ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-292 |
123-290 |
-0-002 |
0.0% |
123-090 |
High |
124-017 |
124-015 |
-0-002 |
0.0% |
123-190 |
Low |
123-287 |
123-287 |
0-000 |
0.0% |
123-060 |
Close |
123-295 |
123-315 |
0-020 |
0.1% |
123-185 |
Range |
0-050 |
0-048 |
-0-002 |
-4.0% |
0-130 |
ATR |
0-061 |
0-061 |
-0-001 |
-1.6% |
0-000 |
Volume |
858,691 |
792,039 |
-66,652 |
-7.8% |
449,817 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-136 |
124-114 |
124-021 |
|
R3 |
124-088 |
124-066 |
124-008 |
|
R2 |
124-040 |
124-040 |
124-004 |
|
R1 |
124-018 |
124-018 |
123-319 |
124-029 |
PP |
123-312 |
123-312 |
123-312 |
123-318 |
S1 |
123-290 |
123-290 |
123-311 |
123-301 |
S2 |
123-264 |
123-264 |
123-306 |
|
S3 |
123-216 |
123-242 |
123-302 |
|
S4 |
123-168 |
123-194 |
123-289 |
|
|
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 |
124-219 |
2.618 |
124-141 |
1.618 |
124-093 |
1.000 |
124-063 |
0.618 |
124-045 |
HIGH |
124-015 |
0.618 |
123-317 |
0.500 |
123-311 |
0.382 |
123-305 |
LOW |
123-287 |
0.618 |
123-257 |
1.000 |
123-239 |
1.618 |
123-209 |
2.618 |
123-161 |
4.250 |
123-083 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-314 |
123-311 |
PP |
123-312 |
123-307 |
S1 |
123-311 |
123-304 |
|