ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-120 |
124-150 |
0-030 |
0.1% |
124-160 |
| High |
124-165 |
124-207 |
0-042 |
0.1% |
124-187 |
| Low |
124-100 |
124-132 |
0-032 |
0.1% |
124-115 |
| Close |
124-147 |
124-140 |
-0-007 |
0.0% |
124-127 |
| Range |
0-065 |
0-075 |
0-010 |
15.4% |
0-072 |
| ATR |
0-062 |
0-063 |
0-001 |
1.5% |
0-000 |
| Volume |
434,093 |
666,649 |
232,556 |
53.6% |
2,539,686 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-065 |
125-017 |
124-181 |
|
| R3 |
124-310 |
124-262 |
124-161 |
|
| R2 |
124-235 |
124-235 |
124-154 |
|
| R1 |
124-187 |
124-187 |
124-147 |
124-174 |
| PP |
124-160 |
124-160 |
124-160 |
124-153 |
| S1 |
124-112 |
124-112 |
124-133 |
124-098 |
| S2 |
124-085 |
124-085 |
124-126 |
|
| S3 |
124-010 |
124-037 |
124-119 |
|
| S4 |
123-255 |
123-282 |
124-099 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-039 |
124-315 |
124-167 |
|
| R3 |
124-287 |
124-243 |
124-147 |
|
| R2 |
124-215 |
124-215 |
124-140 |
|
| R1 |
124-171 |
124-171 |
124-134 |
124-157 |
| PP |
124-143 |
124-143 |
124-143 |
124-136 |
| S1 |
124-099 |
124-099 |
124-120 |
124-085 |
| S2 |
124-071 |
124-071 |
124-114 |
|
| S3 |
123-319 |
124-027 |
124-107 |
|
| S4 |
123-247 |
123-275 |
124-087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-207 |
124-100 |
0-107 |
0.3% |
0-051 |
0.1% |
37% |
True |
False |
527,239 |
| 10 |
124-207 |
124-070 |
0-137 |
0.3% |
0-055 |
0.1% |
51% |
True |
False |
511,810 |
| 20 |
124-207 |
123-245 |
0-282 |
0.7% |
0-065 |
0.2% |
76% |
True |
False |
541,924 |
| 40 |
124-207 |
123-060 |
1-147 |
1.2% |
0-067 |
0.2% |
86% |
True |
False |
577,332 |
| 60 |
124-207 |
123-020 |
1-187 |
1.3% |
0-065 |
0.2% |
87% |
True |
False |
407,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-206 |
|
2.618 |
125-083 |
|
1.618 |
125-008 |
|
1.000 |
124-282 |
|
0.618 |
124-253 |
|
HIGH |
124-207 |
|
0.618 |
124-178 |
|
0.500 |
124-170 |
|
0.382 |
124-161 |
|
LOW |
124-132 |
|
0.618 |
124-086 |
|
1.000 |
124-057 |
|
1.618 |
124-011 |
|
2.618 |
123-256 |
|
4.250 |
123-133 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-170 |
124-154 |
| PP |
124-160 |
124-149 |
| S1 |
124-150 |
124-144 |
|