ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-277 |
123-272 |
-0-005 |
0.0% |
123-270 |
High |
123-292 |
124-040 |
0-068 |
0.2% |
124-040 |
Low |
123-237 |
123-262 |
0-025 |
0.1% |
123-237 |
Close |
123-280 |
124-022 |
0-062 |
0.2% |
124-022 |
Range |
0-055 |
0-098 |
0-043 |
78.2% |
0-123 |
ATR |
0-064 |
0-067 |
0-002 |
3.7% |
0-000 |
Volume |
5,763 |
15,742 |
9,979 |
173.2% |
59,646 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-295 |
124-257 |
124-076 |
|
R3 |
124-197 |
124-159 |
124-049 |
|
R2 |
124-099 |
124-099 |
124-040 |
|
R1 |
124-061 |
124-061 |
124-031 |
124-080 |
PP |
124-001 |
124-001 |
124-001 |
124-011 |
S1 |
123-283 |
123-283 |
124-013 |
123-302 |
S2 |
123-223 |
123-223 |
124-004 |
|
S3 |
123-125 |
123-185 |
123-315 |
|
S4 |
123-027 |
123-087 |
123-288 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-042 |
124-315 |
124-090 |
|
R3 |
124-239 |
124-192 |
124-056 |
|
R2 |
124-116 |
124-116 |
124-045 |
|
R1 |
124-069 |
124-069 |
124-033 |
124-092 |
PP |
123-313 |
123-313 |
123-313 |
124-005 |
S1 |
123-266 |
123-266 |
124-011 |
123-290 |
S2 |
123-190 |
123-190 |
123-319 |
|
S3 |
123-067 |
123-143 |
123-308 |
|
S4 |
122-264 |
123-020 |
123-274 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-040 |
123-237 |
0-123 |
0.3% |
0-056 |
0.1% |
85% |
True |
False |
11,929 |
10 |
124-172 |
123-210 |
0-282 |
0.7% |
0-062 |
0.2% |
47% |
False |
False |
32,952 |
20 |
124-172 |
123-210 |
0-282 |
0.7% |
0-064 |
0.2% |
47% |
False |
False |
431,009 |
40 |
124-172 |
123-162 |
1-010 |
0.8% |
0-073 |
0.2% |
55% |
False |
False |
537,015 |
60 |
124-172 |
123-162 |
1-010 |
0.8% |
0-071 |
0.2% |
55% |
False |
False |
507,009 |
80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-066 |
0.2% |
43% |
False |
False |
482,510 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-061 |
0.2% |
43% |
False |
False |
386,680 |
120 |
124-265 |
123-160 |
1-105 |
1.1% |
0-053 |
0.1% |
43% |
False |
False |
322,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-136 |
2.618 |
124-297 |
1.618 |
124-199 |
1.000 |
124-138 |
0.618 |
124-101 |
HIGH |
124-040 |
0.618 |
124-003 |
0.500 |
123-311 |
0.382 |
123-299 |
LOW |
123-262 |
0.618 |
123-201 |
1.000 |
123-164 |
1.618 |
123-103 |
2.618 |
123-005 |
4.250 |
122-166 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
124-012 |
124-008 |
PP |
124-001 |
123-313 |
S1 |
123-311 |
123-298 |
|