ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-252 |
123-170 |
-0-082 |
-0.2% |
124-037 |
High |
123-267 |
123-177 |
-0-090 |
-0.2% |
124-055 |
Low |
123-165 |
123-060 |
-0-105 |
-0.3% |
123-060 |
Close |
123-172 |
123-107 |
-0-065 |
-0.2% |
123-107 |
Range |
0-102 |
0-117 |
0-015 |
14.7% |
0-315 |
ATR |
0-062 |
0-066 |
0-004 |
6.3% |
0-000 |
Volume |
606,490 |
907,275 |
300,785 |
49.6% |
2,823,239 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-146 |
124-083 |
123-171 |
|
R3 |
124-029 |
123-286 |
123-139 |
|
R2 |
123-232 |
123-232 |
123-128 |
|
R1 |
123-169 |
123-169 |
123-118 |
123-142 |
PP |
123-115 |
123-115 |
123-115 |
123-101 |
S1 |
123-052 |
123-052 |
123-096 |
123-025 |
S2 |
122-318 |
122-318 |
123-086 |
|
S3 |
122-201 |
122-255 |
123-075 |
|
S4 |
122-084 |
122-138 |
123-043 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-166 |
125-291 |
123-280 |
|
R3 |
125-171 |
124-296 |
123-194 |
|
R2 |
124-176 |
124-176 |
123-165 |
|
R1 |
123-301 |
123-301 |
123-136 |
123-241 |
PP |
123-181 |
123-181 |
123-181 |
123-150 |
S1 |
122-306 |
122-306 |
123-078 |
122-246 |
S2 |
122-186 |
122-186 |
123-049 |
|
S3 |
121-191 |
121-311 |
123-020 |
|
S4 |
120-196 |
120-316 |
122-254 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-034 |
2.618 |
124-163 |
1.618 |
124-046 |
1.000 |
123-294 |
0.618 |
123-249 |
HIGH |
123-177 |
0.618 |
123-132 |
0.500 |
123-118 |
0.382 |
123-105 |
LOW |
123-060 |
0.618 |
122-308 |
1.000 |
122-263 |
1.618 |
122-191 |
2.618 |
122-074 |
4.250 |
121-203 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-118 |
123-180 |
PP |
123-115 |
123-156 |
S1 |
123-111 |
123-131 |
|