ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
124-095 |
124-067 |
-0-028 |
-0.1% |
124-002 |
| High |
124-105 |
124-072 |
-0-033 |
-0.1% |
124-167 |
| Low |
124-055 |
123-305 |
-0-070 |
-0.2% |
123-295 |
| Close |
124-062 |
123-310 |
-0-072 |
-0.2% |
124-145 |
| Range |
0-050 |
0-087 |
0-037 |
74.0% |
0-192 |
| ATR |
0-066 |
0-068 |
0-001 |
2.3% |
0-000 |
| Volume |
43,887 |
21,974 |
-21,913 |
-49.9% |
4,875,157 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-277 |
124-220 |
124-038 |
|
| R3 |
124-190 |
124-133 |
124-014 |
|
| R2 |
124-103 |
124-103 |
124-006 |
|
| R1 |
124-046 |
124-046 |
123-318 |
124-031 |
| PP |
124-016 |
124-016 |
124-016 |
124-008 |
| S1 |
123-279 |
123-279 |
123-302 |
123-264 |
| S2 |
123-249 |
123-249 |
123-294 |
|
| S3 |
123-162 |
123-192 |
123-286 |
|
| S4 |
123-075 |
123-105 |
123-262 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-032 |
125-280 |
124-251 |
|
| R3 |
125-160 |
125-088 |
124-198 |
|
| R2 |
124-288 |
124-288 |
124-180 |
|
| R1 |
124-216 |
124-216 |
124-163 |
124-252 |
| PP |
124-096 |
124-096 |
124-096 |
124-114 |
| S1 |
124-024 |
124-024 |
124-127 |
124-060 |
| S2 |
123-224 |
123-224 |
124-110 |
|
| S3 |
123-032 |
123-152 |
124-092 |
|
| S4 |
122-160 |
122-280 |
124-039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-172 |
123-305 |
0-187 |
0.5% |
0-056 |
0.1% |
3% |
False |
True |
75,909 |
| 10 |
124-172 |
123-285 |
0-207 |
0.5% |
0-062 |
0.2% |
12% |
False |
False |
598,729 |
| 20 |
124-172 |
123-192 |
0-300 |
0.8% |
0-065 |
0.2% |
39% |
False |
False |
593,684 |
| 40 |
124-172 |
123-162 |
1-010 |
0.8% |
0-072 |
0.2% |
45% |
False |
False |
609,376 |
| 60 |
124-257 |
123-162 |
1-095 |
1.0% |
0-071 |
0.2% |
36% |
False |
False |
553,207 |
| 80 |
124-265 |
123-162 |
1-103 |
1.1% |
0-064 |
0.2% |
35% |
False |
False |
482,133 |
| 100 |
124-265 |
123-160 |
1-105 |
1.1% |
0-059 |
0.1% |
35% |
False |
False |
385,813 |
| 120 |
124-265 |
123-160 |
1-105 |
1.1% |
0-049 |
0.1% |
35% |
False |
False |
321,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-122 |
|
2.618 |
124-300 |
|
1.618 |
124-213 |
|
1.000 |
124-159 |
|
0.618 |
124-126 |
|
HIGH |
124-072 |
|
0.618 |
124-039 |
|
0.500 |
124-028 |
|
0.382 |
124-018 |
|
LOW |
123-305 |
|
0.618 |
123-251 |
|
1.000 |
123-218 |
|
1.618 |
123-164 |
|
2.618 |
123-077 |
|
4.250 |
122-255 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-028 |
124-058 |
| PP |
124-016 |
124-036 |
| S1 |
124-003 |
124-013 |
|