ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
124-002 |
124-045 |
0-043 |
0.1% |
124-020 |
| High |
124-060 |
124-082 |
0-022 |
0.1% |
124-107 |
| Low |
123-295 |
124-012 |
0-037 |
0.1% |
123-295 |
| Close |
124-050 |
124-072 |
0-022 |
0.1% |
124-050 |
| Range |
0-085 |
0-070 |
-0-015 |
-17.6% |
0-132 |
| ATR |
0-069 |
0-069 |
0-000 |
0.1% |
0-000 |
| Volume |
376,356 |
482,898 |
106,542 |
28.3% |
2,321,424 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-265 |
124-239 |
124-110 |
|
| R3 |
124-195 |
124-169 |
124-091 |
|
| R2 |
124-125 |
124-125 |
124-085 |
|
| R1 |
124-099 |
124-099 |
124-078 |
124-112 |
| PP |
124-055 |
124-055 |
124-055 |
124-062 |
| S1 |
124-029 |
124-029 |
124-066 |
124-042 |
| S2 |
123-305 |
123-305 |
124-059 |
|
| S3 |
123-235 |
123-279 |
124-053 |
|
| S4 |
123-165 |
123-209 |
124-034 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-120 |
125-057 |
124-123 |
|
| R3 |
124-308 |
124-245 |
124-086 |
|
| R2 |
124-176 |
124-176 |
124-074 |
|
| R1 |
124-113 |
124-113 |
124-062 |
124-144 |
| PP |
124-044 |
124-044 |
124-044 |
124-060 |
| S1 |
123-301 |
123-301 |
124-038 |
124-012 |
| S2 |
123-232 |
123-232 |
124-026 |
|
| S3 |
123-100 |
123-169 |
124-014 |
|
| S4 |
122-288 |
123-037 |
123-297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-107 |
123-295 |
0-132 |
0.3% |
0-073 |
0.2% |
73% |
False |
False |
478,815 |
| 10 |
124-107 |
123-282 |
0-145 |
0.4% |
0-066 |
0.2% |
76% |
False |
False |
493,363 |
| 20 |
124-147 |
123-222 |
0-245 |
0.6% |
0-070 |
0.2% |
69% |
False |
False |
432,903 |
| 40 |
124-265 |
123-222 |
1-043 |
0.9% |
0-063 |
0.2% |
47% |
False |
False |
462,008 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-057 |
0.1% |
55% |
False |
False |
311,863 |
| 80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-046 |
0.1% |
55% |
False |
False |
233,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-060 |
|
2.618 |
124-265 |
|
1.618 |
124-195 |
|
1.000 |
124-152 |
|
0.618 |
124-125 |
|
HIGH |
124-082 |
|
0.618 |
124-055 |
|
0.500 |
124-047 |
|
0.382 |
124-039 |
|
LOW |
124-012 |
|
0.618 |
123-289 |
|
1.000 |
123-262 |
|
1.618 |
123-219 |
|
2.618 |
123-149 |
|
4.250 |
123-034 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-064 |
124-061 |
| PP |
124-055 |
124-051 |
| S1 |
124-047 |
124-040 |
|