ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-272 |
124-087 |
0-135 |
0.3% |
123-270 |
High |
124-040 |
124-095 |
0-055 |
0.1% |
124-040 |
Low |
123-262 |
124-050 |
0-108 |
0.3% |
123-237 |
Close |
124-022 |
124-057 |
0-035 |
0.1% |
124-022 |
Range |
0-098 |
0-045 |
-0-053 |
-54.1% |
0-123 |
ATR |
0-067 |
0-067 |
0-000 |
0.7% |
0-000 |
Volume |
15,742 |
5,805 |
-9,937 |
-63.1% |
59,646 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-202 |
124-175 |
124-082 |
|
R3 |
124-157 |
124-130 |
124-069 |
|
R2 |
124-112 |
124-112 |
124-065 |
|
R1 |
124-085 |
124-085 |
124-061 |
124-076 |
PP |
124-067 |
124-067 |
124-067 |
124-063 |
S1 |
124-040 |
124-040 |
124-053 |
124-031 |
S2 |
124-022 |
124-022 |
124-049 |
|
S3 |
123-297 |
123-315 |
124-045 |
|
S4 |
123-252 |
123-270 |
124-032 |
|
|
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 |
124-095 |
123-237 |
0-178 |
0.4% |
0-059 |
0.1% |
79% |
True |
False |
11,381 |
10 |
124-132 |
123-210 |
0-242 |
0.6% |
0-062 |
0.2% |
69% |
False |
False |
23,980 |
20 |
124-172 |
123-210 |
0-282 |
0.7% |
0-063 |
0.2% |
59% |
False |
False |
405,527 |
40 |
124-172 |
123-162 |
1-010 |
0.8% |
0-072 |
0.2% |
65% |
False |
False |
520,525 |
60 |
124-172 |
123-162 |
1-010 |
0.8% |
0-071 |
0.2% |
65% |
False |
False |
495,364 |
80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-067 |
0.2% |
51% |
False |
False |
481,982 |
100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-062 |
0.2% |
51% |
False |
False |
386,738 |
120 |
124-265 |
123-160 |
1-105 |
1.1% |
0-053 |
0.1% |
51% |
False |
False |
322,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-286 |
2.618 |
124-213 |
1.618 |
124-168 |
1.000 |
124-140 |
0.618 |
124-123 |
HIGH |
124-095 |
0.618 |
124-078 |
0.500 |
124-072 |
0.382 |
124-067 |
LOW |
124-050 |
0.618 |
124-022 |
1.000 |
124-005 |
1.618 |
123-297 |
2.618 |
123-252 |
4.250 |
123-179 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
124-072 |
124-040 |
PP |
124-067 |
124-023 |
S1 |
124-062 |
124-006 |
|