ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
124-072 |
124-087 |
0-015 |
0.0% |
123-290 |
| High |
124-107 |
124-105 |
-0-002 |
0.0% |
124-060 |
| Low |
124-067 |
123-312 |
-0-075 |
-0.2% |
123-277 |
| Close |
124-085 |
124-007 |
-0-078 |
-0.2% |
124-020 |
| Range |
0-040 |
0-113 |
0-073 |
182.5% |
0-103 |
| ATR |
0-064 |
0-068 |
0-003 |
5.4% |
0-000 |
| Volume |
401,980 |
665,407 |
263,427 |
65.5% |
2,490,089 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-054 |
124-303 |
124-069 |
|
| R3 |
124-261 |
124-190 |
124-038 |
|
| R2 |
124-148 |
124-148 |
124-028 |
|
| R1 |
124-077 |
124-077 |
124-017 |
124-056 |
| PP |
124-035 |
124-035 |
124-035 |
124-024 |
| S1 |
123-284 |
123-284 |
123-317 |
123-263 |
| S2 |
123-242 |
123-242 |
123-306 |
|
| S3 |
123-129 |
123-171 |
123-296 |
|
| S4 |
123-016 |
123-058 |
123-265 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-001 |
124-274 |
124-077 |
|
| R3 |
124-218 |
124-171 |
124-048 |
|
| R2 |
124-115 |
124-115 |
124-039 |
|
| R1 |
124-068 |
124-068 |
124-029 |
124-092 |
| PP |
124-012 |
124-012 |
124-012 |
124-024 |
| S1 |
123-285 |
123-285 |
124-011 |
123-308 |
| S2 |
123-229 |
123-229 |
124-001 |
|
| S3 |
123-126 |
123-182 |
123-312 |
|
| S4 |
123-023 |
123-079 |
123-283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-107 |
123-285 |
0-142 |
0.4% |
0-065 |
0.2% |
30% |
False |
False |
501,736 |
| 10 |
124-107 |
123-222 |
0-205 |
0.5% |
0-062 |
0.2% |
51% |
False |
False |
515,655 |
| 20 |
124-147 |
123-222 |
0-245 |
0.6% |
0-068 |
0.2% |
43% |
False |
False |
445,043 |
| 40 |
124-265 |
123-222 |
1-043 |
0.9% |
0-062 |
0.2% |
29% |
False |
False |
443,438 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-055 |
0.1% |
39% |
False |
False |
297,546 |
| 80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-044 |
0.1% |
39% |
False |
False |
223,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-265 |
|
2.618 |
125-081 |
|
1.618 |
124-288 |
|
1.000 |
124-218 |
|
0.618 |
124-175 |
|
HIGH |
124-105 |
|
0.618 |
124-062 |
|
0.500 |
124-048 |
|
0.382 |
124-035 |
|
LOW |
123-312 |
|
0.618 |
123-242 |
|
1.000 |
123-199 |
|
1.618 |
123-129 |
|
2.618 |
123-016 |
|
4.250 |
122-152 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-048 |
124-050 |
| PP |
124-035 |
124-035 |
| S1 |
124-021 |
124-021 |
|