ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-292 |
123-312 |
0-020 |
0.1% |
123-307 |
High |
124-002 |
124-047 |
0-045 |
0.1% |
124-067 |
Low |
123-250 |
123-190 |
-0-060 |
-0.2% |
123-240 |
Close |
123-300 |
123-202 |
-0-098 |
-0.2% |
123-297 |
Range |
0-072 |
0-177 |
0-105 |
145.8% |
0-147 |
ATR |
0-071 |
0-078 |
0-008 |
10.7% |
0-000 |
Volume |
797,665 |
1,478,155 |
680,490 |
85.3% |
3,381,577 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-144 |
125-030 |
123-299 |
|
R3 |
124-287 |
124-173 |
123-251 |
|
R2 |
124-110 |
124-110 |
123-234 |
|
R1 |
123-316 |
123-316 |
123-218 |
123-284 |
PP |
123-253 |
123-253 |
123-253 |
123-237 |
S1 |
123-139 |
123-139 |
123-186 |
123-108 |
S2 |
123-076 |
123-076 |
123-170 |
|
S3 |
122-219 |
122-282 |
123-153 |
|
S4 |
122-042 |
122-105 |
123-105 |
|
|
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 |
123-190 |
0-197 |
0.5% |
0-106 |
0.3% |
6% |
False |
True |
865,420 |
10 |
124-137 |
123-190 |
0-267 |
0.7% |
0-093 |
0.2% |
4% |
False |
True |
783,608 |
20 |
124-267 |
123-190 |
1-077 |
1.0% |
0-074 |
0.2% |
3% |
False |
True |
623,235 |
40 |
124-267 |
123-190 |
1-077 |
1.0% |
0-069 |
0.2% |
3% |
False |
True |
578,948 |
60 |
124-267 |
123-060 |
1-207 |
1.3% |
0-069 |
0.2% |
27% |
False |
False |
581,217 |
80 |
124-267 |
123-040 |
1-227 |
1.4% |
0-067 |
0.2% |
30% |
False |
False |
466,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-159 |
2.618 |
125-190 |
1.618 |
125-013 |
1.000 |
124-224 |
0.618 |
124-156 |
HIGH |
124-047 |
0.618 |
123-299 |
0.500 |
123-278 |
0.382 |
123-258 |
LOW |
123-190 |
0.618 |
123-081 |
1.000 |
123-013 |
1.618 |
122-224 |
2.618 |
122-047 |
4.250 |
121-078 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-278 |
123-278 |
PP |
123-253 |
123-253 |
S1 |
123-228 |
123-228 |
|