ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-307 |
123-310 |
0-003 |
0.0% |
124-145 |
High |
124-017 |
124-015 |
-0-002 |
0.0% |
124-145 |
Low |
123-275 |
123-245 |
-0-030 |
-0.1% |
123-295 |
Close |
123-307 |
123-277 |
-0-030 |
-0.1% |
123-317 |
Range |
0-062 |
0-090 |
0-028 |
45.2% |
0-170 |
ATR |
0-063 |
0-065 |
0-002 |
3.1% |
0-000 |
Volume |
630,928 |
638,850 |
7,922 |
1.3% |
2,761,259 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-236 |
124-186 |
124-006 |
|
R3 |
124-146 |
124-096 |
123-302 |
|
R2 |
124-056 |
124-056 |
123-294 |
|
R1 |
124-006 |
124-006 |
123-285 |
123-306 |
PP |
123-286 |
123-286 |
123-286 |
123-276 |
S1 |
123-236 |
123-236 |
123-269 |
123-216 |
S2 |
123-196 |
123-196 |
123-260 |
|
S3 |
123-106 |
123-146 |
123-252 |
|
S4 |
123-016 |
123-056 |
123-228 |
|
|
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 |
123-245 |
0-212 |
0.5% |
0-073 |
0.2% |
15% |
False |
True |
657,787 |
10 |
124-267 |
123-245 |
1-022 |
0.9% |
0-071 |
0.2% |
9% |
False |
True |
575,117 |
20 |
124-267 |
123-245 |
1-022 |
0.9% |
0-059 |
0.1% |
9% |
False |
True |
525,781 |
40 |
124-267 |
123-215 |
1-052 |
0.9% |
0-064 |
0.2% |
17% |
False |
False |
541,077 |
60 |
124-267 |
123-060 |
1-207 |
1.3% |
0-066 |
0.2% |
41% |
False |
False |
536,847 |
80 |
124-267 |
123-020 |
1-247 |
1.4% |
0-063 |
0.2% |
45% |
False |
False |
404,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-078 |
2.618 |
124-251 |
1.618 |
124-161 |
1.000 |
124-105 |
0.618 |
124-071 |
HIGH |
124-015 |
0.618 |
123-301 |
0.500 |
123-290 |
0.382 |
123-279 |
LOW |
123-245 |
0.618 |
123-189 |
1.000 |
123-155 |
1.618 |
123-099 |
2.618 |
123-009 |
4.250 |
122-182 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-290 |
124-012 |
PP |
123-286 |
123-314 |
S1 |
123-281 |
123-296 |
|