ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-287 |
123-277 |
-0-010 |
0.0% |
124-157 |
High |
123-310 |
123-292 |
-0-018 |
0.0% |
124-172 |
Low |
123-260 |
123-237 |
-0-023 |
-0.1% |
123-210 |
Close |
123-282 |
123-280 |
-0-002 |
0.0% |
123-255 |
Range |
0-050 |
0-055 |
0-005 |
10.0% |
0-282 |
ATR |
0-065 |
0-064 |
-0-001 |
-1.1% |
0-000 |
Volume |
21,204 |
5,763 |
-15,441 |
-72.8% |
269,879 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-115 |
124-092 |
123-310 |
|
R3 |
124-060 |
124-037 |
123-295 |
|
R2 |
124-005 |
124-005 |
123-290 |
|
R1 |
123-302 |
123-302 |
123-285 |
123-314 |
PP |
123-270 |
123-270 |
123-270 |
123-275 |
S1 |
123-247 |
123-247 |
123-275 |
123-258 |
S2 |
123-215 |
123-215 |
123-270 |
|
S3 |
123-160 |
123-192 |
123-265 |
|
S4 |
123-105 |
123-137 |
123-250 |
|
|
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 |
124-000 |
123-210 |
0-110 |
0.3% |
0-059 |
0.1% |
64% |
False |
False |
14,202 |
10 |
124-172 |
123-210 |
0-282 |
0.7% |
0-057 |
0.1% |
25% |
False |
False |
45,055 |
20 |
124-172 |
123-195 |
0-297 |
0.7% |
0-064 |
0.2% |
29% |
False |
False |
467,409 |
40 |
124-172 |
123-162 |
1-010 |
0.8% |
0-072 |
0.2% |
36% |
False |
False |
546,671 |
60 |
124-172 |
123-162 |
1-010 |
0.8% |
0-071 |
0.2% |
36% |
False |
False |
514,260 |
80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-066 |
0.2% |
28% |
False |
False |
482,531 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-061 |
0.2% |
28% |
False |
False |
386,523 |
120 |
124-265 |
123-160 |
1-105 |
1.1% |
0-052 |
0.1% |
28% |
False |
False |
322,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-206 |
2.618 |
124-116 |
1.618 |
124-061 |
1.000 |
124-027 |
0.618 |
124-006 |
HIGH |
123-292 |
0.618 |
123-271 |
0.500 |
123-264 |
0.382 |
123-258 |
LOW |
123-237 |
0.618 |
123-203 |
1.000 |
123-182 |
1.618 |
123-148 |
2.618 |
123-093 |
4.250 |
123-003 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-275 |
123-278 |
PP |
123-270 |
123-276 |
S1 |
123-264 |
123-274 |
|