ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
124-157 |
124-132 |
-0-025 |
-0.1% |
124-002 |
High |
124-172 |
124-132 |
-0-040 |
-0.1% |
124-167 |
Low |
124-120 |
124-090 |
-0-030 |
-0.1% |
123-295 |
Close |
124-125 |
124-102 |
-0-023 |
-0.1% |
124-145 |
Range |
0-052 |
0-042 |
-0-010 |
-19.2% |
0-192 |
ATR |
0-069 |
0-067 |
-0-002 |
-2.8% |
0-000 |
Volume |
95,529 |
81,383 |
-14,146 |
-14.8% |
4,875,157 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-234 |
124-210 |
124-125 |
|
R3 |
124-192 |
124-168 |
124-114 |
|
R2 |
124-150 |
124-150 |
124-110 |
|
R1 |
124-126 |
124-126 |
124-106 |
124-117 |
PP |
124-108 |
124-108 |
124-108 |
124-104 |
S1 |
124-084 |
124-084 |
124-098 |
124-075 |
S2 |
124-066 |
124-066 |
124-094 |
|
S3 |
124-024 |
124-042 |
124-090 |
|
S4 |
123-302 |
124-000 |
124-079 |
|
|
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 |
124-172 |
124-090 |
0-082 |
0.2% |
0-048 |
0.1% |
15% |
False |
True |
337,969 |
10 |
124-172 |
123-217 |
0-275 |
0.7% |
0-063 |
0.2% |
75% |
False |
False |
749,185 |
20 |
124-172 |
123-192 |
0-300 |
0.8% |
0-065 |
0.2% |
77% |
False |
False |
648,540 |
40 |
124-172 |
123-162 |
1-010 |
0.8% |
0-071 |
0.2% |
79% |
False |
False |
627,443 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-070 |
0.2% |
61% |
False |
False |
566,189 |
80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-064 |
0.2% |
61% |
False |
False |
481,370 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-058 |
0.1% |
62% |
False |
False |
385,154 |
120 |
124-265 |
123-160 |
1-105 |
1.1% |
0-048 |
0.1% |
62% |
False |
False |
320,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-310 |
2.618 |
124-242 |
1.618 |
124-200 |
1.000 |
124-174 |
0.618 |
124-158 |
HIGH |
124-132 |
0.618 |
124-116 |
0.500 |
124-111 |
0.382 |
124-106 |
LOW |
124-090 |
0.618 |
124-064 |
1.000 |
124-048 |
1.618 |
124-022 |
2.618 |
123-300 |
4.250 |
123-232 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
124-111 |
124-131 |
PP |
124-108 |
124-121 |
S1 |
124-105 |
124-112 |
|