ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-080 |
123-110 |
0-030 |
0.1% |
123-160 |
High |
123-130 |
123-190 |
0-060 |
0.2% |
123-170 |
Low |
123-060 |
123-110 |
0-050 |
0.1% |
123-040 |
Close |
123-120 |
123-160 |
0-040 |
0.1% |
123-110 |
Range |
0-070 |
0-080 |
0-010 |
14.3% |
0-130 |
ATR |
0-055 |
0-057 |
0-002 |
3.3% |
0-000 |
Volume |
18,438 |
69,789 |
51,351 |
278.5% |
44,376 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-073 |
124-037 |
123-204 |
|
R3 |
123-313 |
123-277 |
123-182 |
|
R2 |
123-233 |
123-233 |
123-175 |
|
R1 |
123-197 |
123-197 |
123-167 |
123-215 |
PP |
123-153 |
123-153 |
123-153 |
123-162 |
S1 |
123-117 |
123-117 |
123-153 |
123-135 |
S2 |
123-073 |
123-073 |
123-145 |
|
S3 |
122-313 |
123-037 |
123-138 |
|
S4 |
122-233 |
122-277 |
123-116 |
|
|
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 |
124-210 |
2.618 |
124-079 |
1.618 |
123-319 |
1.000 |
123-270 |
0.618 |
123-239 |
HIGH |
123-190 |
0.618 |
123-159 |
0.500 |
123-150 |
0.382 |
123-141 |
LOW |
123-110 |
0.618 |
123-061 |
1.000 |
123-030 |
1.618 |
122-301 |
2.618 |
122-221 |
4.250 |
122-090 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-157 |
123-148 |
PP |
123-153 |
123-137 |
S1 |
123-150 |
123-125 |
|