ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-235 |
123-277 |
0-042 |
0.1% |
123-317 |
High |
123-277 |
124-020 |
0-063 |
0.2% |
124-005 |
Low |
123-217 |
123-260 |
0-043 |
0.1% |
123-192 |
Close |
123-265 |
123-310 |
0-045 |
0.1% |
123-262 |
Range |
0-060 |
0-080 |
0-020 |
33.3% |
0-133 |
ATR |
0-074 |
0-074 |
0-000 |
0.6% |
0-000 |
Volume |
743,889 |
826,532 |
82,643 |
11.1% |
2,751,243 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-223 |
124-187 |
124-034 |
|
R3 |
124-143 |
124-107 |
124-012 |
|
R2 |
124-063 |
124-063 |
124-005 |
|
R1 |
124-027 |
124-027 |
123-317 |
124-045 |
PP |
123-303 |
123-303 |
123-303 |
123-312 |
S1 |
123-267 |
123-267 |
123-303 |
123-285 |
S2 |
123-223 |
123-223 |
123-295 |
|
S3 |
123-143 |
123-187 |
123-288 |
|
S4 |
123-063 |
123-107 |
123-266 |
|
|
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 |
124-020 |
123-195 |
0-145 |
0.4% |
0-071 |
0.2% |
79% |
True |
False |
657,975 |
10 |
124-025 |
123-192 |
0-153 |
0.4% |
0-068 |
0.2% |
77% |
False |
False |
588,639 |
20 |
124-102 |
123-162 |
0-260 |
0.7% |
0-080 |
0.2% |
57% |
False |
False |
674,321 |
40 |
124-147 |
123-162 |
0-305 |
0.8% |
0-074 |
0.2% |
49% |
False |
False |
553,192 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-069 |
0.2% |
35% |
False |
False |
538,695 |
80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-064 |
0.2% |
35% |
False |
False |
407,420 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-053 |
0.1% |
35% |
False |
False |
325,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-040 |
2.618 |
124-229 |
1.618 |
124-149 |
1.000 |
124-100 |
0.618 |
124-069 |
HIGH |
124-020 |
0.618 |
123-309 |
0.500 |
123-300 |
0.382 |
123-291 |
LOW |
123-260 |
0.618 |
123-211 |
1.000 |
123-180 |
1.618 |
123-131 |
2.618 |
123-051 |
4.250 |
122-240 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-307 |
123-300 |
PP |
123-303 |
123-289 |
S1 |
123-300 |
123-278 |
|