ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-292 |
123-252 |
-0-040 |
-0.1% |
123-180 |
High |
123-300 |
123-267 |
-0-033 |
-0.1% |
124-042 |
Low |
123-242 |
123-165 |
-0-077 |
-0.2% |
123-152 |
Close |
123-250 |
123-172 |
-0-078 |
-0.2% |
124-025 |
Range |
0-058 |
0-102 |
0-044 |
75.9% |
0-210 |
ATR |
0-059 |
0-062 |
0-003 |
5.2% |
0-000 |
Volume |
466,294 |
606,490 |
140,196 |
30.1% |
4,192,051 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-187 |
124-122 |
123-228 |
|
R3 |
124-085 |
124-020 |
123-200 |
|
R2 |
123-303 |
123-303 |
123-191 |
|
R1 |
123-238 |
123-238 |
123-181 |
123-220 |
PP |
123-201 |
123-201 |
123-201 |
123-192 |
S1 |
123-136 |
123-136 |
123-163 |
123-118 |
S2 |
123-099 |
123-099 |
123-153 |
|
S3 |
122-317 |
123-034 |
123-144 |
|
S4 |
122-215 |
122-252 |
123-116 |
|
|
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 |
125-060 |
2.618 |
124-214 |
1.618 |
124-112 |
1.000 |
124-049 |
0.618 |
124-010 |
HIGH |
123-267 |
0.618 |
123-228 |
0.500 |
123-216 |
0.382 |
123-204 |
LOW |
123-165 |
0.618 |
123-102 |
1.000 |
123-063 |
1.618 |
123-000 |
2.618 |
122-218 |
4.250 |
122-052 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-216 |
123-250 |
PP |
123-201 |
123-224 |
S1 |
123-187 |
123-198 |
|