ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
124-100 |
124-127 |
0-027 |
0.1% |
124-002 |
High |
124-142 |
124-167 |
0-025 |
0.1% |
124-167 |
Low |
124-095 |
124-117 |
0-022 |
0.1% |
123-295 |
Close |
124-120 |
124-145 |
0-025 |
0.1% |
124-145 |
Range |
0-047 |
0-050 |
0-003 |
6.4% |
0-192 |
ATR |
0-072 |
0-071 |
-0-002 |
-2.2% |
0-000 |
Volume |
279,533 |
136,774 |
-142,759 |
-51.1% |
4,875,157 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-293 |
124-269 |
124-172 |
|
R3 |
124-243 |
124-219 |
124-159 |
|
R2 |
124-193 |
124-193 |
124-154 |
|
R1 |
124-169 |
124-169 |
124-150 |
124-181 |
PP |
124-143 |
124-143 |
124-143 |
124-149 |
S1 |
124-119 |
124-119 |
124-140 |
124-131 |
S2 |
124-093 |
124-093 |
124-136 |
|
S3 |
124-043 |
124-069 |
124-131 |
|
S4 |
123-313 |
124-019 |
124-118 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-032 |
125-280 |
124-251 |
|
R3 |
125-160 |
125-088 |
124-198 |
|
R2 |
124-288 |
124-288 |
124-180 |
|
R1 |
124-216 |
124-216 |
124-163 |
124-252 |
PP |
124-096 |
124-096 |
124-096 |
124-114 |
S1 |
124-024 |
124-024 |
124-127 |
124-060 |
S2 |
123-224 |
123-224 |
124-110 |
|
S3 |
123-032 |
123-152 |
124-092 |
|
S4 |
122-160 |
122-280 |
124-039 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-167 |
123-295 |
0-192 |
0.5% |
0-069 |
0.2% |
89% |
True |
False |
975,031 |
10 |
124-167 |
123-217 |
0-270 |
0.7% |
0-066 |
0.2% |
92% |
True |
False |
829,065 |
20 |
124-167 |
123-182 |
0-305 |
0.8% |
0-075 |
0.2% |
93% |
True |
False |
730,521 |
40 |
124-167 |
123-162 |
1-005 |
0.8% |
0-074 |
0.2% |
93% |
True |
False |
657,923 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-070 |
0.2% |
72% |
False |
False |
576,178 |
80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-064 |
0.2% |
72% |
False |
False |
479,199 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-057 |
0.1% |
72% |
False |
False |
383,385 |
120 |
124-265 |
123-160 |
1-105 |
1.1% |
0-048 |
0.1% |
72% |
False |
False |
319,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-060 |
2.618 |
124-298 |
1.618 |
124-248 |
1.000 |
124-217 |
0.618 |
124-198 |
HIGH |
124-167 |
0.618 |
124-148 |
0.500 |
124-142 |
0.382 |
124-136 |
LOW |
124-117 |
0.618 |
124-086 |
1.000 |
124-067 |
1.618 |
124-036 |
2.618 |
123-306 |
4.250 |
123-224 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
124-144 |
124-140 |
PP |
124-143 |
124-136 |
S1 |
124-142 |
124-131 |
|