ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-307 |
123-270 |
-0-037 |
-0.1% |
124-157 |
High |
124-000 |
123-280 |
-0-040 |
-0.1% |
124-172 |
Low |
123-210 |
123-250 |
0-040 |
0.1% |
123-210 |
Close |
123-255 |
123-257 |
0-002 |
0.0% |
123-255 |
Range |
0-110 |
0-030 |
-0-080 |
-72.7% |
0-282 |
ATR |
0-071 |
0-068 |
-0-003 |
-4.1% |
0-000 |
Volume |
27,106 |
8,543 |
-18,563 |
-68.5% |
269,879 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-032 |
124-015 |
123-274 |
|
R3 |
124-002 |
123-305 |
123-265 |
|
R2 |
123-292 |
123-292 |
123-262 |
|
R1 |
123-275 |
123-275 |
123-260 |
123-268 |
PP |
123-262 |
123-262 |
123-262 |
123-259 |
S1 |
123-245 |
123-245 |
123-254 |
123-238 |
S2 |
123-232 |
123-232 |
123-252 |
|
S3 |
123-202 |
123-215 |
123-249 |
|
S4 |
123-172 |
123-185 |
123-240 |
|
|
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 |
124-132 |
123-210 |
0-242 |
0.6% |
0-064 |
0.2% |
19% |
False |
False |
36,578 |
10 |
124-172 |
123-210 |
0-282 |
0.7% |
0-058 |
0.1% |
17% |
False |
False |
355,537 |
20 |
124-172 |
123-192 |
0-300 |
0.8% |
0-065 |
0.2% |
22% |
False |
False |
540,243 |
40 |
124-172 |
123-162 |
1-010 |
0.8% |
0-072 |
0.2% |
29% |
False |
False |
581,819 |
60 |
124-220 |
123-162 |
1-058 |
1.0% |
0-072 |
0.2% |
25% |
False |
False |
543,856 |
80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-065 |
0.2% |
22% |
False |
False |
482,419 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-060 |
0.2% |
23% |
False |
False |
386,169 |
120 |
124-265 |
123-160 |
1-105 |
1.1% |
0-051 |
0.1% |
23% |
False |
False |
321,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-088 |
2.618 |
124-039 |
1.618 |
124-009 |
1.000 |
123-310 |
0.618 |
123-299 |
HIGH |
123-280 |
0.618 |
123-269 |
0.500 |
123-265 |
0.382 |
123-261 |
LOW |
123-250 |
0.618 |
123-231 |
1.000 |
123-220 |
1.618 |
123-201 |
2.618 |
123-171 |
4.250 |
123-122 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-265 |
123-301 |
PP |
123-262 |
123-286 |
S1 |
123-260 |
123-272 |
|