ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-090 |
123-080 |
-0-010 |
0.0% |
123-160 |
High |
123-140 |
123-130 |
-0-010 |
0.0% |
123-170 |
Low |
123-080 |
123-060 |
-0-020 |
-0.1% |
123-040 |
Close |
123-090 |
123-120 |
0-030 |
0.1% |
123-110 |
Range |
0-060 |
0-070 |
0-010 |
16.7% |
0-130 |
ATR |
0-054 |
0-055 |
0-001 |
2.2% |
0-000 |
Volume |
11,387 |
18,438 |
7,051 |
61.9% |
44,376 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-313 |
123-287 |
123-158 |
|
R3 |
123-243 |
123-217 |
123-139 |
|
R2 |
123-173 |
123-173 |
123-133 |
|
R1 |
123-147 |
123-147 |
123-126 |
123-160 |
PP |
123-103 |
123-103 |
123-103 |
123-110 |
S1 |
123-077 |
123-077 |
123-114 |
123-090 |
S2 |
123-033 |
123-033 |
123-107 |
|
S3 |
122-283 |
123-007 |
123-101 |
|
S4 |
122-213 |
122-257 |
123-082 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-177 |
124-113 |
123-182 |
|
R3 |
124-047 |
123-303 |
123-146 |
|
R2 |
123-237 |
123-237 |
123-134 |
|
R1 |
123-173 |
123-173 |
123-122 |
123-140 |
PP |
123-107 |
123-107 |
123-107 |
123-090 |
S1 |
123-043 |
123-043 |
123-098 |
123-010 |
S2 |
122-297 |
122-297 |
123-086 |
|
S3 |
122-167 |
122-233 |
123-074 |
|
S4 |
122-037 |
122-103 |
123-038 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-108 |
2.618 |
123-313 |
1.618 |
123-243 |
1.000 |
123-200 |
0.618 |
123-173 |
HIGH |
123-130 |
0.618 |
123-103 |
0.500 |
123-095 |
0.382 |
123-087 |
LOW |
123-060 |
0.618 |
123-017 |
1.000 |
122-310 |
1.618 |
122-267 |
2.618 |
122-197 |
4.250 |
122-082 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-112 |
123-113 |
PP |
123-103 |
123-107 |
S1 |
123-095 |
123-100 |
|