ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-150 |
124-152 |
0-002 |
0.0% |
124-120 |
| High |
124-160 |
124-205 |
0-045 |
0.1% |
124-207 |
| Low |
124-127 |
124-150 |
0-023 |
0.1% |
124-100 |
| Close |
124-152 |
124-197 |
0-045 |
0.1% |
124-197 |
| Range |
0-033 |
0-055 |
0-022 |
66.7% |
0-107 |
| ATR |
0-060 |
0-059 |
0-000 |
-0.5% |
0-000 |
| Volume |
383,291 |
394,734 |
11,443 |
3.0% |
2,328,105 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-029 |
125-008 |
124-227 |
|
| R3 |
124-294 |
124-273 |
124-212 |
|
| R2 |
124-239 |
124-239 |
124-207 |
|
| R1 |
124-218 |
124-218 |
124-202 |
124-228 |
| PP |
124-184 |
124-184 |
124-184 |
124-189 |
| S1 |
124-163 |
124-163 |
124-192 |
124-174 |
| S2 |
124-129 |
124-129 |
124-187 |
|
| S3 |
124-074 |
124-108 |
124-182 |
|
| S4 |
124-019 |
124-053 |
124-167 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-169 |
125-130 |
124-256 |
|
| R3 |
125-062 |
125-023 |
124-226 |
|
| R2 |
124-275 |
124-275 |
124-217 |
|
| R1 |
124-236 |
124-236 |
124-207 |
124-256 |
| PP |
124-168 |
124-168 |
124-168 |
124-178 |
| S1 |
124-129 |
124-129 |
124-187 |
124-148 |
| S2 |
124-061 |
124-061 |
124-177 |
|
| S3 |
123-274 |
124-022 |
124-168 |
|
| S4 |
123-167 |
123-235 |
124-138 |
|
|
| 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% |
0-055 |
0.1% |
91% |
False |
False |
465,621 |
| 10 |
124-207 |
124-100 |
0-107 |
0.3% |
0-049 |
0.1% |
91% |
False |
False |
486,779 |
| 20 |
124-207 |
123-295 |
0-232 |
0.6% |
0-060 |
0.1% |
96% |
False |
False |
504,528 |
| 40 |
124-207 |
123-060 |
1-147 |
1.2% |
0-066 |
0.2% |
98% |
False |
False |
538,390 |
| 60 |
124-207 |
123-040 |
1-167 |
1.2% |
0-065 |
0.2% |
98% |
False |
False |
427,816 |
| 80 |
124-207 |
123-020 |
1-187 |
1.3% |
0-054 |
0.1% |
98% |
False |
False |
321,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-119 |
|
2.618 |
125-029 |
|
1.618 |
124-294 |
|
1.000 |
124-260 |
|
0.618 |
124-239 |
|
HIGH |
124-205 |
|
0.618 |
124-184 |
|
0.500 |
124-178 |
|
0.382 |
124-171 |
|
LOW |
124-150 |
|
0.618 |
124-116 |
|
1.000 |
124-095 |
|
1.618 |
124-061 |
|
2.618 |
124-006 |
|
4.250 |
123-236 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-190 |
124-186 |
| PP |
124-184 |
124-174 |
| S1 |
124-178 |
124-162 |
|