ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-285 |
123-292 |
0-007 |
0.0% |
123-090 |
High |
124-007 |
124-017 |
0-010 |
0.0% |
123-190 |
Low |
123-270 |
123-287 |
0-017 |
0.0% |
123-060 |
Close |
123-295 |
123-295 |
0-000 |
0.0% |
123-185 |
Range |
0-057 |
0-050 |
-0-007 |
-12.3% |
0-130 |
ATR |
0-062 |
0-061 |
-0-001 |
-1.4% |
0-000 |
Volume |
1,134,322 |
858,691 |
-275,631 |
-24.3% |
449,817 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-136 |
124-106 |
124-002 |
|
R3 |
124-086 |
124-056 |
123-309 |
|
R2 |
124-036 |
124-036 |
123-304 |
|
R1 |
124-006 |
124-006 |
123-300 |
124-021 |
PP |
123-306 |
123-306 |
123-306 |
123-314 |
S1 |
123-276 |
123-276 |
123-290 |
123-291 |
S2 |
123-256 |
123-256 |
123-286 |
|
S3 |
123-206 |
123-226 |
123-281 |
|
S4 |
123-156 |
123-176 |
123-268 |
|
|
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 |
124-230 |
2.618 |
124-148 |
1.618 |
124-098 |
1.000 |
124-067 |
0.618 |
124-048 |
HIGH |
124-017 |
0.618 |
123-318 |
0.500 |
123-312 |
0.382 |
123-306 |
LOW |
123-287 |
0.618 |
123-256 |
1.000 |
123-237 |
1.618 |
123-206 |
2.618 |
123-156 |
4.250 |
123-074 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-312 |
123-278 |
PP |
123-306 |
123-261 |
S1 |
123-301 |
123-244 |
|