ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-132 |
124-145 |
0-013 |
0.0% |
123-312 |
| High |
124-162 |
124-150 |
-0-012 |
0.0% |
124-202 |
| Low |
124-115 |
124-075 |
-0-040 |
-0.1% |
123-295 |
| Close |
124-142 |
124-087 |
-0-055 |
-0.1% |
124-167 |
| Range |
0-047 |
0-075 |
0-028 |
59.6% |
0-227 |
| ATR |
0-071 |
0-072 |
0-000 |
0.4% |
0-000 |
| Volume |
453,158 |
555,866 |
102,708 |
22.7% |
2,817,636 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-009 |
124-283 |
124-128 |
|
| R3 |
124-254 |
124-208 |
124-108 |
|
| R2 |
124-179 |
124-179 |
124-101 |
|
| R1 |
124-133 |
124-133 |
124-094 |
124-118 |
| PP |
124-104 |
124-104 |
124-104 |
124-097 |
| S1 |
124-058 |
124-058 |
124-080 |
124-044 |
| S2 |
124-029 |
124-029 |
124-073 |
|
| S3 |
123-274 |
123-303 |
124-066 |
|
| S4 |
123-199 |
123-228 |
124-046 |
|
|
| 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 |
124-075 |
0-127 |
0.3% |
0-065 |
0.2% |
9% |
False |
True |
582,820 |
| 10 |
124-202 |
123-295 |
0-227 |
0.6% |
0-075 |
0.2% |
49% |
False |
False |
568,166 |
| 20 |
124-202 |
123-087 |
1-115 |
1.1% |
0-074 |
0.2% |
74% |
False |
False |
575,488 |
| 40 |
124-202 |
123-040 |
1-162 |
1.2% |
0-070 |
0.2% |
76% |
False |
False |
495,182 |
| 60 |
124-202 |
123-020 |
1-182 |
1.3% |
0-061 |
0.2% |
77% |
False |
False |
331,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-149 |
|
2.618 |
125-026 |
|
1.618 |
124-271 |
|
1.000 |
124-225 |
|
0.618 |
124-196 |
|
HIGH |
124-150 |
|
0.618 |
124-121 |
|
0.500 |
124-112 |
|
0.382 |
124-104 |
|
LOW |
124-075 |
|
0.618 |
124-029 |
|
1.000 |
124-000 |
|
1.618 |
123-274 |
|
2.618 |
123-199 |
|
4.250 |
123-076 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-112 |
124-120 |
| PP |
124-104 |
124-109 |
| S1 |
124-096 |
124-098 |
|