ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-240 |
123-252 |
0-012 |
0.0% |
123-130 |
High |
123-317 |
123-317 |
0-000 |
0.0% |
123-225 |
Low |
123-235 |
123-232 |
-0-003 |
0.0% |
123-085 |
Close |
123-245 |
123-290 |
0-045 |
0.1% |
123-207 |
Range |
0-082 |
0-085 |
0-003 |
3.7% |
0-140 |
ATR |
0-070 |
0-072 |
0-001 |
1.5% |
0-000 |
Volume |
581,387 |
741,259 |
159,872 |
27.5% |
2,521,272 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-215 |
124-177 |
124-017 |
|
R3 |
124-130 |
124-092 |
123-313 |
|
R2 |
124-045 |
124-045 |
123-306 |
|
R1 |
124-007 |
124-007 |
123-298 |
124-026 |
PP |
123-280 |
123-280 |
123-280 |
123-289 |
S1 |
123-242 |
123-242 |
123-282 |
123-261 |
S2 |
123-195 |
123-195 |
123-274 |
|
S3 |
123-110 |
123-157 |
123-267 |
|
S4 |
123-025 |
123-072 |
123-243 |
|
|
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 |
125-038 |
2.618 |
124-220 |
1.618 |
124-135 |
1.000 |
124-082 |
0.618 |
124-050 |
HIGH |
123-317 |
0.618 |
123-285 |
0.500 |
123-274 |
0.382 |
123-264 |
LOW |
123-232 |
0.618 |
123-179 |
1.000 |
123-147 |
1.618 |
123-094 |
2.618 |
123-009 |
4.250 |
122-191 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-285 |
123-266 |
PP |
123-280 |
123-242 |
S1 |
123-274 |
123-218 |
|