ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
124-037 |
124-005 |
-0-032 |
-0.1% |
123-180 |
High |
124-055 |
124-015 |
-0-040 |
-0.1% |
124-042 |
Low |
124-000 |
123-282 |
-0-038 |
-0.1% |
123-152 |
Close |
124-002 |
123-297 |
-0-025 |
-0.1% |
124-025 |
Range |
0-055 |
0-053 |
-0-002 |
-3.6% |
0-210 |
ATR |
0-060 |
0-059 |
0-000 |
-0.8% |
0-000 |
Volume |
406,146 |
437,034 |
30,888 |
7.6% |
4,192,051 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-144 |
124-113 |
124-006 |
|
R3 |
124-091 |
124-060 |
123-312 |
|
R2 |
124-038 |
124-038 |
123-307 |
|
R1 |
124-007 |
124-007 |
123-302 |
123-316 |
PP |
123-305 |
123-305 |
123-305 |
123-299 |
S1 |
123-274 |
123-274 |
123-292 |
123-263 |
S2 |
123-252 |
123-252 |
123-287 |
|
S3 |
123-199 |
123-221 |
123-282 |
|
S4 |
123-146 |
123-168 |
123-268 |
|
|
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 |
124-240 |
2.618 |
124-154 |
1.618 |
124-101 |
1.000 |
124-068 |
0.618 |
124-048 |
HIGH |
124-015 |
0.618 |
123-315 |
0.500 |
123-308 |
0.382 |
123-302 |
LOW |
123-282 |
0.618 |
123-249 |
1.000 |
123-229 |
1.618 |
123-196 |
2.618 |
123-143 |
4.250 |
123-057 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-308 |
124-008 |
PP |
123-305 |
123-318 |
S1 |
123-301 |
123-308 |
|