ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
124-000 |
124-037 |
0-037 |
0.1% |
123-180 |
High |
124-042 |
124-055 |
0-013 |
0.0% |
124-042 |
Low |
123-310 |
124-000 |
0-010 |
0.0% |
123-152 |
Close |
124-025 |
124-002 |
-0-023 |
-0.1% |
124-025 |
Range |
0-052 |
0-055 |
0-003 |
5.8% |
0-210 |
ATR |
0-060 |
0-060 |
0-000 |
-0.6% |
0-000 |
Volume |
618,666 |
406,146 |
-212,520 |
-34.4% |
4,192,051 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-184 |
124-148 |
124-032 |
|
R3 |
124-129 |
124-093 |
124-017 |
|
R2 |
124-074 |
124-074 |
124-012 |
|
R1 |
124-038 |
124-038 |
124-007 |
124-028 |
PP |
124-019 |
124-019 |
124-019 |
124-014 |
S1 |
123-303 |
123-303 |
123-317 |
123-294 |
S2 |
123-284 |
123-284 |
123-312 |
|
S3 |
123-229 |
123-248 |
123-307 |
|
S4 |
123-174 |
123-193 |
123-292 |
|
|
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 |
124-289 |
2.618 |
124-199 |
1.618 |
124-144 |
1.000 |
124-110 |
0.618 |
124-089 |
HIGH |
124-055 |
0.618 |
124-034 |
0.500 |
124-028 |
0.382 |
124-021 |
LOW |
124-000 |
0.618 |
123-286 |
1.000 |
123-265 |
1.618 |
123-231 |
2.618 |
123-176 |
4.250 |
123-086 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
124-028 |
124-011 |
PP |
124-019 |
124-008 |
S1 |
124-010 |
124-005 |
|