ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-100 |
124-160 |
0-060 |
0.2% |
124-145 |
| High |
124-165 |
124-187 |
0-022 |
0.1% |
124-165 |
| Low |
124-097 |
124-140 |
0-043 |
0.1% |
124-070 |
| Close |
124-155 |
124-157 |
0-002 |
0.0% |
124-155 |
| Range |
0-068 |
0-047 |
-0-021 |
-30.9% |
0-095 |
| ATR |
0-070 |
0-068 |
-0-002 |
-2.3% |
0-000 |
| Volume |
431,566 |
547,599 |
116,033 |
26.9% |
2,405,138 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-302 |
124-277 |
124-183 |
|
| R3 |
124-255 |
124-230 |
124-170 |
|
| R2 |
124-208 |
124-208 |
124-166 |
|
| R1 |
124-183 |
124-183 |
124-161 |
124-172 |
| PP |
124-161 |
124-161 |
124-161 |
124-156 |
| S1 |
124-136 |
124-136 |
124-153 |
124-125 |
| S2 |
124-114 |
124-114 |
124-148 |
|
| S3 |
124-067 |
124-089 |
124-144 |
|
| S4 |
124-020 |
124-042 |
124-131 |
|
|
| 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 |
124-187 |
124-070 |
0-117 |
0.3% |
0-057 |
0.1% |
74% |
True |
False |
495,687 |
| 10 |
124-202 |
124-007 |
0-195 |
0.5% |
0-065 |
0.2% |
77% |
False |
False |
540,357 |
| 20 |
124-202 |
123-215 |
0-307 |
0.8% |
0-071 |
0.2% |
85% |
False |
False |
562,612 |
| 40 |
124-202 |
123-060 |
1-142 |
1.2% |
0-070 |
0.2% |
90% |
False |
False |
531,223 |
| 60 |
124-202 |
123-020 |
1-182 |
1.3% |
0-064 |
0.2% |
91% |
False |
False |
356,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-067 |
|
2.618 |
124-310 |
|
1.618 |
124-263 |
|
1.000 |
124-234 |
|
0.618 |
124-216 |
|
HIGH |
124-187 |
|
0.618 |
124-169 |
|
0.500 |
124-164 |
|
0.382 |
124-158 |
|
LOW |
124-140 |
|
0.618 |
124-111 |
|
1.000 |
124-093 |
|
1.618 |
124-064 |
|
2.618 |
124-017 |
|
4.250 |
123-260 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-164 |
124-148 |
| PP |
124-161 |
124-138 |
| S1 |
124-159 |
124-128 |
|