ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-032 |
124-105 |
0-073 |
0.2% |
123-265 |
| High |
124-115 |
124-162 |
0-047 |
0.1% |
124-087 |
| Low |
124-007 |
124-087 |
0-080 |
0.2% |
123-215 |
| Close |
124-100 |
124-150 |
0-050 |
0.1% |
124-017 |
| Range |
0-108 |
0-075 |
-0-033 |
-30.6% |
0-192 |
| ATR |
0-075 |
0-075 |
0-000 |
0.0% |
0-000 |
| Volume |
604,749 |
722,276 |
117,527 |
19.4% |
2,546,112 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-038 |
125-009 |
124-191 |
|
| R3 |
124-283 |
124-254 |
124-171 |
|
| R2 |
124-208 |
124-208 |
124-164 |
|
| R1 |
124-179 |
124-179 |
124-157 |
124-194 |
| PP |
124-133 |
124-133 |
124-133 |
124-140 |
| S1 |
124-104 |
124-104 |
124-143 |
124-118 |
| S2 |
124-058 |
124-058 |
124-136 |
|
| S3 |
123-303 |
124-029 |
124-129 |
|
| S4 |
123-228 |
123-274 |
124-109 |
|
|
| 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 |
124-162 |
123-295 |
0-187 |
0.5% |
0-082 |
0.2% |
94% |
True |
False |
543,065 |
| 10 |
124-162 |
123-215 |
0-267 |
0.7% |
0-076 |
0.2% |
96% |
True |
False |
562,833 |
| 20 |
124-162 |
123-060 |
1-102 |
1.1% |
0-078 |
0.2% |
97% |
True |
False |
581,302 |
| 40 |
124-162 |
123-040 |
1-122 |
1.1% |
0-070 |
0.2% |
97% |
True |
False |
441,363 |
| 60 |
124-162 |
123-020 |
1-142 |
1.2% |
0-057 |
0.1% |
97% |
True |
False |
295,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-161 |
|
2.618 |
125-038 |
|
1.618 |
124-283 |
|
1.000 |
124-237 |
|
0.618 |
124-208 |
|
HIGH |
124-162 |
|
0.618 |
124-133 |
|
0.500 |
124-124 |
|
0.382 |
124-116 |
|
LOW |
124-087 |
|
0.618 |
124-041 |
|
1.000 |
124-012 |
|
1.618 |
123-286 |
|
2.618 |
123-211 |
|
4.250 |
123-088 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-142 |
124-128 |
| PP |
124-133 |
124-106 |
| S1 |
124-124 |
124-084 |
|