ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-137 |
123-142 |
0-005 |
0.0% |
123-130 |
High |
123-152 |
123-225 |
0-073 |
0.2% |
123-225 |
Low |
123-087 |
123-120 |
0-033 |
0.1% |
123-085 |
Close |
123-137 |
123-207 |
0-070 |
0.2% |
123-207 |
Range |
0-065 |
0-105 |
0-040 |
61.5% |
0-140 |
ATR |
0-065 |
0-067 |
0-003 |
4.5% |
0-000 |
Volume |
598,403 |
553,639 |
-44,764 |
-7.5% |
2,521,272 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-179 |
124-138 |
123-265 |
|
R3 |
124-074 |
124-033 |
123-236 |
|
R2 |
123-289 |
123-289 |
123-226 |
|
R1 |
123-248 |
123-248 |
123-217 |
123-268 |
PP |
123-184 |
123-184 |
123-184 |
123-194 |
S1 |
123-143 |
123-143 |
123-197 |
123-164 |
S2 |
123-079 |
123-079 |
123-188 |
|
S3 |
122-294 |
123-038 |
123-178 |
|
S4 |
122-189 |
122-253 |
123-149 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-272 |
124-220 |
123-284 |
|
R3 |
124-132 |
124-080 |
123-246 |
|
R2 |
123-312 |
123-312 |
123-233 |
|
R1 |
123-260 |
123-260 |
123-220 |
123-286 |
PP |
123-172 |
123-172 |
123-172 |
123-186 |
S1 |
123-120 |
123-120 |
123-194 |
123-146 |
S2 |
123-032 |
123-032 |
123-181 |
|
S3 |
122-212 |
122-300 |
123-168 |
|
S4 |
122-072 |
122-160 |
123-130 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-031 |
2.618 |
124-180 |
1.618 |
124-075 |
1.000 |
124-010 |
0.618 |
123-290 |
HIGH |
123-225 |
0.618 |
123-185 |
0.500 |
123-172 |
0.382 |
123-160 |
LOW |
123-120 |
0.618 |
123-055 |
1.000 |
123-015 |
1.618 |
122-270 |
2.618 |
122-165 |
4.250 |
121-314 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-196 |
123-190 |
PP |
123-184 |
123-173 |
S1 |
123-172 |
123-156 |
|