ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 23-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-312 |
123-195 |
-0-117 |
-0.3% |
123-307 |
High |
124-047 |
123-267 |
-0-100 |
-0.3% |
124-067 |
Low |
123-190 |
123-147 |
-0-043 |
-0.1% |
123-240 |
Close |
123-202 |
123-200 |
-0-002 |
0.0% |
123-297 |
Range |
0-177 |
0-120 |
-0-057 |
-32.2% |
0-147 |
ATR |
0-078 |
0-081 |
0-003 |
3.8% |
0-000 |
Volume |
1,478,155 |
1,187,088 |
-291,067 |
-19.7% |
3,381,577 |
|
Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-245 |
124-182 |
123-266 |
|
R3 |
124-125 |
124-062 |
123-233 |
|
R2 |
124-005 |
124-005 |
123-222 |
|
R1 |
123-262 |
123-262 |
123-211 |
123-294 |
PP |
123-205 |
123-205 |
123-205 |
123-220 |
S1 |
123-142 |
123-142 |
123-189 |
123-174 |
S2 |
123-085 |
123-085 |
123-178 |
|
S3 |
122-285 |
123-022 |
123-167 |
|
S4 |
122-165 |
122-222 |
123-134 |
|
|
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 |
124-060 |
123-147 |
0-233 |
0.6% |
0-108 |
0.3% |
23% |
False |
True |
960,973 |
10 |
124-100 |
123-147 |
0-273 |
0.7% |
0-100 |
0.3% |
19% |
False |
True |
838,619 |
20 |
124-267 |
123-147 |
1-120 |
1.1% |
0-078 |
0.2% |
12% |
False |
True |
663,425 |
40 |
124-267 |
123-147 |
1-120 |
1.1% |
0-070 |
0.2% |
12% |
False |
True |
589,263 |
60 |
124-267 |
123-060 |
1-207 |
1.3% |
0-070 |
0.2% |
27% |
False |
False |
586,690 |
80 |
124-267 |
123-040 |
1-227 |
1.4% |
0-068 |
0.2% |
29% |
False |
False |
481,799 |
100 |
124-267 |
123-020 |
1-247 |
1.4% |
0-058 |
0.1% |
32% |
False |
False |
385,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-137 |
2.618 |
124-261 |
1.618 |
124-141 |
1.000 |
124-067 |
0.618 |
124-021 |
HIGH |
123-267 |
0.618 |
123-221 |
0.500 |
123-207 |
0.382 |
123-193 |
LOW |
123-147 |
0.618 |
123-073 |
1.000 |
123-027 |
1.618 |
122-273 |
2.618 |
122-153 |
4.250 |
121-277 |
|
|
Fisher Pivots for day following 23-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-207 |
123-257 |
PP |
123-205 |
123-238 |
S1 |
123-202 |
123-219 |
|