ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
123-265 |
123-277 |
0-012 |
0.0% |
123-240 |
High |
123-305 |
123-312 |
0-007 |
0.0% |
123-317 |
Low |
123-215 |
123-245 |
0-030 |
0.1% |
123-232 |
Close |
123-282 |
123-307 |
0-025 |
0.1% |
123-277 |
Range |
0-090 |
0-067 |
-0-023 |
-25.6% |
0-085 |
ATR |
0-070 |
0-070 |
0-000 |
-0.3% |
0-000 |
Volume |
570,827 |
594,579 |
23,752 |
4.2% |
2,935,760 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-169 |
124-145 |
124-024 |
|
R3 |
124-102 |
124-078 |
124-005 |
|
R2 |
124-035 |
124-035 |
123-319 |
|
R1 |
124-011 |
124-011 |
123-313 |
124-023 |
PP |
123-288 |
123-288 |
123-288 |
123-294 |
S1 |
123-264 |
123-264 |
123-301 |
123-276 |
S2 |
123-221 |
123-221 |
123-295 |
|
S3 |
123-154 |
123-197 |
123-289 |
|
S4 |
123-087 |
123-130 |
123-270 |
|
|
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 |
124-277 |
2.618 |
124-167 |
1.618 |
124-100 |
1.000 |
124-059 |
0.618 |
124-033 |
HIGH |
123-312 |
0.618 |
123-286 |
0.500 |
123-278 |
0.382 |
123-271 |
LOW |
123-245 |
0.618 |
123-204 |
1.000 |
123-178 |
1.618 |
123-137 |
2.618 |
123-070 |
4.250 |
122-280 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
123-298 |
123-292 |
PP |
123-288 |
123-278 |
S1 |
123-278 |
123-264 |
|