ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
123-240 |
123-230 |
-0-010 |
0.0% |
123-230 |
High |
123-240 |
123-230 |
-0-010 |
0.0% |
123-280 |
Low |
123-190 |
123-230 |
0-040 |
0.1% |
123-190 |
Close |
123-190 |
123-230 |
0-040 |
0.1% |
123-230 |
Range |
0-050 |
0-000 |
-0-050 |
-100.0% |
0-090 |
ATR |
0-031 |
0-032 |
0-001 |
1.9% |
0-000 |
Volume |
1,170 |
164 |
-1,006 |
-86.0% |
2,421 |
|
Daily Pivots for day following 18-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 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-183 |
124-137 |
123-280 |
|
R3 |
124-093 |
124-047 |
123-255 |
|
R2 |
124-003 |
124-003 |
123-246 |
|
R1 |
123-277 |
123-277 |
123-238 |
123-275 |
PP |
123-233 |
123-233 |
123-233 |
123-232 |
S1 |
123-187 |
123-187 |
123-222 |
123-185 |
S2 |
123-143 |
123-143 |
123-214 |
|
S3 |
123-053 |
123-097 |
123-205 |
|
S4 |
122-283 |
123-007 |
123-180 |
|
|
|
|
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 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
123-230 |
123-235 |
PP |
123-230 |
123-233 |
S1 |
123-230 |
123-232 |
|