ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-130 |
123-110 |
-0-020 |
-0.1% |
124-037 |
High |
123-132 |
123-155 |
0-023 |
0.1% |
124-055 |
Low |
123-090 |
123-085 |
-0-005 |
0.0% |
123-060 |
Close |
123-107 |
123-147 |
0-040 |
0.1% |
123-107 |
Range |
0-042 |
0-070 |
0-028 |
66.7% |
0-315 |
ATR |
0-064 |
0-065 |
0-000 |
0.6% |
0-000 |
Volume |
357,597 |
436,738 |
79,141 |
22.1% |
2,823,239 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-019 |
123-313 |
123-186 |
|
R3 |
123-269 |
123-243 |
123-166 |
|
R2 |
123-199 |
123-199 |
123-160 |
|
R1 |
123-173 |
123-173 |
123-153 |
123-186 |
PP |
123-129 |
123-129 |
123-129 |
123-136 |
S1 |
123-103 |
123-103 |
123-141 |
123-116 |
S2 |
123-059 |
123-059 |
123-134 |
|
S3 |
122-309 |
123-033 |
123-128 |
|
S4 |
122-239 |
122-283 |
123-108 |
|
|
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 |
124-132 |
2.618 |
124-018 |
1.618 |
123-268 |
1.000 |
123-225 |
0.618 |
123-198 |
HIGH |
123-155 |
0.618 |
123-128 |
0.500 |
123-120 |
0.382 |
123-112 |
LOW |
123-085 |
0.618 |
123-042 |
1.000 |
123-015 |
1.618 |
122-292 |
2.618 |
122-222 |
4.250 |
122-108 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-138 |
123-138 |
PP |
123-129 |
123-128 |
S1 |
123-120 |
123-118 |
|