ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-060 |
124-032 |
-0-028 |
-0.1% |
123-265 |
| High |
124-067 |
124-115 |
0-048 |
0.1% |
124-087 |
| Low |
124-015 |
124-007 |
-0-008 |
0.0% |
123-215 |
| Close |
124-032 |
124-100 |
0-068 |
0.2% |
124-017 |
| Range |
0-052 |
0-108 |
0-056 |
107.7% |
0-192 |
| ATR |
0-072 |
0-075 |
0-003 |
3.6% |
0-000 |
| Volume |
415,312 |
604,749 |
189,437 |
45.6% |
2,546,112 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-078 |
125-037 |
124-159 |
|
| R3 |
124-290 |
124-249 |
124-130 |
|
| R2 |
124-182 |
124-182 |
124-120 |
|
| R1 |
124-141 |
124-141 |
124-110 |
124-162 |
| PP |
124-074 |
124-074 |
124-074 |
124-084 |
| S1 |
124-033 |
124-033 |
124-090 |
124-054 |
| S2 |
123-286 |
123-286 |
124-080 |
|
| S3 |
123-178 |
123-245 |
124-070 |
|
| S4 |
123-070 |
123-137 |
124-041 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-256 |
125-168 |
124-123 |
|
| R3 |
125-064 |
124-296 |
124-070 |
|
| R2 |
124-192 |
124-192 |
124-052 |
|
| R1 |
124-104 |
124-104 |
124-035 |
124-148 |
| PP |
124-000 |
124-000 |
124-000 |
124-022 |
| S1 |
123-232 |
123-232 |
123-319 |
123-276 |
| S2 |
123-128 |
123-128 |
123-302 |
|
| S3 |
122-256 |
123-040 |
123-284 |
|
| S4 |
122-064 |
122-168 |
123-231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-115 |
123-295 |
0-140 |
0.4% |
0-085 |
0.2% |
89% |
True |
False |
553,513 |
| 10 |
124-115 |
123-215 |
0-220 |
0.6% |
0-076 |
0.2% |
93% |
True |
False |
554,608 |
| 20 |
124-115 |
123-060 |
1-055 |
0.9% |
0-077 |
0.2% |
96% |
True |
False |
568,503 |
| 40 |
124-115 |
123-040 |
1-075 |
1.0% |
0-069 |
0.2% |
96% |
True |
False |
423,377 |
| 60 |
124-115 |
123-020 |
1-095 |
1.0% |
0-056 |
0.1% |
96% |
True |
False |
282,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-254 |
|
2.618 |
125-078 |
|
1.618 |
124-290 |
|
1.000 |
124-223 |
|
0.618 |
124-182 |
|
HIGH |
124-115 |
|
0.618 |
124-074 |
|
0.500 |
124-061 |
|
0.382 |
124-048 |
|
LOW |
124-007 |
|
0.618 |
123-260 |
|
1.000 |
123-219 |
|
1.618 |
123-152 |
|
2.618 |
123-044 |
|
4.250 |
122-188 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-087 |
124-082 |
| PP |
124-074 |
124-063 |
| S1 |
124-061 |
124-045 |
|