ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-307 |
124-050 |
0-063 |
0.2% |
123-240 |
High |
124-070 |
124-087 |
0-017 |
0.0% |
123-317 |
Low |
123-300 |
124-010 |
0-030 |
0.1% |
123-232 |
Close |
124-050 |
124-017 |
-0-033 |
-0.1% |
123-277 |
Range |
0-090 |
0-077 |
-0-013 |
-14.4% |
0-085 |
ATR |
0-071 |
0-072 |
0-000 |
0.6% |
0-000 |
Volume |
774,513 |
606,193 |
-168,320 |
-21.7% |
2,935,760 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-269 |
124-220 |
124-059 |
|
R3 |
124-192 |
124-143 |
124-038 |
|
R2 |
124-115 |
124-115 |
124-031 |
|
R1 |
124-066 |
124-066 |
124-024 |
124-052 |
PP |
124-038 |
124-038 |
124-038 |
124-031 |
S1 |
123-309 |
123-309 |
124-010 |
123-295 |
S2 |
123-281 |
123-281 |
124-003 |
|
S3 |
123-204 |
123-232 |
123-316 |
|
S4 |
123-127 |
123-155 |
123-295 |
|
|
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 |
124-087 |
123-215 |
0-192 |
0.5% |
0-076 |
0.2% |
64% |
True |
False |
595,288 |
10 |
124-087 |
123-120 |
0-287 |
0.7% |
0-077 |
0.2% |
76% |
True |
False |
603,551 |
20 |
124-087 |
123-060 |
1-027 |
0.9% |
0-072 |
0.2% |
80% |
True |
False |
572,252 |
40 |
124-087 |
123-040 |
1-047 |
0.9% |
0-067 |
0.2% |
81% |
True |
False |
389,461 |
60 |
124-087 |
123-020 |
1-067 |
1.0% |
0-052 |
0.1% |
82% |
True |
False |
259,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-094 |
2.618 |
124-289 |
1.618 |
124-212 |
1.000 |
124-164 |
0.618 |
124-135 |
HIGH |
124-087 |
0.618 |
124-058 |
0.500 |
124-048 |
0.382 |
124-039 |
LOW |
124-010 |
0.618 |
123-282 |
1.000 |
123-253 |
1.618 |
123-205 |
2.618 |
123-128 |
4.250 |
123-003 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
124-048 |
124-013 |
PP |
124-038 |
124-010 |
S1 |
124-028 |
124-006 |
|