ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
124-107 |
124-102 |
-0-005 |
0.0% |
123-257 |
High |
124-142 |
124-145 |
0-003 |
0.0% |
124-020 |
Low |
124-085 |
124-095 |
0-010 |
0.0% |
123-217 |
Close |
124-105 |
124-102 |
-0-003 |
0.0% |
124-010 |
Range |
0-057 |
0-050 |
-0-007 |
-12.3% |
0-123 |
ATR |
0-076 |
0-074 |
-0-002 |
-2.4% |
0-000 |
Volume |
1,764,017 |
1,096,628 |
-667,389 |
-37.8% |
2,900,053 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-264 |
124-233 |
124-130 |
|
R3 |
124-214 |
124-183 |
124-116 |
|
R2 |
124-164 |
124-164 |
124-111 |
|
R1 |
124-133 |
124-133 |
124-107 |
124-127 |
PP |
124-114 |
124-114 |
124-114 |
124-111 |
S1 |
124-083 |
124-083 |
124-097 |
124-077 |
S2 |
124-064 |
124-064 |
124-093 |
|
S3 |
124-014 |
124-033 |
124-088 |
|
S4 |
123-284 |
123-303 |
124-074 |
|
|
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 |
124-145 |
123-260 |
0-205 |
0.5% |
0-075 |
0.2% |
79% |
True |
False |
1,230,950 |
10 |
124-145 |
123-192 |
0-273 |
0.7% |
0-073 |
0.2% |
84% |
True |
False |
925,833 |
20 |
124-145 |
123-167 |
0-298 |
0.7% |
0-077 |
0.2% |
86% |
True |
False |
794,596 |
40 |
124-147 |
123-162 |
0-305 |
0.8% |
0-075 |
0.2% |
85% |
False |
False |
665,721 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-070 |
0.2% |
61% |
False |
False |
583,281 |
80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-063 |
0.2% |
61% |
False |
False |
474,008 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-056 |
0.1% |
62% |
False |
False |
379,223 |
120 |
124-265 |
123-160 |
1-105 |
1.1% |
0-047 |
0.1% |
62% |
False |
False |
316,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-038 |
2.618 |
124-276 |
1.618 |
124-226 |
1.000 |
124-195 |
0.618 |
124-176 |
HIGH |
124-145 |
0.618 |
124-126 |
0.500 |
124-120 |
0.382 |
124-114 |
LOW |
124-095 |
0.618 |
124-064 |
1.000 |
124-045 |
1.618 |
124-014 |
2.618 |
123-284 |
4.250 |
123-202 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
124-120 |
124-088 |
PP |
124-114 |
124-074 |
S1 |
124-108 |
124-060 |
|