ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
124-105 |
124-092 |
-0-013 |
0.0% |
124-145 |
High |
124-137 |
124-100 |
-0-037 |
-0.1% |
124-145 |
Low |
124-092 |
123-295 |
-0-117 |
-0.3% |
123-295 |
Close |
124-100 |
123-317 |
-0-103 |
-0.3% |
123-317 |
Range |
0-045 |
0-125 |
0-080 |
177.8% |
0-170 |
ATR |
0-058 |
0-063 |
0-005 |
8.3% |
0-000 |
Volume |
636,980 |
894,712 |
257,732 |
40.5% |
2,761,259 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-079 |
125-003 |
124-066 |
|
R3 |
124-274 |
124-198 |
124-031 |
|
R2 |
124-149 |
124-149 |
124-020 |
|
R1 |
124-073 |
124-073 |
124-008 |
124-048 |
PP |
124-024 |
124-024 |
124-024 |
124-012 |
S1 |
123-268 |
123-268 |
123-306 |
123-244 |
S2 |
123-219 |
123-219 |
123-294 |
|
S3 |
123-094 |
123-143 |
123-283 |
|
S4 |
122-289 |
123-018 |
123-248 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-229 |
125-123 |
124-090 |
|
R3 |
125-059 |
124-273 |
124-044 |
|
R2 |
124-209 |
124-209 |
124-028 |
|
R1 |
124-103 |
124-103 |
124-013 |
124-071 |
PP |
124-039 |
124-039 |
124-039 |
124-023 |
S1 |
123-253 |
123-253 |
123-301 |
123-221 |
S2 |
123-189 |
123-189 |
123-286 |
|
S3 |
123-019 |
123-083 |
123-270 |
|
S4 |
122-169 |
122-233 |
123-224 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-145 |
123-295 |
0-170 |
0.4% |
0-061 |
0.2% |
13% |
False |
True |
552,251 |
10 |
124-267 |
123-295 |
0-292 |
0.7% |
0-064 |
0.2% |
8% |
False |
True |
538,228 |
20 |
124-267 |
123-295 |
0-292 |
0.7% |
0-057 |
0.1% |
8% |
False |
True |
512,503 |
40 |
124-267 |
123-120 |
1-147 |
1.2% |
0-065 |
0.2% |
42% |
False |
False |
537,708 |
60 |
124-267 |
123-050 |
1-217 |
1.4% |
0-066 |
0.2% |
50% |
False |
False |
516,049 |
80 |
124-267 |
123-020 |
1-247 |
1.4% |
0-061 |
0.2% |
52% |
False |
False |
388,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-311 |
2.618 |
125-107 |
1.618 |
124-302 |
1.000 |
124-225 |
0.618 |
124-177 |
HIGH |
124-100 |
0.618 |
124-052 |
0.500 |
124-038 |
0.382 |
124-023 |
LOW |
123-295 |
0.618 |
123-218 |
1.000 |
123-170 |
1.618 |
123-093 |
2.618 |
122-288 |
4.250 |
122-084 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
124-038 |
124-056 |
PP |
124-024 |
124-036 |
S1 |
124-010 |
124-017 |
|