ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-135 |
124-150 |
0-015 |
0.0% |
124-160 |
| High |
124-165 |
124-160 |
-0-005 |
0.0% |
124-187 |
| Low |
124-120 |
124-127 |
0-007 |
0.0% |
124-115 |
| Close |
124-157 |
124-152 |
-0-005 |
0.0% |
124-127 |
| Range |
0-045 |
0-033 |
-0-012 |
-26.7% |
0-072 |
| ATR |
0-062 |
0-060 |
-0-002 |
-3.3% |
0-000 |
| Volume |
449,338 |
383,291 |
-66,047 |
-14.7% |
2,539,686 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-245 |
124-232 |
124-170 |
|
| R3 |
124-212 |
124-199 |
124-161 |
|
| R2 |
124-179 |
124-179 |
124-158 |
|
| R1 |
124-166 |
124-166 |
124-155 |
124-172 |
| PP |
124-146 |
124-146 |
124-146 |
124-150 |
| S1 |
124-133 |
124-133 |
124-149 |
124-140 |
| S2 |
124-113 |
124-113 |
124-146 |
|
| S3 |
124-080 |
124-100 |
124-143 |
|
| S4 |
124-047 |
124-067 |
124-134 |
|
|
| 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% |
0-050 |
0.1% |
49% |
False |
False |
470,138 |
| 10 |
124-207 |
124-097 |
0-110 |
0.3% |
0-051 |
0.1% |
50% |
False |
False |
490,462 |
| 20 |
124-207 |
123-295 |
0-232 |
0.6% |
0-061 |
0.2% |
76% |
False |
False |
515,101 |
| 40 |
124-207 |
123-060 |
1-147 |
1.2% |
0-066 |
0.2% |
88% |
False |
False |
548,322 |
| 60 |
124-207 |
123-040 |
1-167 |
1.2% |
0-064 |
0.2% |
89% |
False |
False |
421,258 |
| 80 |
124-207 |
123-020 |
1-187 |
1.3% |
0-053 |
0.1% |
89% |
False |
False |
316,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-300 |
|
2.618 |
124-246 |
|
1.618 |
124-213 |
|
1.000 |
124-193 |
|
0.618 |
124-180 |
|
HIGH |
124-160 |
|
0.618 |
124-147 |
|
0.500 |
124-144 |
|
0.382 |
124-140 |
|
LOW |
124-127 |
|
0.618 |
124-107 |
|
1.000 |
124-094 |
|
1.618 |
124-074 |
|
2.618 |
124-041 |
|
4.250 |
123-307 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-149 |
124-164 |
| PP |
124-146 |
124-160 |
| S1 |
124-144 |
124-156 |
|