ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-252 |
123-292 |
0-040 |
0.1% |
123-130 |
High |
123-317 |
123-312 |
-0-005 |
0.0% |
123-225 |
Low |
123-232 |
123-237 |
0-005 |
0.0% |
123-085 |
Close |
123-290 |
123-277 |
-0-013 |
0.0% |
123-207 |
Range |
0-085 |
0-075 |
-0-010 |
-11.8% |
0-140 |
ATR |
0-072 |
0-072 |
0-000 |
0.3% |
0-000 |
Volume |
741,259 |
640,031 |
-101,228 |
-13.7% |
2,521,272 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-180 |
124-144 |
123-318 |
|
R3 |
124-105 |
124-069 |
123-298 |
|
R2 |
124-030 |
124-030 |
123-291 |
|
R1 |
123-314 |
123-314 |
123-284 |
123-294 |
PP |
123-275 |
123-275 |
123-275 |
123-266 |
S1 |
123-239 |
123-239 |
123-270 |
123-220 |
S2 |
123-200 |
123-200 |
123-263 |
|
S3 |
123-125 |
123-164 |
123-256 |
|
S4 |
123-050 |
123-089 |
123-236 |
|
|
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 |
124-311 |
2.618 |
124-188 |
1.618 |
124-113 |
1.000 |
124-067 |
0.618 |
124-038 |
HIGH |
123-312 |
0.618 |
123-283 |
0.500 |
123-274 |
0.382 |
123-266 |
LOW |
123-237 |
0.618 |
123-191 |
1.000 |
123-162 |
1.618 |
123-116 |
2.618 |
123-041 |
4.250 |
122-238 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-276 |
123-276 |
PP |
123-275 |
123-275 |
S1 |
123-274 |
123-274 |
|