ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-270 |
123-250 |
-0-020 |
-0.1% |
124-157 |
High |
123-280 |
123-295 |
0-015 |
0.0% |
124-172 |
Low |
123-250 |
123-247 |
-0-003 |
0.0% |
123-210 |
Close |
123-257 |
123-290 |
0-033 |
0.1% |
123-255 |
Range |
0-030 |
0-048 |
0-018 |
60.0% |
0-282 |
ATR |
0-068 |
0-066 |
-0-001 |
-2.1% |
0-000 |
Volume |
8,543 |
8,394 |
-149 |
-1.7% |
269,879 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-101 |
124-084 |
123-316 |
|
R3 |
124-053 |
124-036 |
123-303 |
|
R2 |
124-005 |
124-005 |
123-299 |
|
R1 |
123-308 |
123-308 |
123-294 |
123-316 |
PP |
123-277 |
123-277 |
123-277 |
123-282 |
S1 |
123-260 |
123-260 |
123-286 |
123-268 |
S2 |
123-229 |
123-229 |
123-281 |
|
S3 |
123-181 |
123-212 |
123-277 |
|
S4 |
123-133 |
123-164 |
123-264 |
|
|
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 |
124-105 |
123-210 |
0-215 |
0.5% |
0-065 |
0.2% |
37% |
False |
False |
21,980 |
10 |
124-172 |
123-210 |
0-282 |
0.7% |
0-057 |
0.1% |
28% |
False |
False |
179,975 |
20 |
124-172 |
123-192 |
0-300 |
0.8% |
0-065 |
0.2% |
33% |
False |
False |
523,526 |
40 |
124-172 |
123-162 |
1-010 |
0.8% |
0-072 |
0.2% |
39% |
False |
False |
567,939 |
60 |
124-207 |
123-162 |
1-045 |
0.9% |
0-071 |
0.2% |
35% |
False |
False |
533,635 |
80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-066 |
0.2% |
30% |
False |
False |
482,522 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-060 |
0.2% |
31% |
False |
False |
386,253 |
120 |
124-265 |
123-160 |
1-105 |
1.1% |
0-051 |
0.1% |
31% |
False |
False |
321,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-179 |
2.618 |
124-101 |
1.618 |
124-053 |
1.000 |
124-023 |
0.618 |
124-005 |
HIGH |
123-295 |
0.618 |
123-277 |
0.500 |
123-271 |
0.382 |
123-265 |
LOW |
123-247 |
0.618 |
123-217 |
1.000 |
123-199 |
1.618 |
123-169 |
2.618 |
123-121 |
4.250 |
123-043 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-284 |
123-282 |
PP |
123-277 |
123-273 |
S1 |
123-271 |
123-265 |
|