ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
124-100 |
124-105 |
0-005 |
0.0% |
124-192 |
| High |
124-122 |
124-137 |
0-015 |
0.0% |
124-267 |
| Low |
124-077 |
124-092 |
0-015 |
0.0% |
124-117 |
| Close |
124-110 |
124-100 |
-0-010 |
0.0% |
124-132 |
| Range |
0-045 |
0-045 |
0-000 |
0.0% |
0-150 |
| ATR |
0-059 |
0-058 |
-0-001 |
-1.7% |
0-000 |
| Volume |
487,469 |
636,980 |
149,511 |
30.7% |
2,621,023 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-245 |
124-217 |
124-125 |
|
| R3 |
124-200 |
124-172 |
124-112 |
|
| R2 |
124-155 |
124-155 |
124-108 |
|
| R1 |
124-127 |
124-127 |
124-104 |
124-118 |
| PP |
124-110 |
124-110 |
124-110 |
124-105 |
| S1 |
124-082 |
124-082 |
124-096 |
124-074 |
| S2 |
124-065 |
124-065 |
124-092 |
|
| S3 |
124-020 |
124-037 |
124-088 |
|
| S4 |
123-295 |
123-312 |
124-075 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-302 |
125-207 |
124-214 |
|
| R3 |
125-152 |
125-057 |
124-173 |
|
| R2 |
125-002 |
125-002 |
124-160 |
|
| R1 |
124-227 |
124-227 |
124-146 |
124-200 |
| PP |
124-172 |
124-172 |
124-172 |
124-158 |
| S1 |
124-077 |
124-077 |
124-118 |
124-050 |
| S2 |
124-022 |
124-022 |
124-104 |
|
| S3 |
123-192 |
123-247 |
124-091 |
|
| S4 |
123-042 |
123-097 |
124-050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-252 |
124-077 |
0-175 |
0.4% |
0-063 |
0.2% |
13% |
False |
False |
548,088 |
| 10 |
124-267 |
124-077 |
0-190 |
0.5% |
0-057 |
0.1% |
12% |
False |
False |
488,230 |
| 20 |
124-267 |
124-077 |
0-190 |
0.5% |
0-054 |
0.1% |
12% |
False |
False |
489,346 |
| 40 |
124-267 |
123-087 |
1-180 |
1.3% |
0-064 |
0.2% |
67% |
False |
False |
530,301 |
| 60 |
124-267 |
123-040 |
1-227 |
1.4% |
0-065 |
0.2% |
69% |
False |
False |
501,341 |
| 80 |
124-267 |
123-020 |
1-247 |
1.4% |
0-060 |
0.2% |
71% |
False |
False |
377,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-008 |
|
2.618 |
124-255 |
|
1.618 |
124-210 |
|
1.000 |
124-182 |
|
0.618 |
124-165 |
|
HIGH |
124-137 |
|
0.618 |
124-120 |
|
0.500 |
124-114 |
|
0.382 |
124-109 |
|
LOW |
124-092 |
|
0.618 |
124-064 |
|
1.000 |
124-047 |
|
1.618 |
124-019 |
|
2.618 |
123-294 |
|
4.250 |
123-221 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-114 |
124-107 |
| PP |
124-110 |
124-105 |
| S1 |
124-105 |
124-102 |
|