ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-277 |
123-257 |
-0-020 |
-0.1% |
123-317 |
High |
123-300 |
123-285 |
-0-015 |
0.0% |
124-005 |
Low |
123-227 |
123-232 |
0-005 |
0.0% |
123-192 |
Close |
123-262 |
123-240 |
-0-022 |
-0.1% |
123-262 |
Range |
0-073 |
0-053 |
-0-020 |
-27.4% |
0-133 |
ATR |
0-077 |
0-075 |
-0-002 |
-2.2% |
0-000 |
Volume |
515,447 |
460,263 |
-55,184 |
-10.7% |
2,751,243 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-091 |
124-059 |
123-269 |
|
R3 |
124-038 |
124-006 |
123-255 |
|
R2 |
123-305 |
123-305 |
123-250 |
|
R1 |
123-273 |
123-273 |
123-245 |
123-262 |
PP |
123-252 |
123-252 |
123-252 |
123-247 |
S1 |
123-220 |
123-220 |
123-235 |
123-210 |
S2 |
123-199 |
123-199 |
123-230 |
|
S3 |
123-146 |
123-167 |
123-225 |
|
S4 |
123-093 |
123-114 |
123-211 |
|
|
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 |
123-305 |
123-192 |
0-113 |
0.3% |
0-069 |
0.2% |
42% |
False |
False |
573,753 |
10 |
124-025 |
123-192 |
0-153 |
0.4% |
0-068 |
0.2% |
31% |
False |
False |
547,895 |
20 |
124-102 |
123-162 |
0-260 |
0.7% |
0-079 |
0.2% |
30% |
False |
False |
639,718 |
40 |
124-147 |
123-162 |
0-305 |
0.8% |
0-074 |
0.2% |
26% |
False |
False |
536,314 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-068 |
0.2% |
18% |
False |
False |
514,467 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-062 |
0.2% |
19% |
False |
False |
387,791 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-052 |
0.1% |
19% |
False |
False |
310,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-190 |
2.618 |
124-104 |
1.618 |
124-051 |
1.000 |
124-018 |
0.618 |
123-318 |
HIGH |
123-285 |
0.618 |
123-265 |
0.500 |
123-258 |
0.382 |
123-252 |
LOW |
123-232 |
0.618 |
123-199 |
1.000 |
123-179 |
1.618 |
123-146 |
2.618 |
123-093 |
4.250 |
123-007 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-258 |
123-248 |
PP |
123-252 |
123-245 |
S1 |
123-246 |
123-242 |
|