ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
124-002 |
124-107 |
0-105 |
0.3% |
123-257 |
| High |
124-117 |
124-142 |
0-025 |
0.1% |
124-020 |
| Low |
123-295 |
124-085 |
0-110 |
0.3% |
123-217 |
| Close |
124-087 |
124-105 |
0-018 |
0.0% |
124-010 |
| Range |
0-142 |
0-057 |
-0-085 |
-59.9% |
0-123 |
| ATR |
0-077 |
0-076 |
-0-001 |
-1.9% |
0-000 |
| Volume |
1,598,205 |
1,764,017 |
165,812 |
10.4% |
2,900,053 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-282 |
124-250 |
124-136 |
|
| R3 |
124-225 |
124-193 |
124-121 |
|
| R2 |
124-168 |
124-168 |
124-115 |
|
| R1 |
124-136 |
124-136 |
124-110 |
124-124 |
| PP |
124-111 |
124-111 |
124-111 |
124-104 |
| S1 |
124-079 |
124-079 |
124-100 |
124-066 |
| S2 |
124-054 |
124-054 |
124-095 |
|
| S3 |
123-317 |
124-022 |
124-089 |
|
| S4 |
123-260 |
123-285 |
124-074 |
|
|
| 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 |
124-142 |
123-217 |
0-245 |
0.6% |
0-077 |
0.2% |
85% |
True |
False |
1,160,402 |
| 10 |
124-142 |
123-192 |
0-270 |
0.7% |
0-073 |
0.2% |
86% |
True |
False |
867,077 |
| 20 |
124-142 |
123-167 |
0-295 |
0.7% |
0-077 |
0.2% |
87% |
True |
False |
776,608 |
| 40 |
124-147 |
123-162 |
0-305 |
0.8% |
0-076 |
0.2% |
86% |
False |
False |
644,794 |
| 60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-070 |
0.2% |
62% |
False |
False |
574,642 |
| 80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-064 |
0.2% |
62% |
False |
False |
460,301 |
| 100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-055 |
0.1% |
62% |
False |
False |
368,256 |
| 120 |
124-265 |
123-160 |
1-105 |
1.1% |
0-047 |
0.1% |
62% |
False |
False |
306,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-064 |
|
2.618 |
124-291 |
|
1.618 |
124-234 |
|
1.000 |
124-199 |
|
0.618 |
124-177 |
|
HIGH |
124-142 |
|
0.618 |
124-120 |
|
0.500 |
124-114 |
|
0.382 |
124-107 |
|
LOW |
124-085 |
|
0.618 |
124-050 |
|
1.000 |
124-028 |
|
1.618 |
123-313 |
|
2.618 |
123-256 |
|
4.250 |
123-163 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-114 |
124-088 |
| PP |
124-111 |
124-071 |
| S1 |
124-108 |
124-054 |
|