ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-172 |
124-142 |
-0-030 |
-0.1% |
124-145 |
| High |
124-185 |
124-177 |
-0-008 |
0.0% |
124-165 |
| Low |
124-127 |
124-130 |
0-003 |
0.0% |
124-070 |
| Close |
124-145 |
124-142 |
-0-003 |
0.0% |
124-155 |
| Range |
0-058 |
0-047 |
-0-011 |
-19.0% |
0-095 |
| ATR |
0-068 |
0-066 |
-0-001 |
-2.2% |
0-000 |
| Volume |
456,632 |
545,877 |
89,245 |
19.5% |
2,405,138 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-291 |
124-263 |
124-168 |
|
| R3 |
124-244 |
124-216 |
124-155 |
|
| R2 |
124-197 |
124-197 |
124-151 |
|
| R1 |
124-169 |
124-169 |
124-146 |
124-166 |
| PP |
124-150 |
124-150 |
124-150 |
124-148 |
| S1 |
124-122 |
124-122 |
124-138 |
124-118 |
| S2 |
124-103 |
124-103 |
124-133 |
|
| S3 |
124-056 |
124-075 |
124-129 |
|
| S4 |
124-009 |
124-028 |
124-116 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-095 |
125-060 |
124-207 |
|
| R3 |
125-000 |
124-285 |
124-181 |
|
| R2 |
124-225 |
124-225 |
124-172 |
|
| R1 |
124-190 |
124-190 |
124-164 |
124-208 |
| PP |
124-130 |
124-130 |
124-130 |
124-139 |
| S1 |
124-095 |
124-095 |
124-146 |
124-112 |
| S2 |
124-035 |
124-035 |
124-138 |
|
| S3 |
123-260 |
124-000 |
124-129 |
|
| S4 |
123-165 |
123-225 |
124-103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-187 |
124-070 |
0-117 |
0.3% |
0-054 |
0.1% |
62% |
False |
False |
494,384 |
| 10 |
124-202 |
124-070 |
0-132 |
0.3% |
0-060 |
0.1% |
55% |
False |
False |
538,602 |
| 20 |
124-202 |
123-215 |
0-307 |
0.8% |
0-068 |
0.2% |
80% |
False |
False |
546,605 |
| 40 |
124-202 |
123-060 |
1-142 |
1.2% |
0-070 |
0.2% |
87% |
False |
False |
555,743 |
| 60 |
124-202 |
123-020 |
1-182 |
1.3% |
0-065 |
0.2% |
88% |
False |
False |
372,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-057 |
|
2.618 |
124-300 |
|
1.618 |
124-253 |
|
1.000 |
124-224 |
|
0.618 |
124-206 |
|
HIGH |
124-177 |
|
0.618 |
124-159 |
|
0.500 |
124-154 |
|
0.382 |
124-148 |
|
LOW |
124-130 |
|
0.618 |
124-101 |
|
1.000 |
124-083 |
|
1.618 |
124-054 |
|
2.618 |
124-007 |
|
4.250 |
123-250 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-154 |
124-157 |
| PP |
124-150 |
124-152 |
| S1 |
124-146 |
124-147 |
|