ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-247 |
123-282 |
0-035 |
0.1% |
123-240 |
High |
123-290 |
123-300 |
0-010 |
0.0% |
123-317 |
Low |
123-245 |
123-245 |
0-000 |
0.0% |
123-232 |
Close |
123-262 |
123-277 |
0-015 |
0.0% |
123-277 |
Range |
0-045 |
0-055 |
0-010 |
22.2% |
0-085 |
ATR |
0-070 |
0-069 |
-0-001 |
-1.5% |
0-000 |
Volume |
542,752 |
430,331 |
-112,421 |
-20.7% |
2,935,760 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-119 |
124-093 |
123-307 |
|
R3 |
124-064 |
124-038 |
123-292 |
|
R2 |
124-009 |
124-009 |
123-287 |
|
R1 |
123-303 |
123-303 |
123-282 |
123-288 |
PP |
123-274 |
123-274 |
123-274 |
123-267 |
S1 |
123-248 |
123-248 |
123-272 |
123-234 |
S2 |
123-219 |
123-219 |
123-267 |
|
S3 |
123-164 |
123-193 |
123-262 |
|
S4 |
123-109 |
123-138 |
123-247 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-210 |
124-169 |
124-004 |
|
R3 |
124-125 |
124-084 |
123-300 |
|
R2 |
124-040 |
124-040 |
123-293 |
|
R1 |
123-319 |
123-319 |
123-285 |
124-020 |
PP |
123-275 |
123-275 |
123-275 |
123-286 |
S1 |
123-234 |
123-234 |
123-269 |
123-254 |
S2 |
123-190 |
123-190 |
123-261 |
|
S3 |
123-105 |
123-149 |
123-254 |
|
S4 |
123-020 |
123-064 |
123-230 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-214 |
2.618 |
124-124 |
1.618 |
124-069 |
1.000 |
124-035 |
0.618 |
124-014 |
HIGH |
123-300 |
0.618 |
123-279 |
0.500 |
123-272 |
0.382 |
123-266 |
LOW |
123-245 |
0.618 |
123-211 |
1.000 |
123-190 |
1.618 |
123-156 |
2.618 |
123-101 |
4.250 |
123-011 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-276 |
123-276 |
PP |
123-274 |
123-275 |
S1 |
123-272 |
123-274 |
|