ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 29-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
124-152 |
124-192 |
0-040 |
0.1% |
124-120 |
High |
124-205 |
124-212 |
0-007 |
0.0% |
124-207 |
Low |
124-150 |
124-187 |
0-037 |
0.1% |
124-100 |
Close |
124-197 |
124-207 |
0-010 |
0.0% |
124-197 |
Range |
0-055 |
0-025 |
-0-030 |
-54.5% |
0-107 |
ATR |
0-059 |
0-057 |
-0-002 |
-4.1% |
0-000 |
Volume |
394,734 |
307,708 |
-87,026 |
-22.0% |
2,328,105 |
|
Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-277 |
124-267 |
124-221 |
|
R3 |
124-252 |
124-242 |
124-214 |
|
R2 |
124-227 |
124-227 |
124-212 |
|
R1 |
124-217 |
124-217 |
124-209 |
124-222 |
PP |
124-202 |
124-202 |
124-202 |
124-204 |
S1 |
124-192 |
124-192 |
124-205 |
124-197 |
S2 |
124-177 |
124-177 |
124-202 |
|
S3 |
124-152 |
124-167 |
124-200 |
|
S4 |
124-127 |
124-142 |
124-193 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-169 |
125-130 |
124-256 |
|
R3 |
125-062 |
125-023 |
124-226 |
|
R2 |
124-275 |
124-275 |
124-217 |
|
R1 |
124-236 |
124-236 |
124-207 |
124-256 |
PP |
124-168 |
124-168 |
124-168 |
124-178 |
S1 |
124-129 |
124-129 |
124-187 |
124-148 |
S2 |
124-061 |
124-061 |
124-177 |
|
S3 |
123-274 |
124-022 |
124-168 |
|
S4 |
123-167 |
123-235 |
124-138 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-212 |
124-120 |
0-092 |
0.2% |
0-047 |
0.1% |
95% |
True |
False |
440,344 |
10 |
124-212 |
124-100 |
0-112 |
0.3% |
0-047 |
0.1% |
96% |
True |
False |
462,790 |
20 |
124-212 |
124-007 |
0-205 |
0.5% |
0-056 |
0.1% |
98% |
True |
False |
501,573 |
40 |
124-212 |
123-060 |
1-152 |
1.2% |
0-065 |
0.2% |
99% |
True |
False |
530,616 |
60 |
124-212 |
123-040 |
1-172 |
1.2% |
0-065 |
0.2% |
99% |
True |
False |
432,792 |
80 |
124-212 |
123-020 |
1-192 |
1.3% |
0-054 |
0.1% |
99% |
True |
False |
324,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-318 |
2.618 |
124-277 |
1.618 |
124-252 |
1.000 |
124-237 |
0.618 |
124-227 |
HIGH |
124-212 |
0.618 |
124-202 |
0.500 |
124-200 |
0.382 |
124-197 |
LOW |
124-187 |
0.618 |
124-172 |
1.000 |
124-162 |
1.618 |
124-147 |
2.618 |
124-122 |
4.250 |
124-081 |
|
|
Fisher Pivots for day following 29-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
124-204 |
124-194 |
PP |
124-202 |
124-182 |
S1 |
124-200 |
124-170 |
|