ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
124-125 |
124-020 |
-0-105 |
-0.3% |
124-045 |
| High |
124-147 |
124-075 |
-0-072 |
-0.2% |
124-145 |
| Low |
124-042 |
124-007 |
-0-035 |
-0.1% |
124-030 |
| Close |
124-132 |
124-060 |
-0-072 |
-0.2% |
124-127 |
| Range |
0-105 |
0-068 |
-0-037 |
-35.2% |
0-115 |
| ATR |
0-064 |
0-068 |
0-004 |
6.9% |
0-000 |
| Volume |
254,069 |
474,143 |
220,074 |
86.6% |
827,061 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-251 |
124-224 |
124-097 |
|
| R3 |
124-183 |
124-156 |
124-079 |
|
| R2 |
124-115 |
124-115 |
124-072 |
|
| R1 |
124-088 |
124-088 |
124-066 |
124-102 |
| PP |
124-047 |
124-047 |
124-047 |
124-054 |
| S1 |
124-020 |
124-020 |
124-054 |
124-034 |
| S2 |
123-299 |
123-299 |
124-048 |
|
| S3 |
123-231 |
123-272 |
124-041 |
|
| S4 |
123-163 |
123-204 |
124-023 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-126 |
125-081 |
124-190 |
|
| R3 |
125-011 |
124-286 |
124-159 |
|
| R2 |
124-216 |
124-216 |
124-148 |
|
| R1 |
124-171 |
124-171 |
124-138 |
124-194 |
| PP |
124-101 |
124-101 |
124-101 |
124-112 |
| S1 |
124-056 |
124-056 |
124-116 |
124-078 |
| S2 |
123-306 |
123-306 |
124-106 |
|
| S3 |
123-191 |
123-261 |
124-095 |
|
| S4 |
123-076 |
123-146 |
124-064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-147 |
124-007 |
0-140 |
0.4% |
0-075 |
0.2% |
38% |
False |
True |
294,952 |
| 10 |
124-147 |
123-302 |
0-165 |
0.4% |
0-070 |
0.2% |
47% |
False |
False |
377,409 |
| 20 |
124-265 |
123-302 |
0-283 |
0.7% |
0-064 |
0.2% |
28% |
False |
False |
412,687 |
| 40 |
124-265 |
123-290 |
0-295 |
0.7% |
0-055 |
0.1% |
31% |
False |
False |
300,474 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-046 |
0.1% |
52% |
False |
False |
200,360 |
| 80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-035 |
0.1% |
52% |
False |
False |
150,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-044 |
|
2.618 |
124-253 |
|
1.618 |
124-185 |
|
1.000 |
124-143 |
|
0.618 |
124-117 |
|
HIGH |
124-075 |
|
0.618 |
124-049 |
|
0.500 |
124-041 |
|
0.382 |
124-033 |
|
LOW |
124-007 |
|
0.618 |
123-285 |
|
1.000 |
123-259 |
|
1.618 |
123-217 |
|
2.618 |
123-149 |
|
4.250 |
123-038 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-054 |
124-077 |
| PP |
124-047 |
124-071 |
| S1 |
124-041 |
124-066 |
|