ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-142 |
123-240 |
0-098 |
0.2% |
123-130 |
High |
123-225 |
123-317 |
0-092 |
0.2% |
123-225 |
Low |
123-120 |
123-235 |
0-115 |
0.3% |
123-085 |
Close |
123-207 |
123-245 |
0-038 |
0.1% |
123-207 |
Range |
0-105 |
0-082 |
-0-023 |
-21.9% |
0-140 |
ATR |
0-067 |
0-070 |
0-003 |
4.5% |
0-000 |
Volume |
553,639 |
581,387 |
27,748 |
5.0% |
2,521,272 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-192 |
124-140 |
123-290 |
|
R3 |
124-110 |
124-058 |
123-268 |
|
R2 |
124-028 |
124-028 |
123-260 |
|
R1 |
123-296 |
123-296 |
123-253 |
124-002 |
PP |
123-266 |
123-266 |
123-266 |
123-278 |
S1 |
123-214 |
123-214 |
123-237 |
123-240 |
S2 |
123-184 |
123-184 |
123-230 |
|
S3 |
123-102 |
123-132 |
123-222 |
|
S4 |
123-020 |
123-050 |
123-200 |
|
|
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 |
125-026 |
2.618 |
124-212 |
1.618 |
124-130 |
1.000 |
124-079 |
0.618 |
124-048 |
HIGH |
123-317 |
0.618 |
123-286 |
0.500 |
123-276 |
0.382 |
123-266 |
LOW |
123-235 |
0.618 |
123-184 |
1.000 |
123-153 |
1.618 |
123-102 |
2.618 |
123-020 |
4.250 |
122-206 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-276 |
123-231 |
PP |
123-266 |
123-216 |
S1 |
123-255 |
123-202 |
|