ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-297 |
124-027 |
0-050 |
0.1% |
123-307 |
High |
124-067 |
124-060 |
-0-007 |
0.0% |
124-067 |
Low |
123-280 |
123-275 |
-0-005 |
0.0% |
123-240 |
Close |
124-057 |
123-297 |
-0-080 |
-0.2% |
123-297 |
Range |
0-107 |
0-105 |
-0-002 |
-1.9% |
0-147 |
ATR |
0-069 |
0-071 |
0-003 |
3.8% |
0-000 |
Volume |
709,320 |
694,960 |
-14,360 |
-2.0% |
3,381,577 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-312 |
124-250 |
124-035 |
|
R3 |
124-207 |
124-145 |
124-006 |
|
R2 |
124-102 |
124-102 |
123-316 |
|
R1 |
124-040 |
124-040 |
123-307 |
124-018 |
PP |
123-317 |
123-317 |
123-317 |
123-307 |
S1 |
123-255 |
123-255 |
123-287 |
123-234 |
S2 |
123-212 |
123-212 |
123-278 |
|
S3 |
123-107 |
123-150 |
123-268 |
|
S4 |
123-002 |
123-045 |
123-239 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-109 |
125-030 |
124-058 |
|
R3 |
124-282 |
124-203 |
124-017 |
|
R2 |
124-135 |
124-135 |
124-004 |
|
R1 |
124-056 |
124-056 |
123-310 |
124-022 |
PP |
123-308 |
123-308 |
123-308 |
123-291 |
S1 |
123-229 |
123-229 |
123-284 |
123-195 |
S2 |
123-161 |
123-161 |
123-270 |
|
S3 |
123-014 |
123-082 |
123-257 |
|
S4 |
122-187 |
122-255 |
123-216 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-067 |
123-240 |
0-147 |
0.4% |
0-088 |
0.2% |
39% |
False |
False |
676,315 |
10 |
124-145 |
123-240 |
0-225 |
0.6% |
0-075 |
0.2% |
25% |
False |
False |
614,283 |
20 |
124-267 |
123-240 |
1-027 |
0.9% |
0-068 |
0.2% |
16% |
False |
False |
554,598 |
40 |
124-267 |
123-215 |
1-052 |
0.9% |
0-066 |
0.2% |
22% |
False |
False |
545,771 |
60 |
124-267 |
123-060 |
1-207 |
1.3% |
0-068 |
0.2% |
45% |
False |
False |
570,384 |
80 |
124-267 |
123-020 |
1-247 |
1.4% |
0-065 |
0.2% |
49% |
False |
False |
430,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-186 |
2.618 |
125-015 |
1.618 |
124-230 |
1.000 |
124-165 |
0.618 |
124-125 |
HIGH |
124-060 |
0.618 |
124-020 |
0.500 |
124-008 |
0.382 |
123-315 |
LOW |
123-275 |
0.618 |
123-210 |
1.000 |
123-170 |
1.618 |
123-105 |
2.618 |
123-000 |
4.250 |
122-149 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
124-008 |
123-314 |
PP |
123-317 |
123-308 |
S1 |
123-307 |
123-302 |
|