ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 15-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-202 |
123-277 |
0-075 |
0.2% |
123-317 |
High |
123-282 |
123-300 |
0-018 |
0.0% |
124-005 |
Low |
123-195 |
123-227 |
0-032 |
0.1% |
123-192 |
Close |
123-277 |
123-262 |
-0-015 |
0.0% |
123-262 |
Range |
0-087 |
0-073 |
-0-014 |
-16.1% |
0-133 |
ATR |
0-077 |
0-077 |
0-000 |
-0.4% |
0-000 |
Volume |
743,748 |
515,447 |
-228,301 |
-30.7% |
2,751,243 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-162 |
124-125 |
123-302 |
|
R3 |
124-089 |
124-052 |
123-282 |
|
R2 |
124-016 |
124-016 |
123-275 |
|
R1 |
123-299 |
123-299 |
123-269 |
123-281 |
PP |
123-263 |
123-263 |
123-263 |
123-254 |
S1 |
123-226 |
123-226 |
123-255 |
123-208 |
S2 |
123-190 |
123-190 |
123-249 |
|
S3 |
123-117 |
123-153 |
123-242 |
|
S4 |
123-044 |
123-080 |
123-222 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-019 |
124-273 |
124-015 |
|
R3 |
124-206 |
124-140 |
123-299 |
|
R2 |
124-073 |
124-073 |
123-286 |
|
R1 |
124-007 |
124-007 |
123-274 |
123-294 |
PP |
123-260 |
123-260 |
123-260 |
123-243 |
S1 |
123-194 |
123-194 |
123-250 |
123-160 |
S2 |
123-127 |
123-127 |
123-238 |
|
S3 |
122-314 |
123-061 |
123-225 |
|
S4 |
122-181 |
122-248 |
123-189 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-005 |
123-192 |
0-133 |
0.3% |
0-068 |
0.2% |
53% |
False |
False |
550,248 |
10 |
124-025 |
123-182 |
0-163 |
0.4% |
0-078 |
0.2% |
49% |
False |
False |
571,087 |
20 |
124-102 |
123-162 |
0-260 |
0.7% |
0-081 |
0.2% |
38% |
False |
False |
635,523 |
40 |
124-147 |
123-162 |
0-305 |
0.8% |
0-074 |
0.2% |
33% |
False |
False |
540,283 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-068 |
0.2% |
24% |
False |
False |
507,467 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-061 |
0.2% |
24% |
False |
False |
382,040 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-051 |
0.1% |
24% |
False |
False |
305,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-290 |
2.618 |
124-171 |
1.618 |
124-098 |
1.000 |
124-053 |
0.618 |
124-025 |
HIGH |
123-300 |
0.618 |
123-272 |
0.500 |
123-264 |
0.382 |
123-255 |
LOW |
123-227 |
0.618 |
123-182 |
1.000 |
123-154 |
1.618 |
123-109 |
2.618 |
123-036 |
4.250 |
122-237 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-264 |
123-257 |
PP |
123-263 |
123-251 |
S1 |
123-262 |
123-246 |
|