ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-290 |
124-000 |
0-030 |
0.1% |
123-180 |
High |
124-015 |
124-042 |
0-027 |
0.1% |
124-042 |
Low |
123-287 |
123-310 |
0-023 |
0.1% |
123-152 |
Close |
123-315 |
124-025 |
0-030 |
0.1% |
124-025 |
Range |
0-048 |
0-052 |
0-004 |
8.3% |
0-210 |
ATR |
0-061 |
0-060 |
-0-001 |
-1.0% |
0-000 |
Volume |
792,039 |
618,666 |
-173,373 |
-21.9% |
4,192,051 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-175 |
124-152 |
124-054 |
|
R3 |
124-123 |
124-100 |
124-039 |
|
R2 |
124-071 |
124-071 |
124-035 |
|
R1 |
124-048 |
124-048 |
124-030 |
124-060 |
PP |
124-019 |
124-019 |
124-019 |
124-025 |
S1 |
123-316 |
123-316 |
124-020 |
124-008 |
S2 |
123-287 |
123-287 |
124-015 |
|
S3 |
123-235 |
123-264 |
124-011 |
|
S4 |
123-183 |
123-212 |
123-316 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-276 |
125-201 |
124-140 |
|
R3 |
125-066 |
124-311 |
124-083 |
|
R2 |
124-176 |
124-176 |
124-064 |
|
R1 |
124-101 |
124-101 |
124-044 |
124-138 |
PP |
123-286 |
123-286 |
123-286 |
123-305 |
S1 |
123-211 |
123-211 |
124-006 |
123-248 |
S2 |
123-076 |
123-076 |
123-306 |
|
S3 |
122-186 |
123-001 |
123-287 |
|
S4 |
121-296 |
122-111 |
123-230 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-263 |
2.618 |
124-178 |
1.618 |
124-126 |
1.000 |
124-094 |
0.618 |
124-074 |
HIGH |
124-042 |
0.618 |
124-022 |
0.500 |
124-016 |
0.382 |
124-010 |
LOW |
123-310 |
0.618 |
123-278 |
1.000 |
123-258 |
1.618 |
123-226 |
2.618 |
123-174 |
4.250 |
123-089 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
124-022 |
124-018 |
PP |
124-019 |
124-011 |
S1 |
124-016 |
124-004 |
|