ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-145 |
124-087 |
-0-058 |
-0.1% |
123-312 |
| High |
124-150 |
124-120 |
-0-030 |
-0.1% |
124-202 |
| Low |
124-075 |
124-070 |
-0-005 |
0.0% |
123-295 |
| Close |
124-087 |
124-100 |
0-013 |
0.0% |
124-167 |
| Range |
0-075 |
0-050 |
-0-025 |
-33.3% |
0-227 |
| ATR |
0-072 |
0-070 |
-0-002 |
-2.2% |
0-000 |
| Volume |
555,866 |
490,246 |
-65,620 |
-11.8% |
2,817,636 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-247 |
124-223 |
124-128 |
|
| R3 |
124-197 |
124-173 |
124-114 |
|
| R2 |
124-147 |
124-147 |
124-109 |
|
| R1 |
124-123 |
124-123 |
124-105 |
124-135 |
| PP |
124-097 |
124-097 |
124-097 |
124-102 |
| S1 |
124-073 |
124-073 |
124-095 |
124-085 |
| S2 |
124-047 |
124-047 |
124-091 |
|
| S3 |
123-317 |
124-023 |
124-086 |
|
| S4 |
123-267 |
123-293 |
124-072 |
|
|
| 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 |
124-070 |
0-132 |
0.3% |
0-060 |
0.2% |
23% |
False |
True |
536,414 |
| 10 |
124-202 |
123-295 |
0-227 |
0.6% |
0-071 |
0.2% |
55% |
False |
False |
539,740 |
| 20 |
124-202 |
123-087 |
1-115 |
1.1% |
0-073 |
0.2% |
77% |
False |
False |
571,256 |
| 40 |
124-202 |
123-040 |
1-162 |
1.2% |
0-071 |
0.2% |
79% |
False |
False |
507,339 |
| 60 |
124-202 |
123-020 |
1-182 |
1.3% |
0-062 |
0.2% |
80% |
False |
False |
339,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-012 |
|
2.618 |
124-251 |
|
1.618 |
124-201 |
|
1.000 |
124-170 |
|
0.618 |
124-151 |
|
HIGH |
124-120 |
|
0.618 |
124-101 |
|
0.500 |
124-095 |
|
0.382 |
124-089 |
|
LOW |
124-070 |
|
0.618 |
124-039 |
|
1.000 |
124-020 |
|
1.618 |
123-309 |
|
2.618 |
123-259 |
|
4.250 |
123-178 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-098 |
124-116 |
| PP |
124-097 |
124-111 |
| S1 |
124-095 |
124-105 |
|