ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-110 |
123-145 |
0-035 |
0.1% |
124-037 |
High |
123-155 |
123-172 |
0-017 |
0.0% |
124-055 |
Low |
123-085 |
123-110 |
0-025 |
0.1% |
123-060 |
Close |
123-147 |
123-137 |
-0-010 |
0.0% |
123-107 |
Range |
0-070 |
0-062 |
-0-008 |
-11.4% |
0-315 |
ATR |
0-065 |
0-065 |
0-000 |
-0.3% |
0-000 |
Volume |
436,738 |
574,895 |
138,157 |
31.6% |
2,823,239 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-006 |
123-293 |
123-171 |
|
R3 |
123-264 |
123-231 |
123-154 |
|
R2 |
123-202 |
123-202 |
123-148 |
|
R1 |
123-169 |
123-169 |
123-143 |
123-154 |
PP |
123-140 |
123-140 |
123-140 |
123-132 |
S1 |
123-107 |
123-107 |
123-131 |
123-092 |
S2 |
123-078 |
123-078 |
123-126 |
|
S3 |
123-016 |
123-045 |
123-120 |
|
S4 |
122-274 |
122-303 |
123-103 |
|
|
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 |
124-116 |
2.618 |
124-014 |
1.618 |
123-272 |
1.000 |
123-234 |
0.618 |
123-210 |
HIGH |
123-172 |
0.618 |
123-148 |
0.500 |
123-141 |
0.382 |
123-134 |
LOW |
123-110 |
0.618 |
123-072 |
1.000 |
123-048 |
1.618 |
123-010 |
2.618 |
122-268 |
4.250 |
122-166 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-141 |
123-134 |
PP |
123-140 |
123-131 |
S1 |
123-138 |
123-128 |
|