2,959,635 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-192 |
124-162 |
124-005 |
|
R3 |
124-105 |
124-075 |
123-301 |
|
R2 |
124-018 |
124-018 |
123-293 |
|
R1 |
123-308 |
123-308 |
123-285 |
124-003 |
PP |
123-251 |
123-251 |
123-251 |
123-259 |
S1 |
123-221 |
123-221 |
123-269 |
123-236 |
S2 |
123-164 |
123-164 |
123-261 |
|
S3 |
123-077 |
123-134 |
123-253 |
|
S4 |
122-310 |
123-047 |
123-229 |
|
|
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% |
0-068 |
0.2% |
56% |
False |
False |
538,067 |
10 |
124-025 |
123-182 |
0-163 |
0.4% |
0-084 |
0.2% |
58% |
False |
False |
631,977 |
20 |
124-105 |
123-162 |
0-263 |
0.7% |
0-083 |
0.2% |
44% |
False |
False |
643,021 |
40 |
124-147 |
123-162 |
0-305 |
0.8% |
0-075 |
0.2% |
38% |
False |
False |
545,009 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-067 |
0.2% |
27% |
False |
False |
499,678 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-061 |
0.2% |
28% |
False |
False |
375,598 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-050 |
0.1% |
28% |
False |
False |
300,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-012 |
2.618 |
124-190 |
1.618 |
124-103 |
1.000 |
124-049 |
0.618 |
124-016 |
HIGH |
123-282 |
0.618 |
123-249 |
0.500 |
123-238 |
0.382 |
123-228 |
LOW |
123-195 |
0.618 |
123-141 |
1.000 |
123-108 |
1.618 |
123-054 |
2.618 |
122-287 |
4.250 |
122-145 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-264 |
123-268 |
PP |
123-251 |
123-258 |
S1 |
123-238 |
123-248 |
|