ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
124-102 |
124-100 |
-0-002 |
0.0% |
123-257 |
| High |
124-145 |
124-142 |
-0-003 |
0.0% |
124-020 |
| Low |
124-095 |
124-095 |
0-000 |
0.0% |
123-217 |
| Close |
124-102 |
124-120 |
0-018 |
0.0% |
124-010 |
| Range |
0-050 |
0-047 |
-0-003 |
-6.0% |
0-123 |
| ATR |
0-074 |
0-072 |
-0-002 |
-2.6% |
0-000 |
| Volume |
1,096,628 |
279,533 |
-817,095 |
-74.5% |
2,900,053 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-260 |
124-237 |
124-146 |
|
| R3 |
124-213 |
124-190 |
124-133 |
|
| R2 |
124-166 |
124-166 |
124-129 |
|
| R1 |
124-143 |
124-143 |
124-124 |
124-154 |
| PP |
124-119 |
124-119 |
124-119 |
124-125 |
| S1 |
124-096 |
124-096 |
124-116 |
124-108 |
| S2 |
124-072 |
124-072 |
124-111 |
|
| S3 |
124-025 |
124-049 |
124-107 |
|
| S4 |
123-298 |
124-002 |
124-094 |
|
|
| 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 |
124-145 |
123-285 |
0-180 |
0.5% |
0-069 |
0.2% |
86% |
False |
False |
1,121,550 |
| 10 |
124-145 |
123-195 |
0-270 |
0.7% |
0-070 |
0.2% |
91% |
False |
False |
889,763 |
| 20 |
124-145 |
123-182 |
0-283 |
0.7% |
0-075 |
0.2% |
91% |
False |
False |
765,339 |
| 40 |
124-145 |
123-162 |
0-303 |
0.8% |
0-074 |
0.2% |
92% |
False |
False |
666,358 |
| 60 |
124-265 |
123-162 |
1-103 |
1.1% |
0-070 |
0.2% |
66% |
False |
False |
580,467 |
| 80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-064 |
0.2% |
66% |
False |
False |
477,495 |
| 100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-056 |
0.1% |
66% |
False |
False |
382,018 |
| 120 |
124-265 |
123-160 |
1-105 |
1.1% |
0-047 |
0.1% |
66% |
False |
False |
318,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-022 |
|
2.618 |
124-265 |
|
1.618 |
124-218 |
|
1.000 |
124-189 |
|
0.618 |
124-171 |
|
HIGH |
124-142 |
|
0.618 |
124-124 |
|
0.500 |
124-118 |
|
0.382 |
124-113 |
|
LOW |
124-095 |
|
0.618 |
124-066 |
|
1.000 |
124-048 |
|
1.618 |
124-019 |
|
2.618 |
123-292 |
|
4.250 |
123-215 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-120 |
124-118 |
| PP |
124-119 |
124-117 |
| S1 |
124-118 |
124-115 |
|