ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-277 |
123-307 |
0-030 |
0.1% |
123-257 |
High |
124-020 |
124-012 |
-0-008 |
0.0% |
124-020 |
Low |
123-260 |
123-285 |
0-025 |
0.1% |
123-217 |
Close |
123-310 |
124-010 |
0-020 |
0.1% |
124-010 |
Range |
0-080 |
0-047 |
-0-033 |
-41.3% |
0-123 |
ATR |
0-074 |
0-072 |
-0-002 |
-2.6% |
0-000 |
Volume |
826,532 |
869,369 |
42,837 |
5.2% |
2,900,053 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-137 |
124-120 |
124-036 |
|
R3 |
124-090 |
124-073 |
124-023 |
|
R2 |
124-043 |
124-043 |
124-019 |
|
R1 |
124-026 |
124-026 |
124-014 |
124-034 |
PP |
123-316 |
123-316 |
123-316 |
124-000 |
S1 |
123-299 |
123-299 |
124-006 |
123-308 |
S2 |
123-269 |
123-269 |
124-001 |
|
S3 |
123-222 |
123-252 |
123-317 |
|
S4 |
123-175 |
123-205 |
123-304 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-025 |
124-300 |
124-078 |
|
R3 |
124-222 |
124-177 |
124-044 |
|
R2 |
124-099 |
124-099 |
124-033 |
|
R1 |
124-054 |
124-054 |
124-021 |
124-076 |
PP |
123-296 |
123-296 |
123-296 |
123-307 |
S1 |
123-251 |
123-251 |
123-319 |
123-274 |
S2 |
123-173 |
123-173 |
123-307 |
|
S3 |
123-050 |
123-128 |
123-296 |
|
S4 |
122-247 |
123-005 |
123-262 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-020 |
123-217 |
0-123 |
0.3% |
0-063 |
0.2% |
92% |
False |
False |
683,100 |
10 |
124-025 |
123-192 |
0-153 |
0.4% |
0-065 |
0.2% |
90% |
False |
False |
610,583 |
20 |
124-050 |
123-162 |
0-208 |
0.5% |
0-079 |
0.2% |
81% |
False |
False |
689,042 |
40 |
124-147 |
123-162 |
0-305 |
0.8% |
0-074 |
0.2% |
55% |
False |
False |
572,913 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-069 |
0.2% |
40% |
False |
False |
546,524 |
80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-063 |
0.2% |
40% |
False |
False |
418,277 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-053 |
0.1% |
40% |
False |
False |
334,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-212 |
2.618 |
124-135 |
1.618 |
124-088 |
1.000 |
124-059 |
0.618 |
124-041 |
HIGH |
124-012 |
0.618 |
123-314 |
0.500 |
123-308 |
0.382 |
123-303 |
LOW |
123-285 |
0.618 |
123-256 |
1.000 |
123-238 |
1.618 |
123-209 |
2.618 |
123-162 |
4.250 |
123-085 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
124-003 |
123-313 |
PP |
123-316 |
123-296 |
S1 |
123-308 |
123-278 |
|