ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-310 |
123-255 |
-0-055 |
-0.1% |
124-145 |
High |
124-015 |
123-317 |
-0-018 |
0.0% |
124-145 |
Low |
123-245 |
123-240 |
-0-005 |
0.0% |
123-295 |
Close |
123-277 |
123-292 |
0-015 |
0.0% |
123-317 |
Range |
0-090 |
0-077 |
-0-013 |
-14.4% |
0-170 |
ATR |
0-065 |
0-066 |
0-001 |
1.4% |
0-000 |
Volume |
638,850 |
707,519 |
68,669 |
10.7% |
2,761,259 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-194 |
124-160 |
124-014 |
|
R3 |
124-117 |
124-083 |
123-313 |
|
R2 |
124-040 |
124-040 |
123-306 |
|
R1 |
124-006 |
124-006 |
123-299 |
124-023 |
PP |
123-283 |
123-283 |
123-283 |
123-292 |
S1 |
123-249 |
123-249 |
123-285 |
123-266 |
S2 |
123-206 |
123-206 |
123-278 |
|
S3 |
123-129 |
123-172 |
123-271 |
|
S4 |
123-052 |
123-095 |
123-250 |
|
|
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 |
123-240 |
0-217 |
0.5% |
0-080 |
0.2% |
24% |
False |
True |
701,797 |
10 |
124-260 |
123-240 |
1-020 |
0.9% |
0-071 |
0.2% |
15% |
False |
True |
603,858 |
20 |
124-267 |
123-240 |
1-027 |
0.9% |
0-060 |
0.2% |
15% |
False |
True |
533,863 |
40 |
124-267 |
123-215 |
1-052 |
0.9% |
0-064 |
0.2% |
21% |
False |
False |
540,234 |
60 |
124-267 |
123-060 |
1-207 |
1.3% |
0-067 |
0.2% |
44% |
False |
False |
548,450 |
80 |
124-267 |
123-020 |
1-247 |
1.4% |
0-064 |
0.2% |
48% |
False |
False |
412,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-004 |
2.618 |
124-199 |
1.618 |
124-122 |
1.000 |
124-074 |
0.618 |
124-045 |
HIGH |
123-317 |
0.618 |
123-288 |
0.500 |
123-278 |
0.382 |
123-269 |
LOW |
123-240 |
0.618 |
123-192 |
1.000 |
123-163 |
1.618 |
123-115 |
2.618 |
123-038 |
4.250 |
122-233 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-288 |
123-291 |
PP |
123-283 |
123-290 |
S1 |
123-278 |
123-288 |
|