ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
124-132 |
124-095 |
-0-037 |
-0.1% |
124-002 |
High |
124-132 |
124-105 |
-0-027 |
-0.1% |
124-167 |
Low |
124-090 |
124-055 |
-0-035 |
-0.1% |
123-295 |
Close |
124-102 |
124-062 |
-0-040 |
-0.1% |
124-145 |
Range |
0-042 |
0-050 |
0-008 |
19.0% |
0-192 |
ATR |
0-067 |
0-066 |
-0-001 |
-1.8% |
0-000 |
Volume |
81,383 |
43,887 |
-37,496 |
-46.1% |
4,875,157 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-224 |
124-193 |
124-090 |
|
R3 |
124-174 |
124-143 |
124-076 |
|
R2 |
124-124 |
124-124 |
124-071 |
|
R1 |
124-093 |
124-093 |
124-067 |
124-084 |
PP |
124-074 |
124-074 |
124-074 |
124-069 |
S1 |
124-043 |
124-043 |
124-057 |
124-034 |
S2 |
124-024 |
124-024 |
124-053 |
|
S3 |
123-294 |
123-313 |
124-048 |
|
S4 |
123-244 |
123-263 |
124-034 |
|
|
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 |
124-055 |
0-117 |
0.3% |
0-048 |
0.1% |
6% |
False |
True |
127,421 |
10 |
124-172 |
123-260 |
0-232 |
0.6% |
0-062 |
0.2% |
53% |
False |
False |
679,185 |
20 |
124-172 |
123-192 |
0-300 |
0.8% |
0-064 |
0.2% |
63% |
False |
False |
623,675 |
40 |
124-172 |
123-162 |
1-010 |
0.8% |
0-071 |
0.2% |
67% |
False |
False |
619,521 |
60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-071 |
0.2% |
52% |
False |
False |
561,080 |
80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-064 |
0.2% |
52% |
False |
False |
481,917 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-058 |
0.1% |
52% |
False |
False |
385,593 |
120 |
124-265 |
123-160 |
1-105 |
1.1% |
0-049 |
0.1% |
52% |
False |
False |
321,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-318 |
2.618 |
124-236 |
1.618 |
124-186 |
1.000 |
124-155 |
0.618 |
124-136 |
HIGH |
124-105 |
0.618 |
124-086 |
0.500 |
124-080 |
0.382 |
124-074 |
LOW |
124-055 |
0.618 |
124-024 |
1.000 |
124-005 |
1.618 |
123-294 |
2.618 |
123-244 |
4.250 |
123-162 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
124-080 |
124-114 |
PP |
124-074 |
124-096 |
S1 |
124-068 |
124-079 |
|