ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-257 |
123-235 |
-0-022 |
-0.1% |
123-317 |
High |
123-285 |
123-277 |
-0-008 |
0.0% |
124-005 |
Low |
123-232 |
123-217 |
-0-015 |
0.0% |
123-192 |
Close |
123-240 |
123-265 |
0-025 |
0.1% |
123-262 |
Range |
0-053 |
0-060 |
0-007 |
13.2% |
0-133 |
ATR |
0-075 |
0-074 |
-0-001 |
-1.4% |
0-000 |
Volume |
460,263 |
743,889 |
283,626 |
61.6% |
2,751,243 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-113 |
124-089 |
123-298 |
|
R3 |
124-053 |
124-029 |
123-282 |
|
R2 |
123-313 |
123-313 |
123-276 |
|
R1 |
123-289 |
123-289 |
123-270 |
123-301 |
PP |
123-253 |
123-253 |
123-253 |
123-259 |
S1 |
123-229 |
123-229 |
123-260 |
123-241 |
S2 |
123-193 |
123-193 |
123-254 |
|
S3 |
123-133 |
123-169 |
123-248 |
|
S4 |
123-073 |
123-109 |
123-232 |
|
|
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 |
123-300 |
123-192 |
0-108 |
0.3% |
0-070 |
0.2% |
68% |
False |
False |
620,716 |
10 |
124-025 |
123-192 |
0-153 |
0.4% |
0-067 |
0.2% |
48% |
False |
False |
568,165 |
20 |
124-102 |
123-162 |
0-260 |
0.7% |
0-079 |
0.2% |
40% |
False |
False |
652,768 |
40 |
124-147 |
123-162 |
0-305 |
0.8% |
0-074 |
0.2% |
34% |
False |
False |
542,835 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-068 |
0.2% |
24% |
False |
False |
525,594 |
80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-063 |
0.2% |
25% |
False |
False |
397,089 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-052 |
0.1% |
25% |
False |
False |
317,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-212 |
2.618 |
124-114 |
1.618 |
124-054 |
1.000 |
124-017 |
0.618 |
123-314 |
HIGH |
123-277 |
0.618 |
123-254 |
0.500 |
123-247 |
0.382 |
123-240 |
LOW |
123-217 |
0.618 |
123-180 |
1.000 |
123-157 |
1.618 |
123-120 |
2.618 |
123-060 |
4.250 |
122-282 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-259 |
123-263 |
PP |
123-253 |
123-261 |
S1 |
123-247 |
123-258 |
|