ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-157 |
123-180 |
0-023 |
0.1% |
123-090 |
High |
123-187 |
123-297 |
0-110 |
0.3% |
123-190 |
Low |
123-137 |
123-152 |
0-015 |
0.0% |
123-060 |
Close |
123-185 |
123-267 |
0-082 |
0.2% |
123-185 |
Range |
0-050 |
0-145 |
0-095 |
190.0% |
0-130 |
ATR |
0-056 |
0-063 |
0-006 |
11.3% |
0-000 |
Volume |
350,203 |
788,333 |
438,130 |
125.1% |
449,817 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-034 |
124-295 |
124-027 |
|
R3 |
124-209 |
124-150 |
123-307 |
|
R2 |
124-064 |
124-064 |
123-294 |
|
R1 |
124-005 |
124-005 |
123-280 |
124-034 |
PP |
123-239 |
123-239 |
123-239 |
123-253 |
S1 |
123-180 |
123-180 |
123-254 |
123-210 |
S2 |
123-094 |
123-094 |
123-240 |
|
S3 |
122-269 |
123-035 |
123-227 |
|
S4 |
122-124 |
122-210 |
123-187 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-215 |
124-170 |
123-256 |
|
R3 |
124-085 |
124-040 |
123-221 |
|
R2 |
123-275 |
123-275 |
123-209 |
|
R1 |
123-230 |
123-230 |
123-197 |
123-252 |
PP |
123-145 |
123-145 |
123-145 |
123-156 |
S1 |
123-100 |
123-100 |
123-173 |
123-122 |
S2 |
123-015 |
123-015 |
123-161 |
|
S3 |
122-205 |
122-290 |
123-149 |
|
S4 |
122-075 |
122-160 |
123-114 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-273 |
2.618 |
125-037 |
1.618 |
124-212 |
1.000 |
124-122 |
0.618 |
124-067 |
HIGH |
123-297 |
0.618 |
123-242 |
0.500 |
123-224 |
0.382 |
123-207 |
LOW |
123-152 |
0.618 |
123-062 |
1.000 |
123-007 |
1.618 |
122-237 |
2.618 |
122-092 |
4.250 |
121-176 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-253 |
123-246 |
PP |
123-239 |
123-225 |
S1 |
123-224 |
123-204 |
|