ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
124-092 |
123-307 |
-0-105 |
-0.3% |
124-145 |
High |
124-100 |
124-017 |
-0-083 |
-0.2% |
124-145 |
Low |
123-295 |
123-275 |
-0-020 |
-0.1% |
123-295 |
Close |
123-317 |
123-307 |
-0-010 |
0.0% |
123-317 |
Range |
0-125 |
0-062 |
-0-063 |
-50.4% |
0-170 |
ATR |
0-063 |
0-063 |
0-000 |
-0.1% |
0-000 |
Volume |
894,712 |
630,928 |
-263,784 |
-29.5% |
2,761,259 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-172 |
124-142 |
124-021 |
|
R3 |
124-110 |
124-080 |
124-004 |
|
R2 |
124-048 |
124-048 |
123-318 |
|
R1 |
124-018 |
124-018 |
123-313 |
124-018 |
PP |
123-306 |
123-306 |
123-306 |
123-306 |
S1 |
123-276 |
123-276 |
123-301 |
123-276 |
S2 |
123-244 |
123-244 |
123-296 |
|
S3 |
123-182 |
123-214 |
123-290 |
|
S4 |
123-120 |
123-152 |
123-273 |
|
|
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 |
124-137 |
123-275 |
0-182 |
0.5% |
0-064 |
0.2% |
18% |
False |
True |
605,699 |
10 |
124-267 |
123-275 |
0-312 |
0.8% |
0-068 |
0.2% |
10% |
False |
True |
570,550 |
20 |
124-267 |
123-275 |
0-312 |
0.8% |
0-057 |
0.1% |
10% |
False |
True |
516,670 |
40 |
124-267 |
123-215 |
1-052 |
0.9% |
0-064 |
0.2% |
25% |
False |
False |
539,641 |
60 |
124-267 |
123-060 |
1-207 |
1.3% |
0-066 |
0.2% |
47% |
False |
False |
526,372 |
80 |
124-267 |
123-020 |
1-247 |
1.4% |
0-062 |
0.2% |
51% |
False |
False |
396,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-280 |
2.618 |
124-179 |
1.618 |
124-117 |
1.000 |
124-079 |
0.618 |
124-055 |
HIGH |
124-017 |
0.618 |
123-313 |
0.500 |
123-306 |
0.382 |
123-299 |
LOW |
123-275 |
0.618 |
123-237 |
1.000 |
123-213 |
1.618 |
123-175 |
2.618 |
123-113 |
4.250 |
123-012 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-307 |
124-046 |
PP |
123-306 |
124-026 |
S1 |
123-306 |
124-007 |
|