ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
123-180 |
123-230 |
0-050 |
0.1% |
123-140 |
High |
123-200 |
123-230 |
0-030 |
0.1% |
123-240 |
Low |
123-180 |
123-230 |
0-050 |
0.1% |
123-140 |
Close |
123-200 |
123-230 |
0-030 |
0.1% |
123-200 |
Range |
0-020 |
0-000 |
-0-020 |
-100.0% |
0-100 |
ATR |
|
|
|
|
|
Volume |
706 |
44 |
-662 |
-93.8% |
963 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-230 |
123-230 |
123-230 |
|
R3 |
123-230 |
123-230 |
123-230 |
|
R2 |
123-230 |
123-230 |
123-230 |
|
R1 |
123-230 |
123-230 |
123-230 |
123-230 |
PP |
123-230 |
123-230 |
123-230 |
123-230 |
S1 |
123-230 |
123-230 |
123-230 |
123-230 |
S2 |
123-230 |
123-230 |
123-230 |
|
S3 |
123-230 |
123-230 |
123-230 |
|
S4 |
123-230 |
123-230 |
123-230 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-173 |
124-127 |
123-255 |
|
R3 |
124-073 |
124-027 |
123-228 |
|
R2 |
123-293 |
123-293 |
123-218 |
|
R1 |
123-247 |
123-247 |
123-209 |
123-270 |
PP |
123-193 |
123-193 |
123-193 |
123-205 |
S1 |
123-147 |
123-147 |
123-191 |
123-170 |
S2 |
123-093 |
123-093 |
123-182 |
|
S3 |
122-313 |
123-047 |
123-172 |
|
S4 |
122-213 |
122-267 |
123-145 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-230 |
2.618 |
123-230 |
1.618 |
123-230 |
1.000 |
123-230 |
0.618 |
123-230 |
HIGH |
123-230 |
0.618 |
123-230 |
0.500 |
123-230 |
0.382 |
123-230 |
LOW |
123-230 |
0.618 |
123-230 |
1.000 |
123-230 |
1.618 |
123-230 |
2.618 |
123-230 |
4.250 |
123-230 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
123-230 |
123-222 |
PP |
123-230 |
123-213 |
S1 |
123-230 |
123-205 |
|