ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-087 |
124-100 |
0-013 |
0.0% |
124-145 |
| High |
124-120 |
124-165 |
0-045 |
0.1% |
124-165 |
| Low |
124-070 |
124-097 |
0-027 |
0.1% |
124-070 |
| Close |
124-100 |
124-155 |
0-055 |
0.1% |
124-155 |
| Range |
0-050 |
0-068 |
0-018 |
36.0% |
0-095 |
| ATR |
0-070 |
0-070 |
0-000 |
-0.2% |
0-000 |
| Volume |
490,246 |
431,566 |
-58,680 |
-12.0% |
2,405,138 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-023 |
124-317 |
124-192 |
|
| R3 |
124-275 |
124-249 |
124-174 |
|
| R2 |
124-207 |
124-207 |
124-167 |
|
| R1 |
124-181 |
124-181 |
124-161 |
124-194 |
| PP |
124-139 |
124-139 |
124-139 |
124-146 |
| S1 |
124-113 |
124-113 |
124-149 |
124-126 |
| S2 |
124-071 |
124-071 |
124-143 |
|
| S3 |
124-003 |
124-045 |
124-136 |
|
| S4 |
123-255 |
123-297 |
124-118 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-095 |
125-060 |
124-207 |
|
| R3 |
125-000 |
124-285 |
124-181 |
|
| R2 |
124-225 |
124-225 |
124-172 |
|
| R1 |
124-190 |
124-190 |
124-164 |
124-208 |
| PP |
124-130 |
124-130 |
124-130 |
124-139 |
| S1 |
124-095 |
124-095 |
124-146 |
124-112 |
| S2 |
124-035 |
124-035 |
124-138 |
|
| S3 |
123-260 |
124-000 |
124-129 |
|
| S4 |
123-165 |
123-225 |
124-103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-165 |
124-070 |
0-095 |
0.2% |
0-057 |
0.1% |
89% |
True |
False |
481,027 |
| 10 |
124-202 |
123-295 |
0-227 |
0.6% |
0-070 |
0.2% |
79% |
False |
False |
522,277 |
| 20 |
124-202 |
123-120 |
1-082 |
1.0% |
0-074 |
0.2% |
88% |
False |
False |
562,914 |
| 40 |
124-202 |
123-050 |
1-152 |
1.2% |
0-071 |
0.2% |
90% |
False |
False |
517,822 |
| 60 |
124-202 |
123-020 |
1-182 |
1.3% |
0-063 |
0.2% |
91% |
False |
False |
346,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-134 |
|
2.618 |
125-023 |
|
1.618 |
124-275 |
|
1.000 |
124-233 |
|
0.618 |
124-207 |
|
HIGH |
124-165 |
|
0.618 |
124-139 |
|
0.500 |
124-131 |
|
0.382 |
124-123 |
|
LOW |
124-097 |
|
0.618 |
124-055 |
|
1.000 |
124-029 |
|
1.618 |
123-307 |
|
2.618 |
123-239 |
|
4.250 |
123-128 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-147 |
124-142 |
| PP |
124-139 |
124-130 |
| S1 |
124-131 |
124-118 |
|