ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
124-202 |
124-242 |
0-040 |
0.1% |
124-120 |
| High |
124-267 |
124-260 |
-0-007 |
0.0% |
124-207 |
| Low |
124-190 |
124-217 |
0-027 |
0.1% |
124-100 |
| Close |
124-240 |
124-247 |
0-007 |
0.0% |
124-197 |
| Range |
0-077 |
0-043 |
-0-034 |
-44.2% |
0-107 |
| ATR |
0-058 |
0-057 |
-0-001 |
-1.8% |
0-000 |
| Volume |
420,109 |
426,133 |
6,024 |
1.4% |
2,328,105 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-050 |
125-032 |
124-271 |
|
| R3 |
125-007 |
124-309 |
124-259 |
|
| R2 |
124-284 |
124-284 |
124-255 |
|
| R1 |
124-266 |
124-266 |
124-251 |
124-275 |
| PP |
124-241 |
124-241 |
124-241 |
124-246 |
| S1 |
124-223 |
124-223 |
124-243 |
124-232 |
| S2 |
124-198 |
124-198 |
124-239 |
|
| S3 |
124-155 |
124-180 |
124-235 |
|
| S4 |
124-112 |
124-137 |
124-223 |
|
|
| 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 |
124-267 |
124-150 |
0-117 |
0.3% |
0-051 |
0.1% |
83% |
False |
False |
428,372 |
| 10 |
124-267 |
124-100 |
0-167 |
0.4% |
0-050 |
0.1% |
88% |
False |
False |
449,255 |
| 20 |
124-267 |
124-070 |
0-197 |
0.5% |
0-053 |
0.1% |
90% |
False |
False |
486,427 |
| 40 |
124-267 |
123-060 |
1-207 |
1.3% |
0-066 |
0.2% |
96% |
False |
False |
533,865 |
| 60 |
124-267 |
123-040 |
1-227 |
1.4% |
0-064 |
0.2% |
96% |
False |
False |
456,385 |
| 80 |
124-267 |
123-020 |
1-247 |
1.4% |
0-056 |
0.1% |
96% |
False |
False |
342,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-123 |
|
2.618 |
125-053 |
|
1.618 |
125-010 |
|
1.000 |
124-303 |
|
0.618 |
124-287 |
|
HIGH |
124-260 |
|
0.618 |
124-244 |
|
0.500 |
124-238 |
|
0.382 |
124-233 |
|
LOW |
124-217 |
|
0.618 |
124-190 |
|
1.000 |
124-174 |
|
1.618 |
124-147 |
|
2.618 |
124-104 |
|
4.250 |
124-034 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-244 |
124-241 |
| PP |
124-241 |
124-235 |
| S1 |
124-238 |
124-228 |
|