ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-135 |
124-120 |
-0-015 |
0.0% |
124-160 |
| High |
124-145 |
124-165 |
0-020 |
0.1% |
124-187 |
| Low |
124-115 |
124-100 |
-0-015 |
0.0% |
124-115 |
| Close |
124-127 |
124-147 |
0-020 |
0.1% |
124-127 |
| Range |
0-030 |
0-065 |
0-035 |
116.7% |
0-072 |
| ATR |
0-062 |
0-062 |
0-000 |
0.4% |
0-000 |
| Volume |
417,320 |
434,093 |
16,773 |
4.0% |
2,539,686 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-012 |
124-305 |
124-183 |
|
| R3 |
124-267 |
124-240 |
124-165 |
|
| R2 |
124-202 |
124-202 |
124-159 |
|
| R1 |
124-175 |
124-175 |
124-153 |
124-188 |
| PP |
124-137 |
124-137 |
124-137 |
124-144 |
| S1 |
124-110 |
124-110 |
124-141 |
124-124 |
| S2 |
124-072 |
124-072 |
124-135 |
|
| S3 |
124-007 |
124-045 |
124-129 |
|
| S4 |
123-262 |
123-300 |
124-111 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-039 |
124-315 |
124-167 |
|
| R3 |
124-287 |
124-243 |
124-147 |
|
| R2 |
124-215 |
124-215 |
124-140 |
|
| R1 |
124-171 |
124-171 |
124-134 |
124-157 |
| PP |
124-143 |
124-143 |
124-143 |
124-136 |
| S1 |
124-099 |
124-099 |
124-120 |
124-085 |
| S2 |
124-071 |
124-071 |
124-114 |
|
| S3 |
123-319 |
124-027 |
124-107 |
|
| S4 |
123-247 |
123-275 |
124-087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-185 |
124-100 |
0-085 |
0.2% |
0-048 |
0.1% |
55% |
False |
True |
485,236 |
| 10 |
124-187 |
124-070 |
0-117 |
0.3% |
0-052 |
0.1% |
66% |
False |
False |
490,461 |
| 20 |
124-202 |
123-215 |
0-307 |
0.8% |
0-065 |
0.2% |
82% |
False |
False |
537,133 |
| 40 |
124-202 |
123-060 |
1-142 |
1.2% |
0-068 |
0.2% |
88% |
False |
False |
580,374 |
| 60 |
124-202 |
123-020 |
1-182 |
1.3% |
0-066 |
0.2% |
89% |
False |
False |
396,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-121 |
|
2.618 |
125-015 |
|
1.618 |
124-270 |
|
1.000 |
124-230 |
|
0.618 |
124-205 |
|
HIGH |
124-165 |
|
0.618 |
124-140 |
|
0.500 |
124-132 |
|
0.382 |
124-125 |
|
LOW |
124-100 |
|
0.618 |
124-060 |
|
1.000 |
124-035 |
|
1.618 |
123-315 |
|
2.618 |
123-250 |
|
4.250 |
123-144 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-142 |
124-142 |
| PP |
124-137 |
124-137 |
| S1 |
124-132 |
124-132 |
|