ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
124-150 |
124-135 |
-0-015 |
0.0% |
124-160 |
| High |
124-207 |
124-165 |
-0-042 |
-0.1% |
124-187 |
| Low |
124-132 |
124-120 |
-0-012 |
0.0% |
124-115 |
| Close |
124-140 |
124-157 |
0-017 |
0.0% |
124-127 |
| Range |
0-075 |
0-045 |
-0-030 |
-40.0% |
0-072 |
| ATR |
0-063 |
0-062 |
-0-001 |
-2.0% |
0-000 |
| Volume |
666,649 |
449,338 |
-217,311 |
-32.6% |
2,539,686 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-282 |
124-265 |
124-182 |
|
| R3 |
124-237 |
124-220 |
124-169 |
|
| R2 |
124-192 |
124-192 |
124-165 |
|
| R1 |
124-175 |
124-175 |
124-161 |
124-184 |
| PP |
124-147 |
124-147 |
124-147 |
124-152 |
| S1 |
124-130 |
124-130 |
124-153 |
124-138 |
| S2 |
124-102 |
124-102 |
124-149 |
|
| S3 |
124-057 |
124-085 |
124-145 |
|
| S4 |
124-012 |
124-040 |
124-132 |
|
|
| 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 |
124-207 |
124-100 |
0-107 |
0.3% |
0-051 |
0.1% |
53% |
False |
False |
507,931 |
| 10 |
124-207 |
124-070 |
0-137 |
0.3% |
0-052 |
0.1% |
64% |
False |
False |
501,157 |
| 20 |
124-207 |
123-295 |
0-232 |
0.6% |
0-064 |
0.2% |
78% |
False |
False |
534,662 |
| 40 |
124-207 |
123-060 |
1-147 |
1.2% |
0-066 |
0.2% |
89% |
False |
False |
560,207 |
| 60 |
124-207 |
123-040 |
1-167 |
1.2% |
0-064 |
0.2% |
90% |
False |
False |
414,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-036 |
|
2.618 |
124-283 |
|
1.618 |
124-238 |
|
1.000 |
124-210 |
|
0.618 |
124-193 |
|
HIGH |
124-165 |
|
0.618 |
124-148 |
|
0.500 |
124-142 |
|
0.382 |
124-137 |
|
LOW |
124-120 |
|
0.618 |
124-092 |
|
1.000 |
124-075 |
|
1.618 |
124-047 |
|
2.618 |
124-002 |
|
4.250 |
123-249 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-152 |
124-156 |
| PP |
124-147 |
124-155 |
| S1 |
124-142 |
124-154 |
|