ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-195 |
123-197 |
0-002 |
0.0% |
123-300 |
High |
123-267 |
123-240 |
-0-027 |
-0.1% |
124-047 |
Low |
123-147 |
123-185 |
0-038 |
0.1% |
123-147 |
Close |
123-200 |
123-212 |
0-012 |
0.0% |
123-212 |
Range |
0-120 |
0-055 |
-0-065 |
-54.2% |
0-220 |
ATR |
0-081 |
0-080 |
-0-002 |
-2.3% |
0-000 |
Volume |
1,187,088 |
753,027 |
-434,061 |
-36.6% |
4,862,935 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-057 |
124-030 |
123-242 |
|
R3 |
124-002 |
123-295 |
123-227 |
|
R2 |
123-267 |
123-267 |
123-222 |
|
R1 |
123-240 |
123-240 |
123-217 |
123-254 |
PP |
123-212 |
123-212 |
123-212 |
123-219 |
S1 |
123-185 |
123-185 |
123-207 |
123-198 |
S2 |
123-157 |
123-157 |
123-202 |
|
S3 |
123-102 |
123-130 |
123-197 |
|
S4 |
123-047 |
123-075 |
123-182 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-262 |
125-137 |
124-013 |
|
R3 |
125-042 |
124-237 |
123-272 |
|
R2 |
124-142 |
124-142 |
123-252 |
|
R1 |
124-017 |
124-017 |
123-232 |
123-290 |
PP |
123-242 |
123-242 |
123-242 |
123-218 |
S1 |
123-117 |
123-117 |
123-192 |
123-070 |
S2 |
123-022 |
123-022 |
123-172 |
|
S3 |
122-122 |
122-217 |
123-152 |
|
S4 |
121-222 |
121-317 |
123-091 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-047 |
123-147 |
0-220 |
0.6% |
0-098 |
0.2% |
30% |
False |
False |
972,587 |
10 |
124-067 |
123-147 |
0-240 |
0.6% |
0-093 |
0.2% |
27% |
False |
False |
824,451 |
20 |
124-267 |
123-147 |
1-120 |
1.1% |
0-078 |
0.2% |
15% |
False |
False |
681,339 |
40 |
124-267 |
123-147 |
1-120 |
1.1% |
0-069 |
0.2% |
15% |
False |
False |
592,933 |
60 |
124-267 |
123-060 |
1-207 |
1.3% |
0-070 |
0.2% |
29% |
False |
False |
586,040 |
80 |
124-267 |
123-040 |
1-227 |
1.4% |
0-068 |
0.2% |
31% |
False |
False |
491,197 |
100 |
124-267 |
123-020 |
1-247 |
1.4% |
0-059 |
0.1% |
34% |
False |
False |
393,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-154 |
2.618 |
124-064 |
1.618 |
124-009 |
1.000 |
123-295 |
0.618 |
123-274 |
HIGH |
123-240 |
0.618 |
123-219 |
0.500 |
123-212 |
0.382 |
123-206 |
LOW |
123-185 |
0.618 |
123-151 |
1.000 |
123-130 |
1.618 |
123-096 |
2.618 |
123-041 |
4.250 |
122-271 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-212 |
123-257 |
PP |
123-212 |
123-242 |
S1 |
123-212 |
123-227 |
|