ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
123-090 |
123-060 |
-0-030 |
-0.1% |
123-210 |
High |
123-100 |
123-070 |
-0-030 |
-0.1% |
123-270 |
Low |
123-020 |
123-050 |
0-030 |
0.1% |
123-090 |
Close |
123-050 |
123-060 |
0-010 |
0.0% |
123-090 |
Range |
0-080 |
0-020 |
-0-060 |
-75.0% |
0-180 |
ATR |
0-043 |
0-041 |
-0-002 |
-3.8% |
0-000 |
Volume |
2,597 |
2,375 |
-222 |
-8.5% |
4,628 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-120 |
123-110 |
123-071 |
|
R3 |
123-100 |
123-090 |
123-066 |
|
R2 |
123-080 |
123-080 |
123-064 |
|
R1 |
123-070 |
123-070 |
123-062 |
123-070 |
PP |
123-060 |
123-060 |
123-060 |
123-060 |
S1 |
123-050 |
123-050 |
123-058 |
123-050 |
S2 |
123-040 |
123-040 |
123-056 |
|
S3 |
123-020 |
123-030 |
123-054 |
|
S4 |
123-000 |
123-010 |
123-049 |
|
|
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 |
123-155 |
2.618 |
123-122 |
1.618 |
123-102 |
1.000 |
123-090 |
0.618 |
123-082 |
HIGH |
123-070 |
0.618 |
123-062 |
0.500 |
123-060 |
0.382 |
123-058 |
LOW |
123-050 |
0.618 |
123-038 |
1.000 |
123-030 |
1.618 |
123-018 |
2.618 |
122-318 |
4.250 |
122-285 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
123-060 |
123-115 |
PP |
123-060 |
123-097 |
S1 |
123-060 |
123-078 |
|