ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-145 |
123-137 |
-0-008 |
0.0% |
124-037 |
High |
123-172 |
123-152 |
-0-020 |
-0.1% |
124-055 |
Low |
123-110 |
123-087 |
-0-023 |
-0.1% |
123-060 |
Close |
123-137 |
123-137 |
0-000 |
0.0% |
123-107 |
Range |
0-062 |
0-065 |
0-003 |
4.8% |
0-315 |
ATR |
0-065 |
0-065 |
0-000 |
0.1% |
0-000 |
Volume |
574,895 |
598,403 |
23,508 |
4.1% |
2,823,239 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-000 |
123-294 |
123-173 |
|
R3 |
123-255 |
123-229 |
123-155 |
|
R2 |
123-190 |
123-190 |
123-149 |
|
R1 |
123-164 |
123-164 |
123-143 |
123-170 |
PP |
123-125 |
123-125 |
123-125 |
123-128 |
S1 |
123-099 |
123-099 |
123-131 |
123-104 |
S2 |
123-060 |
123-060 |
123-125 |
|
S3 |
122-315 |
123-034 |
123-119 |
|
S4 |
122-250 |
122-289 |
123-101 |
|
|
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 |
124-108 |
2.618 |
124-002 |
1.618 |
123-257 |
1.000 |
123-217 |
0.618 |
123-192 |
HIGH |
123-152 |
0.618 |
123-127 |
0.500 |
123-120 |
0.382 |
123-112 |
LOW |
123-087 |
0.618 |
123-047 |
1.000 |
123-022 |
1.618 |
122-302 |
2.618 |
122-237 |
4.250 |
122-131 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-131 |
123-134 |
PP |
123-125 |
123-131 |
S1 |
123-120 |
123-128 |
|