ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-277 |
123-307 |
0-030 |
0.1% |
123-240 |
High |
123-312 |
124-070 |
0-078 |
0.2% |
123-317 |
Low |
123-245 |
123-300 |
0-055 |
0.1% |
123-232 |
Close |
123-307 |
124-050 |
0-063 |
0.2% |
123-277 |
Range |
0-067 |
0-090 |
0-023 |
34.3% |
0-085 |
ATR |
0-070 |
0-071 |
0-001 |
2.0% |
0-000 |
Volume |
594,579 |
774,513 |
179,934 |
30.3% |
2,935,760 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-303 |
124-267 |
124-100 |
|
R3 |
124-213 |
124-177 |
124-075 |
|
R2 |
124-123 |
124-123 |
124-066 |
|
R1 |
124-087 |
124-087 |
124-058 |
124-105 |
PP |
124-033 |
124-033 |
124-033 |
124-042 |
S1 |
123-317 |
123-317 |
124-042 |
124-015 |
S2 |
123-263 |
123-263 |
124-034 |
|
S3 |
123-173 |
123-227 |
124-025 |
|
S4 |
123-083 |
123-137 |
124-000 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-210 |
124-169 |
124-004 |
|
R3 |
124-125 |
124-084 |
123-300 |
|
R2 |
124-040 |
124-040 |
123-293 |
|
R1 |
123-319 |
123-319 |
123-285 |
124-020 |
PP |
123-275 |
123-275 |
123-275 |
123-286 |
S1 |
123-234 |
123-234 |
123-269 |
123-254 |
S2 |
123-190 |
123-190 |
123-261 |
|
S3 |
123-105 |
123-149 |
123-254 |
|
S4 |
123-020 |
123-064 |
123-230 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-070 |
123-215 |
0-175 |
0.4% |
0-069 |
0.2% |
89% |
True |
False |
582,600 |
10 |
124-070 |
123-087 |
0-303 |
0.8% |
0-076 |
0.2% |
93% |
True |
False |
602,772 |
20 |
124-070 |
123-060 |
1-010 |
0.8% |
0-071 |
0.2% |
94% |
True |
False |
581,544 |
40 |
124-070 |
123-040 |
1-030 |
0.9% |
0-066 |
0.2% |
94% |
True |
False |
374,336 |
60 |
124-070 |
123-020 |
1-050 |
0.9% |
0-050 |
0.1% |
95% |
True |
False |
249,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-132 |
2.618 |
124-306 |
1.618 |
124-216 |
1.000 |
124-160 |
0.618 |
124-126 |
HIGH |
124-070 |
0.618 |
124-036 |
0.500 |
124-025 |
0.382 |
124-014 |
LOW |
123-300 |
0.618 |
123-244 |
1.000 |
123-210 |
1.618 |
123-154 |
2.618 |
123-064 |
4.250 |
122-238 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
124-042 |
124-028 |
PP |
124-033 |
124-005 |
S1 |
124-025 |
123-302 |
|