ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
124-067 |
123-307 |
-0-080 |
-0.2% |
124-157 |
High |
124-072 |
124-000 |
-0-072 |
-0.2% |
124-172 |
Low |
123-305 |
123-210 |
-0-095 |
-0.2% |
123-210 |
Close |
123-310 |
123-255 |
-0-055 |
-0.1% |
123-255 |
Range |
0-087 |
0-110 |
0-023 |
26.4% |
0-282 |
ATR |
0-068 |
0-071 |
0-003 |
4.5% |
0-000 |
Volume |
21,974 |
27,106 |
5,132 |
23.4% |
269,879 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-272 |
124-213 |
123-316 |
|
R3 |
124-162 |
124-103 |
123-285 |
|
R2 |
124-052 |
124-052 |
123-275 |
|
R1 |
123-313 |
123-313 |
123-265 |
123-288 |
PP |
123-262 |
123-262 |
123-262 |
123-249 |
S1 |
123-203 |
123-203 |
123-245 |
123-178 |
S2 |
123-152 |
123-152 |
123-235 |
|
S3 |
123-042 |
123-093 |
123-225 |
|
S4 |
122-252 |
122-303 |
123-194 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-205 |
126-032 |
124-090 |
|
R3 |
125-243 |
125-070 |
124-013 |
|
R2 |
124-281 |
124-281 |
123-307 |
|
R1 |
124-108 |
124-108 |
123-281 |
124-054 |
PP |
123-319 |
123-319 |
123-319 |
123-292 |
S1 |
123-146 |
123-146 |
123-229 |
123-092 |
S2 |
123-037 |
123-037 |
123-203 |
|
S3 |
122-075 |
122-184 |
123-177 |
|
S4 |
121-113 |
121-222 |
123-100 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-172 |
123-210 |
0-282 |
0.7% |
0-068 |
0.2% |
16% |
False |
True |
53,975 |
10 |
124-172 |
123-210 |
0-282 |
0.7% |
0-069 |
0.2% |
16% |
False |
True |
514,503 |
20 |
124-172 |
123-192 |
0-300 |
0.8% |
0-067 |
0.2% |
21% |
False |
False |
562,543 |
40 |
124-172 |
123-162 |
1-010 |
0.8% |
0-073 |
0.2% |
28% |
False |
False |
595,891 |
60 |
124-235 |
123-162 |
1-073 |
1.0% |
0-072 |
0.2% |
24% |
False |
False |
549,612 |
80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-065 |
0.2% |
22% |
False |
False |
482,449 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-060 |
0.2% |
22% |
False |
False |
386,084 |
120 |
124-265 |
123-160 |
1-105 |
1.1% |
0-050 |
0.1% |
22% |
False |
False |
321,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-148 |
2.618 |
124-288 |
1.618 |
124-178 |
1.000 |
124-110 |
0.618 |
124-068 |
HIGH |
124-000 |
0.618 |
123-278 |
0.500 |
123-265 |
0.382 |
123-252 |
LOW |
123-210 |
0.618 |
123-142 |
1.000 |
123-100 |
1.618 |
123-032 |
2.618 |
122-242 |
4.250 |
122-062 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-265 |
123-318 |
PP |
123-262 |
123-297 |
S1 |
123-258 |
123-276 |
|