ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-145 |
124-132 |
-0-013 |
0.0% |
123-312 |
| High |
124-165 |
124-162 |
-0-003 |
0.0% |
124-202 |
| Low |
124-122 |
124-115 |
-0-007 |
0.0% |
123-295 |
| Close |
124-140 |
124-142 |
0-002 |
0.0% |
124-167 |
| Range |
0-043 |
0-047 |
0-004 |
9.3% |
0-227 |
| ATR |
0-073 |
0-071 |
-0-002 |
-2.6% |
0-000 |
| Volume |
474,302 |
453,158 |
-21,144 |
-4.5% |
2,817,636 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-281 |
124-258 |
124-168 |
|
| R3 |
124-234 |
124-211 |
124-155 |
|
| R2 |
124-187 |
124-187 |
124-151 |
|
| R1 |
124-164 |
124-164 |
124-146 |
124-176 |
| PP |
124-140 |
124-140 |
124-140 |
124-145 |
| S1 |
124-117 |
124-117 |
124-138 |
124-128 |
| S2 |
124-093 |
124-093 |
124-133 |
|
| S3 |
124-046 |
124-070 |
124-129 |
|
| S4 |
123-319 |
124-023 |
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% |
0-072 |
0.2% |
69% |
False |
False |
592,597 |
| 10 |
124-202 |
123-245 |
0-277 |
0.7% |
0-074 |
0.2% |
78% |
False |
False |
572,038 |
| 20 |
124-202 |
123-085 |
1-117 |
1.1% |
0-074 |
0.2% |
86% |
False |
False |
569,532 |
| 40 |
124-202 |
123-040 |
1-162 |
1.2% |
0-069 |
0.2% |
88% |
False |
False |
481,443 |
| 60 |
124-202 |
123-020 |
1-182 |
1.3% |
0-060 |
0.2% |
88% |
False |
False |
322,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-042 |
|
2.618 |
124-285 |
|
1.618 |
124-238 |
|
1.000 |
124-209 |
|
0.618 |
124-191 |
|
HIGH |
124-162 |
|
0.618 |
124-144 |
|
0.500 |
124-138 |
|
0.382 |
124-133 |
|
LOW |
124-115 |
|
0.618 |
124-086 |
|
1.000 |
124-068 |
|
1.618 |
124-039 |
|
2.618 |
123-312 |
|
4.250 |
123-235 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-141 |
124-158 |
| PP |
124-140 |
124-153 |
| S1 |
124-138 |
124-148 |
|