ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
123-282 |
123-290 |
0-008 |
0.0% |
124-125 |
| High |
123-300 |
124-000 |
0-020 |
0.1% |
124-147 |
| Low |
123-222 |
123-277 |
0-055 |
0.1% |
123-222 |
| Close |
123-285 |
123-290 |
0-005 |
0.0% |
123-285 |
| Range |
0-078 |
0-043 |
-0-035 |
-44.9% |
0-245 |
| ATR |
0-072 |
0-070 |
-0-002 |
-2.9% |
0-000 |
| Volume |
721,395 |
360,774 |
-360,621 |
-50.0% |
2,124,327 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-105 |
124-080 |
123-314 |
|
| R3 |
124-062 |
124-037 |
123-302 |
|
| R2 |
124-019 |
124-019 |
123-298 |
|
| R1 |
123-314 |
123-314 |
123-294 |
123-312 |
| PP |
123-296 |
123-296 |
123-296 |
123-294 |
| S1 |
123-271 |
123-271 |
123-286 |
123-268 |
| S2 |
123-253 |
123-253 |
123-282 |
|
| S3 |
123-210 |
123-228 |
123-278 |
|
| S4 |
123-167 |
123-185 |
123-266 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-100 |
125-277 |
124-100 |
|
| R3 |
125-175 |
125-032 |
124-032 |
|
| R2 |
124-250 |
124-250 |
124-010 |
|
| R1 |
124-107 |
124-107 |
123-307 |
124-056 |
| PP |
124-005 |
124-005 |
124-005 |
123-299 |
| S1 |
123-182 |
123-182 |
123-263 |
123-131 |
| S2 |
123-080 |
123-080 |
123-240 |
|
| S3 |
122-155 |
122-257 |
123-218 |
|
| S4 |
121-230 |
122-012 |
123-150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-147 |
123-222 |
0-245 |
0.6% |
0-082 |
0.2% |
28% |
False |
False |
497,020 |
| 10 |
124-147 |
123-222 |
0-245 |
0.6% |
0-074 |
0.2% |
28% |
False |
False |
372,442 |
| 20 |
124-265 |
123-222 |
1-043 |
0.9% |
0-069 |
0.2% |
19% |
False |
False |
444,197 |
| 40 |
124-265 |
123-222 |
1-043 |
0.9% |
0-056 |
0.1% |
19% |
False |
False |
344,312 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-049 |
0.1% |
31% |
False |
False |
229,641 |
| 80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-037 |
0.1% |
31% |
False |
False |
172,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-183 |
|
2.618 |
124-113 |
|
1.618 |
124-070 |
|
1.000 |
124-043 |
|
0.618 |
124-027 |
|
HIGH |
124-000 |
|
0.618 |
123-304 |
|
0.500 |
123-298 |
|
0.382 |
123-293 |
|
LOW |
123-277 |
|
0.618 |
123-250 |
|
1.000 |
123-234 |
|
1.618 |
123-207 |
|
2.618 |
123-164 |
|
4.250 |
123-094 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
123-298 |
123-308 |
| PP |
123-296 |
123-302 |
| S1 |
123-293 |
123-296 |
|