ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
124-027 |
123-300 |
-0-047 |
-0.1% |
123-307 |
High |
124-060 |
124-012 |
-0-048 |
-0.1% |
124-067 |
Low |
123-275 |
123-265 |
-0-010 |
0.0% |
123-240 |
Close |
123-297 |
123-290 |
-0-007 |
0.0% |
123-297 |
Range |
0-105 |
0-067 |
-0-038 |
-36.2% |
0-147 |
ATR |
0-071 |
0-071 |
0-000 |
-0.4% |
0-000 |
Volume |
694,960 |
647,000 |
-47,960 |
-6.9% |
3,381,577 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-177 |
124-140 |
124-007 |
|
R3 |
124-110 |
124-073 |
123-308 |
|
R2 |
124-043 |
124-043 |
123-302 |
|
R1 |
124-006 |
124-006 |
123-296 |
123-311 |
PP |
123-296 |
123-296 |
123-296 |
123-288 |
S1 |
123-259 |
123-259 |
123-284 |
123-244 |
S2 |
123-229 |
123-229 |
123-278 |
|
S3 |
123-162 |
123-192 |
123-272 |
|
S4 |
123-095 |
123-125 |
123-253 |
|
|
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% |
0-089 |
0.2% |
34% |
False |
False |
679,529 |
10 |
124-137 |
123-240 |
0-217 |
0.5% |
0-077 |
0.2% |
23% |
False |
False |
642,614 |
20 |
124-267 |
123-240 |
1-027 |
0.9% |
0-068 |
0.2% |
14% |
False |
False |
565,243 |
40 |
124-267 |
123-215 |
1-052 |
0.9% |
0-067 |
0.2% |
20% |
False |
False |
551,188 |
60 |
124-267 |
123-060 |
1-207 |
1.3% |
0-068 |
0.2% |
44% |
False |
False |
575,330 |
80 |
124-267 |
123-020 |
1-247 |
1.4% |
0-066 |
0.2% |
48% |
False |
False |
438,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-297 |
2.618 |
124-187 |
1.618 |
124-120 |
1.000 |
124-079 |
0.618 |
124-053 |
HIGH |
124-012 |
0.618 |
123-306 |
0.500 |
123-298 |
0.382 |
123-291 |
LOW |
123-265 |
0.618 |
123-224 |
1.000 |
123-198 |
1.618 |
123-157 |
2.618 |
123-090 |
4.250 |
122-300 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-298 |
124-006 |
PP |
123-296 |
123-314 |
S1 |
123-293 |
123-302 |
|