ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
123-210 |
123-090 |
-0-120 |
-0.3% |
123-210 |
High |
123-210 |
123-100 |
-0-110 |
-0.3% |
123-270 |
Low |
123-090 |
123-020 |
-0-070 |
-0.2% |
123-090 |
Close |
123-090 |
123-050 |
-0-040 |
-0.1% |
123-090 |
Range |
0-120 |
0-080 |
-0-040 |
-33.3% |
0-180 |
ATR |
0-040 |
0-043 |
0-003 |
7.1% |
0-000 |
Volume |
1,868 |
2,597 |
729 |
39.0% |
4,628 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-297 |
123-253 |
123-094 |
|
R3 |
123-217 |
123-173 |
123-072 |
|
R2 |
123-137 |
123-137 |
123-065 |
|
R1 |
123-093 |
123-093 |
123-057 |
123-075 |
PP |
123-057 |
123-057 |
123-057 |
123-048 |
S1 |
123-013 |
123-013 |
123-043 |
122-315 |
S2 |
122-297 |
122-297 |
123-035 |
|
S3 |
122-217 |
122-253 |
123-028 |
|
S4 |
122-137 |
122-173 |
123-006 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-050 |
124-250 |
123-189 |
|
R3 |
124-190 |
124-070 |
123-140 |
|
R2 |
124-010 |
124-010 |
123-123 |
|
R1 |
123-210 |
123-210 |
123-106 |
123-180 |
PP |
123-150 |
123-150 |
123-150 |
123-135 |
S1 |
123-030 |
123-030 |
123-074 |
123-000 |
S2 |
122-290 |
122-290 |
123-057 |
|
S3 |
122-110 |
122-170 |
123-040 |
|
S4 |
121-250 |
121-310 |
122-311 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-120 |
2.618 |
123-309 |
1.618 |
123-229 |
1.000 |
123-180 |
0.618 |
123-149 |
HIGH |
123-100 |
0.618 |
123-069 |
0.500 |
123-060 |
0.382 |
123-051 |
LOW |
123-020 |
0.618 |
122-291 |
1.000 |
122-260 |
1.618 |
122-211 |
2.618 |
122-131 |
4.250 |
122-000 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
123-060 |
123-145 |
PP |
123-057 |
123-113 |
S1 |
123-053 |
123-082 |
|