ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-105 |
124-145 |
0-040 |
0.1% |
123-312 |
| High |
124-162 |
124-202 |
0-040 |
0.1% |
124-202 |
| Low |
124-087 |
124-117 |
0-030 |
0.1% |
123-295 |
| Close |
124-150 |
124-167 |
0-017 |
0.0% |
124-167 |
| Range |
0-075 |
0-085 |
0-010 |
13.3% |
0-227 |
| ATR |
0-075 |
0-075 |
0-001 |
1.0% |
0-000 |
| Volume |
722,276 |
708,500 |
-13,776 |
-1.9% |
2,817,636 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-097 |
125-057 |
124-214 |
|
| R3 |
125-012 |
124-292 |
124-190 |
|
| R2 |
124-247 |
124-247 |
124-183 |
|
| R1 |
124-207 |
124-207 |
124-175 |
124-227 |
| PP |
124-162 |
124-162 |
124-162 |
124-172 |
| S1 |
124-122 |
124-122 |
124-159 |
124-142 |
| S2 |
124-077 |
124-077 |
124-151 |
|
| S3 |
123-312 |
124-037 |
124-144 |
|
| S4 |
123-227 |
123-272 |
124-120 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-156 |
126-068 |
124-292 |
|
| R3 |
125-249 |
125-161 |
124-229 |
|
| R2 |
125-022 |
125-022 |
124-209 |
|
| R1 |
124-254 |
124-254 |
124-188 |
124-298 |
| PP |
124-115 |
124-115 |
124-115 |
124-136 |
| S1 |
124-027 |
124-027 |
124-146 |
124-071 |
| S2 |
123-208 |
123-208 |
124-125 |
|
| S3 |
122-301 |
123-120 |
124-105 |
|
| S4 |
122-074 |
122-213 |
124-042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-202 |
123-295 |
0-227 |
0.6% |
0-083 |
0.2% |
85% |
True |
False |
563,527 |
| 10 |
124-202 |
123-215 |
0-307 |
0.8% |
0-080 |
0.2% |
89% |
True |
False |
579,407 |
| 20 |
124-202 |
123-060 |
1-142 |
1.2% |
0-077 |
0.2% |
92% |
True |
False |
586,402 |
| 40 |
124-202 |
123-040 |
1-162 |
1.2% |
0-070 |
0.2% |
93% |
True |
False |
458,861 |
| 60 |
124-202 |
123-020 |
1-182 |
1.3% |
0-059 |
0.1% |
93% |
True |
False |
306,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-243 |
|
2.618 |
125-105 |
|
1.618 |
125-020 |
|
1.000 |
124-287 |
|
0.618 |
124-255 |
|
HIGH |
124-202 |
|
0.618 |
124-170 |
|
0.500 |
124-160 |
|
0.382 |
124-149 |
|
LOW |
124-117 |
|
0.618 |
124-064 |
|
1.000 |
124-032 |
|
1.618 |
123-299 |
|
2.618 |
123-214 |
|
4.250 |
123-076 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-164 |
124-146 |
| PP |
124-162 |
124-125 |
| S1 |
124-160 |
124-104 |
|