ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-192 |
124-202 |
0-010 |
0.0% |
124-120 |
| High |
124-212 |
124-250 |
0-038 |
0.1% |
124-207 |
| Low |
124-187 |
124-197 |
0-010 |
0.0% |
124-100 |
| Close |
124-207 |
124-205 |
-0-002 |
0.0% |
124-197 |
| Range |
0-025 |
0-053 |
0-028 |
112.0% |
0-107 |
| ATR |
0-057 |
0-056 |
0-000 |
-0.5% |
0-000 |
| Volume |
307,708 |
593,180 |
285,472 |
92.8% |
2,328,105 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-056 |
125-024 |
124-234 |
|
| R3 |
125-003 |
124-291 |
124-220 |
|
| R2 |
124-270 |
124-270 |
124-215 |
|
| R1 |
124-238 |
124-238 |
124-210 |
124-254 |
| PP |
124-217 |
124-217 |
124-217 |
124-226 |
| S1 |
124-185 |
124-185 |
124-200 |
124-201 |
| S2 |
124-164 |
124-164 |
124-195 |
|
| S3 |
124-111 |
124-132 |
124-190 |
|
| S4 |
124-058 |
124-079 |
124-176 |
|
|
| 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 |
124-250 |
124-120 |
0-130 |
0.3% |
0-042 |
0.1% |
65% |
True |
False |
425,650 |
| 10 |
124-250 |
124-100 |
0-150 |
0.4% |
0-047 |
0.1% |
70% |
True |
False |
476,444 |
| 20 |
124-250 |
124-007 |
0-243 |
0.6% |
0-056 |
0.1% |
81% |
True |
False |
510,467 |
| 40 |
124-250 |
123-060 |
1-190 |
1.3% |
0-065 |
0.2% |
91% |
True |
False |
535,292 |
| 60 |
124-250 |
123-040 |
1-210 |
1.3% |
0-064 |
0.2% |
92% |
True |
False |
442,642 |
| 80 |
124-250 |
123-020 |
1-230 |
1.4% |
0-055 |
0.1% |
92% |
True |
False |
332,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-155 |
|
2.618 |
125-069 |
|
1.618 |
125-016 |
|
1.000 |
124-303 |
|
0.618 |
124-283 |
|
HIGH |
124-250 |
|
0.618 |
124-230 |
|
0.500 |
124-224 |
|
0.382 |
124-217 |
|
LOW |
124-197 |
|
0.618 |
124-164 |
|
1.000 |
124-144 |
|
1.618 |
124-111 |
|
2.618 |
124-058 |
|
4.250 |
123-292 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-224 |
124-203 |
| PP |
124-217 |
124-202 |
| S1 |
124-211 |
124-200 |
|