ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
124-005 |
123-292 |
-0-033 |
-0.1% |
123-180 |
High |
124-015 |
123-300 |
-0-035 |
-0.1% |
124-042 |
Low |
123-282 |
123-242 |
-0-040 |
-0.1% |
123-152 |
Close |
123-297 |
123-250 |
-0-047 |
-0.1% |
124-025 |
Range |
0-053 |
0-058 |
0-005 |
9.4% |
0-210 |
ATR |
0-059 |
0-059 |
0-000 |
-0.1% |
0-000 |
Volume |
437,034 |
466,294 |
29,260 |
6.7% |
4,192,051 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-118 |
124-082 |
123-282 |
|
R3 |
124-060 |
124-024 |
123-266 |
|
R2 |
124-002 |
124-002 |
123-261 |
|
R1 |
123-286 |
123-286 |
123-255 |
123-275 |
PP |
123-264 |
123-264 |
123-264 |
123-258 |
S1 |
123-228 |
123-228 |
123-245 |
123-217 |
S2 |
123-206 |
123-206 |
123-239 |
|
S3 |
123-148 |
123-170 |
123-234 |
|
S4 |
123-090 |
123-112 |
123-218 |
|
|
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 |
124-226 |
2.618 |
124-132 |
1.618 |
124-074 |
1.000 |
124-038 |
0.618 |
124-016 |
HIGH |
123-300 |
0.618 |
123-278 |
0.500 |
123-271 |
0.382 |
123-264 |
LOW |
123-242 |
0.618 |
123-206 |
1.000 |
123-184 |
1.618 |
123-148 |
2.618 |
123-090 |
4.250 |
122-316 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-271 |
123-308 |
PP |
123-264 |
123-289 |
S1 |
123-257 |
123-270 |
|