ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-050 |
123-312 |
-0-058 |
-0.1% |
123-265 |
| High |
124-087 |
124-072 |
-0-015 |
0.0% |
124-087 |
| Low |
124-010 |
123-295 |
-0-035 |
-0.1% |
123-215 |
| Close |
124-017 |
124-050 |
0-033 |
0.1% |
124-017 |
| Range |
0-077 |
0-097 |
0-020 |
26.0% |
0-192 |
| ATR |
0-072 |
0-074 |
0-002 |
2.5% |
0-000 |
| Volume |
606,193 |
366,799 |
-239,394 |
-39.5% |
2,546,112 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-003 |
124-284 |
124-103 |
|
| R3 |
124-226 |
124-187 |
124-077 |
|
| R2 |
124-129 |
124-129 |
124-068 |
|
| R1 |
124-090 |
124-090 |
124-059 |
124-110 |
| PP |
124-032 |
124-032 |
124-032 |
124-042 |
| S1 |
123-313 |
123-313 |
124-041 |
124-012 |
| S2 |
123-255 |
123-255 |
124-032 |
|
| S3 |
123-158 |
123-216 |
124-023 |
|
| S4 |
123-061 |
123-119 |
123-317 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-256 |
125-168 |
124-123 |
|
| R3 |
125-064 |
124-296 |
124-070 |
|
| R2 |
124-192 |
124-192 |
124-052 |
|
| R1 |
124-104 |
124-104 |
124-035 |
124-148 |
| PP |
124-000 |
124-000 |
124-000 |
124-022 |
| S1 |
123-232 |
123-232 |
123-319 |
123-276 |
| S2 |
123-128 |
123-128 |
123-302 |
|
| S3 |
122-256 |
123-040 |
123-284 |
|
| S4 |
122-064 |
122-168 |
123-231 |
|
|
| 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% |
0-084 |
0.2% |
81% |
False |
False |
582,582 |
| 10 |
124-087 |
123-215 |
0-192 |
0.5% |
0-076 |
0.2% |
81% |
False |
False |
584,867 |
| 20 |
124-087 |
123-060 |
1-027 |
0.9% |
0-075 |
0.2% |
89% |
False |
False |
559,659 |
| 40 |
124-087 |
123-040 |
1-047 |
0.9% |
0-069 |
0.2% |
90% |
False |
False |
398,401 |
| 60 |
124-087 |
123-020 |
1-067 |
1.0% |
0-053 |
0.1% |
90% |
False |
False |
265,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-164 |
|
2.618 |
125-006 |
|
1.618 |
124-229 |
|
1.000 |
124-169 |
|
0.618 |
124-132 |
|
HIGH |
124-072 |
|
0.618 |
124-035 |
|
0.500 |
124-024 |
|
0.382 |
124-012 |
|
LOW |
123-295 |
|
0.618 |
123-235 |
|
1.000 |
123-198 |
|
1.618 |
123-138 |
|
2.618 |
123-041 |
|
4.250 |
122-203 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-041 |
124-044 |
| PP |
124-032 |
124-037 |
| S1 |
124-024 |
124-031 |
|