ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 21-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-300 |
123-292 |
-0-008 |
0.0% |
123-307 |
High |
124-012 |
124-002 |
-0-010 |
0.0% |
124-067 |
Low |
123-265 |
123-250 |
-0-015 |
0.0% |
123-240 |
Close |
123-290 |
123-300 |
0-010 |
0.0% |
123-297 |
Range |
0-067 |
0-072 |
0-005 |
7.5% |
0-147 |
ATR |
0-071 |
0-071 |
0-000 |
0.1% |
0-000 |
Volume |
647,000 |
797,665 |
150,665 |
23.3% |
3,381,577 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-187 |
124-155 |
124-020 |
|
R3 |
124-115 |
124-083 |
124-000 |
|
R2 |
124-043 |
124-043 |
123-313 |
|
R1 |
124-011 |
124-011 |
123-307 |
124-027 |
PP |
123-291 |
123-291 |
123-291 |
123-298 |
S1 |
123-259 |
123-259 |
123-293 |
123-275 |
S2 |
123-219 |
123-219 |
123-287 |
|
S3 |
123-147 |
123-187 |
123-280 |
|
S4 |
123-075 |
123-115 |
123-260 |
|
|
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% |
0-086 |
0.2% |
41% |
False |
False |
711,292 |
10 |
124-137 |
123-240 |
0-217 |
0.5% |
0-080 |
0.2% |
28% |
False |
False |
684,540 |
20 |
124-267 |
123-240 |
1-027 |
0.9% |
0-068 |
0.2% |
17% |
False |
False |
571,794 |
40 |
124-267 |
123-240 |
1-027 |
0.9% |
0-066 |
0.2% |
17% |
False |
False |
556,859 |
60 |
124-267 |
123-060 |
1-207 |
1.3% |
0-067 |
0.2% |
46% |
False |
False |
575,486 |
80 |
124-267 |
123-020 |
1-247 |
1.4% |
0-065 |
0.2% |
49% |
False |
False |
448,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-308 |
2.618 |
124-190 |
1.618 |
124-118 |
1.000 |
124-074 |
0.618 |
124-046 |
HIGH |
124-002 |
0.618 |
123-294 |
0.500 |
123-286 |
0.382 |
123-278 |
LOW |
123-250 |
0.618 |
123-206 |
1.000 |
123-178 |
1.618 |
123-134 |
2.618 |
123-062 |
4.250 |
122-264 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-295 |
123-315 |
PP |
123-291 |
123-310 |
S1 |
123-286 |
123-305 |
|