ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
123-312 |
124-060 |
0-068 |
0.2% |
123-265 |
| High |
124-072 |
124-067 |
-0-005 |
0.0% |
124-087 |
| Low |
123-295 |
124-015 |
0-040 |
0.1% |
123-215 |
| Close |
124-050 |
124-032 |
-0-018 |
0.0% |
124-017 |
| Range |
0-097 |
0-052 |
-0-045 |
-46.4% |
0-192 |
| ATR |
0-074 |
0-072 |
-0-002 |
-2.1% |
0-000 |
| Volume |
366,799 |
415,312 |
48,513 |
13.2% |
2,546,112 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-194 |
124-165 |
124-061 |
|
| R3 |
124-142 |
124-113 |
124-046 |
|
| R2 |
124-090 |
124-090 |
124-042 |
|
| R1 |
124-061 |
124-061 |
124-037 |
124-050 |
| PP |
124-038 |
124-038 |
124-038 |
124-032 |
| S1 |
124-009 |
124-009 |
124-027 |
123-318 |
| S2 |
123-306 |
123-306 |
124-022 |
|
| S3 |
123-254 |
123-277 |
124-018 |
|
| S4 |
123-202 |
123-225 |
124-003 |
|
|
| 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 |
123-245 |
0-162 |
0.4% |
0-077 |
0.2% |
66% |
False |
False |
551,479 |
| 10 |
124-087 |
123-215 |
0-192 |
0.5% |
0-073 |
0.2% |
71% |
False |
False |
568,259 |
| 20 |
124-087 |
123-060 |
1-027 |
0.9% |
0-074 |
0.2% |
84% |
False |
False |
560,117 |
| 40 |
124-087 |
123-040 |
1-047 |
0.9% |
0-068 |
0.2% |
85% |
False |
False |
408,730 |
| 60 |
124-087 |
123-020 |
1-067 |
1.0% |
0-054 |
0.1% |
86% |
False |
False |
272,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-288 |
|
2.618 |
124-203 |
|
1.618 |
124-151 |
|
1.000 |
124-119 |
|
0.618 |
124-099 |
|
HIGH |
124-067 |
|
0.618 |
124-047 |
|
0.500 |
124-041 |
|
0.382 |
124-035 |
|
LOW |
124-015 |
|
0.618 |
123-303 |
|
1.000 |
123-283 |
|
1.618 |
123-251 |
|
2.618 |
123-199 |
|
4.250 |
123-114 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-041 |
124-032 |
| PP |
124-038 |
124-031 |
| S1 |
124-035 |
124-031 |
|