ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 25-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-282 |
123-265 |
-0-017 |
0.0% |
123-240 |
High |
123-300 |
123-305 |
0-005 |
0.0% |
123-317 |
Low |
123-245 |
123-215 |
-0-030 |
-0.1% |
123-232 |
Close |
123-277 |
123-282 |
0-005 |
0.0% |
123-277 |
Range |
0-055 |
0-090 |
0-035 |
63.6% |
0-085 |
ATR |
0-069 |
0-070 |
0-002 |
2.2% |
0-000 |
Volume |
430,331 |
570,827 |
140,496 |
32.6% |
2,935,760 |
|
Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-217 |
124-180 |
124-012 |
|
R3 |
124-127 |
124-090 |
123-307 |
|
R2 |
124-037 |
124-037 |
123-298 |
|
R1 |
124-000 |
124-000 |
123-290 |
124-018 |
PP |
123-267 |
123-267 |
123-267 |
123-277 |
S1 |
123-230 |
123-230 |
123-274 |
123-248 |
S2 |
123-177 |
123-177 |
123-266 |
|
S3 |
123-087 |
123-140 |
123-257 |
|
S4 |
122-317 |
123-050 |
123-232 |
|
|
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 |
125-048 |
2.618 |
124-221 |
1.618 |
124-131 |
1.000 |
124-075 |
0.618 |
124-041 |
HIGH |
123-305 |
0.618 |
123-271 |
0.500 |
123-260 |
0.382 |
123-249 |
LOW |
123-215 |
0.618 |
123-159 |
1.000 |
123-125 |
1.618 |
123-069 |
2.618 |
122-299 |
4.250 |
122-152 |
|
|
Fisher Pivots for day following 25-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-275 |
123-275 |
PP |
123-267 |
123-267 |
S1 |
123-260 |
123-260 |
|