ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
123-060 |
123-130 |
0-070 |
0.2% |
123-090 |
High |
123-140 |
123-130 |
-0-010 |
0.0% |
123-150 |
Low |
123-050 |
123-090 |
0-040 |
0.1% |
123-020 |
Close |
123-140 |
123-090 |
-0-050 |
-0.1% |
123-090 |
Range |
0-090 |
0-040 |
-0-050 |
-55.6% |
0-130 |
ATR |
0-047 |
0-047 |
0-000 |
0.5% |
0-000 |
Volume |
18,863 |
2,819 |
-16,044 |
-85.1% |
17,545 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-223 |
123-197 |
123-112 |
|
R3 |
123-183 |
123-157 |
123-101 |
|
R2 |
123-143 |
123-143 |
123-097 |
|
R1 |
123-117 |
123-117 |
123-094 |
123-110 |
PP |
123-103 |
123-103 |
123-103 |
123-100 |
S1 |
123-077 |
123-077 |
123-086 |
123-070 |
S2 |
123-063 |
123-063 |
123-083 |
|
S3 |
123-023 |
123-037 |
123-079 |
|
S4 |
122-303 |
122-317 |
123-068 |
|
|
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 |
123-300 |
2.618 |
123-235 |
1.618 |
123-195 |
1.000 |
123-170 |
0.618 |
123-155 |
HIGH |
123-130 |
0.618 |
123-115 |
0.500 |
123-110 |
0.382 |
123-105 |
LOW |
123-090 |
0.618 |
123-065 |
1.000 |
123-050 |
1.618 |
123-025 |
2.618 |
122-305 |
4.250 |
122-240 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
123-110 |
123-100 |
PP |
123-103 |
123-097 |
S1 |
123-097 |
123-093 |
|