ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 21-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-292 |
123-247 |
-0-045 |
-0.1% |
123-130 |
High |
123-312 |
123-290 |
-0-022 |
-0.1% |
123-225 |
Low |
123-237 |
123-245 |
0-008 |
0.0% |
123-085 |
Close |
123-277 |
123-262 |
-0-015 |
0.0% |
123-207 |
Range |
0-075 |
0-045 |
-0-030 |
-40.0% |
0-140 |
ATR |
0-072 |
0-070 |
-0-002 |
-2.7% |
0-000 |
Volume |
640,031 |
542,752 |
-97,279 |
-15.2% |
2,521,272 |
|
Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-081 |
124-056 |
123-287 |
|
R3 |
124-036 |
124-011 |
123-274 |
|
R2 |
123-311 |
123-311 |
123-270 |
|
R1 |
123-286 |
123-286 |
123-266 |
123-298 |
PP |
123-266 |
123-266 |
123-266 |
123-272 |
S1 |
123-241 |
123-241 |
123-258 |
123-254 |
S2 |
123-221 |
123-221 |
123-254 |
|
S3 |
123-176 |
123-196 |
123-250 |
|
S4 |
123-131 |
123-151 |
123-237 |
|
|
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 |
124-161 |
2.618 |
124-088 |
1.618 |
124-043 |
1.000 |
124-015 |
0.618 |
123-318 |
HIGH |
123-290 |
0.618 |
123-273 |
0.500 |
123-268 |
0.382 |
123-262 |
LOW |
123-245 |
0.618 |
123-217 |
1.000 |
123-200 |
1.618 |
123-172 |
2.618 |
123-127 |
4.250 |
123-054 |
|
|
Fisher Pivots for day following 21-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-268 |
123-274 |
PP |
123-266 |
123-270 |
S1 |
123-264 |
123-266 |
|