ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 04-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-150 |
123-060 |
-0-090 |
-0.2% |
123-090 |
High |
123-150 |
123-140 |
-0-010 |
0.0% |
123-150 |
Low |
123-070 |
123-050 |
-0-020 |
-0.1% |
123-020 |
Close |
123-090 |
123-140 |
0-050 |
0.1% |
123-090 |
Range |
0-080 |
0-090 |
0-010 |
12.5% |
0-130 |
ATR |
0-043 |
0-047 |
0-003 |
7.7% |
0-000 |
Volume |
2,170 |
18,863 |
16,693 |
769.3% |
17,545 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-060 |
124-030 |
123-190 |
|
R3 |
123-290 |
123-260 |
123-165 |
|
R2 |
123-200 |
123-200 |
123-156 |
|
R1 |
123-170 |
123-170 |
123-148 |
123-185 |
PP |
123-110 |
123-110 |
123-110 |
123-118 |
S1 |
123-080 |
123-080 |
123-132 |
123-095 |
S2 |
123-020 |
123-020 |
123-124 |
|
S3 |
122-250 |
122-310 |
123-115 |
|
S4 |
122-160 |
122-220 |
123-090 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-157 |
124-093 |
123-162 |
|
R3 |
124-027 |
123-283 |
123-126 |
|
R2 |
123-217 |
123-217 |
123-114 |
|
R1 |
123-153 |
123-153 |
123-102 |
123-155 |
PP |
123-087 |
123-087 |
123-087 |
123-088 |
S1 |
123-023 |
123-023 |
123-078 |
123-025 |
S2 |
122-277 |
122-277 |
123-066 |
|
S3 |
122-147 |
122-213 |
123-054 |
|
S4 |
122-017 |
122-083 |
123-018 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-202 |
2.618 |
124-056 |
1.618 |
123-286 |
1.000 |
123-230 |
0.618 |
123-196 |
HIGH |
123-140 |
0.618 |
123-106 |
0.500 |
123-095 |
0.382 |
123-084 |
LOW |
123-050 |
0.618 |
122-314 |
1.000 |
122-280 |
1.618 |
122-224 |
2.618 |
122-134 |
4.250 |
121-308 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-125 |
123-127 |
PP |
123-110 |
123-113 |
S1 |
123-095 |
123-100 |
|