ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
123-230 |
123-210 |
-0-020 |
-0.1% |
123-230 |
High |
123-230 |
123-260 |
0-030 |
0.1% |
123-280 |
Low |
123-230 |
123-210 |
-0-020 |
-0.1% |
123-190 |
Close |
123-230 |
123-260 |
0-030 |
0.1% |
123-230 |
Range |
0-000 |
0-050 |
0-050 |
|
0-090 |
ATR |
0-032 |
0-033 |
0-001 |
4.0% |
0-000 |
Volume |
164 |
210 |
46 |
28.0% |
2,421 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-073 |
124-057 |
123-288 |
|
R3 |
124-023 |
124-007 |
123-274 |
|
R2 |
123-293 |
123-293 |
123-269 |
|
R1 |
123-277 |
123-277 |
123-265 |
123-285 |
PP |
123-243 |
123-243 |
123-243 |
123-248 |
S1 |
123-227 |
123-227 |
123-255 |
123-235 |
S2 |
123-193 |
123-193 |
123-251 |
|
S3 |
123-143 |
123-177 |
123-246 |
|
S4 |
123-093 |
123-127 |
123-232 |
|
|
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 |
124-152 |
2.618 |
124-071 |
1.618 |
124-021 |
1.000 |
123-310 |
0.618 |
123-291 |
HIGH |
123-260 |
0.618 |
123-241 |
0.500 |
123-235 |
0.382 |
123-229 |
LOW |
123-210 |
0.618 |
123-179 |
1.000 |
123-160 |
1.618 |
123-129 |
2.618 |
123-079 |
4.250 |
122-318 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
123-252 |
123-248 |
PP |
123-243 |
123-237 |
S1 |
123-235 |
123-225 |
|