ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
123-307 |
124-002 |
0-015 |
0.0% |
123-257 |
| High |
124-012 |
124-117 |
0-105 |
0.3% |
124-020 |
| Low |
123-285 |
123-295 |
0-010 |
0.0% |
123-217 |
| Close |
124-010 |
124-087 |
0-077 |
0.2% |
124-010 |
| Range |
0-047 |
0-142 |
0-095 |
202.1% |
0-123 |
| ATR |
0-072 |
0-077 |
0-005 |
6.9% |
0-000 |
| Volume |
869,369 |
1,598,205 |
728,836 |
83.8% |
2,900,053 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-166 |
125-108 |
124-165 |
|
| R3 |
125-024 |
124-286 |
124-126 |
|
| R2 |
124-202 |
124-202 |
124-113 |
|
| R1 |
124-144 |
124-144 |
124-100 |
124-173 |
| PP |
124-060 |
124-060 |
124-060 |
124-074 |
| S1 |
124-002 |
124-002 |
124-074 |
124-031 |
| S2 |
123-238 |
123-238 |
124-061 |
|
| S3 |
123-096 |
123-180 |
124-048 |
|
| S4 |
122-274 |
123-038 |
124-009 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-025 |
124-300 |
124-078 |
|
| R3 |
124-222 |
124-177 |
124-044 |
|
| R2 |
124-099 |
124-099 |
124-033 |
|
| R1 |
124-054 |
124-054 |
124-021 |
124-076 |
| PP |
123-296 |
123-296 |
123-296 |
123-307 |
| S1 |
123-251 |
123-251 |
123-319 |
123-274 |
| S2 |
123-173 |
123-173 |
123-307 |
|
| S3 |
123-050 |
123-128 |
123-296 |
|
| S4 |
122-247 |
123-005 |
123-262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-117 |
123-217 |
0-220 |
0.6% |
0-076 |
0.2% |
86% |
True |
False |
899,651 |
| 10 |
124-117 |
123-192 |
0-245 |
0.6% |
0-072 |
0.2% |
88% |
True |
False |
724,950 |
| 20 |
124-117 |
123-162 |
0-275 |
0.7% |
0-079 |
0.2% |
89% |
True |
False |
726,613 |
| 40 |
124-147 |
123-162 |
0-305 |
0.8% |
0-077 |
0.2% |
80% |
False |
False |
610,148 |
| 60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-070 |
0.2% |
58% |
False |
False |
562,583 |
| 80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-064 |
0.2% |
58% |
False |
False |
438,251 |
| 100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-055 |
0.1% |
58% |
False |
False |
350,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-080 |
|
2.618 |
125-169 |
|
1.618 |
125-027 |
|
1.000 |
124-259 |
|
0.618 |
124-205 |
|
HIGH |
124-117 |
|
0.618 |
124-063 |
|
0.500 |
124-046 |
|
0.382 |
124-029 |
|
LOW |
123-295 |
|
0.618 |
123-207 |
|
1.000 |
123-153 |
|
1.618 |
123-065 |
|
2.618 |
122-243 |
|
4.250 |
122-012 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-073 |
124-068 |
| PP |
124-060 |
124-048 |
| S1 |
124-046 |
124-028 |
|