ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-145 |
124-145 |
0-000 |
0.0% |
123-312 |
| High |
124-202 |
124-165 |
-0-037 |
-0.1% |
124-202 |
| Low |
124-117 |
124-122 |
0-005 |
0.0% |
123-295 |
| Close |
124-167 |
124-140 |
-0-027 |
-0.1% |
124-167 |
| Range |
0-085 |
0-043 |
-0-042 |
-49.4% |
0-227 |
| ATR |
0-075 |
0-073 |
-0-002 |
-2.9% |
0-000 |
| Volume |
708,500 |
474,302 |
-234,198 |
-33.1% |
2,817,636 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-271 |
124-249 |
124-164 |
|
| R3 |
124-228 |
124-206 |
124-152 |
|
| R2 |
124-185 |
124-185 |
124-148 |
|
| R1 |
124-163 |
124-163 |
124-144 |
124-152 |
| PP |
124-142 |
124-142 |
124-142 |
124-137 |
| S1 |
124-120 |
124-120 |
124-136 |
124-110 |
| S2 |
124-099 |
124-099 |
124-132 |
|
| S3 |
124-056 |
124-077 |
124-128 |
|
| S4 |
124-013 |
124-034 |
124-116 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-156 |
126-068 |
124-292 |
|
| R3 |
125-249 |
125-161 |
124-229 |
|
| R2 |
125-022 |
125-022 |
124-209 |
|
| R1 |
124-254 |
124-254 |
124-188 |
124-298 |
| PP |
124-115 |
124-115 |
124-115 |
124-136 |
| S1 |
124-027 |
124-027 |
124-146 |
124-071 |
| S2 |
123-208 |
123-208 |
124-125 |
|
| S3 |
122-301 |
123-120 |
124-105 |
|
| S4 |
122-074 |
122-213 |
124-042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-202 |
124-007 |
0-195 |
0.5% |
0-073 |
0.2% |
68% |
False |
False |
585,027 |
| 10 |
124-202 |
123-215 |
0-307 |
0.8% |
0-078 |
0.2% |
80% |
False |
False |
583,805 |
| 20 |
124-202 |
123-085 |
1-117 |
1.1% |
0-074 |
0.2% |
86% |
False |
False |
564,754 |
| 40 |
124-202 |
123-040 |
1-162 |
1.2% |
0-070 |
0.2% |
87% |
False |
False |
470,384 |
| 60 |
124-202 |
123-020 |
1-182 |
1.3% |
0-059 |
0.1% |
88% |
False |
False |
314,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-028 |
|
2.618 |
124-278 |
|
1.618 |
124-235 |
|
1.000 |
124-208 |
|
0.618 |
124-192 |
|
HIGH |
124-165 |
|
0.618 |
124-149 |
|
0.500 |
124-144 |
|
0.382 |
124-138 |
|
LOW |
124-122 |
|
0.618 |
124-095 |
|
1.000 |
124-079 |
|
1.618 |
124-052 |
|
2.618 |
124-009 |
|
4.250 |
123-259 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-144 |
124-144 |
| PP |
124-142 |
124-143 |
| S1 |
124-141 |
124-142 |
|