ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 28-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-197 |
123-200 |
0-003 |
0.0% |
123-300 |
High |
123-240 |
123-215 |
-0-025 |
-0.1% |
124-047 |
Low |
123-185 |
123-002 |
-0-183 |
-0.5% |
123-147 |
Close |
123-212 |
123-047 |
-0-165 |
-0.4% |
123-212 |
Range |
0-055 |
0-213 |
0-158 |
287.3% |
0-220 |
ATR |
0-080 |
0-089 |
0-010 |
12.0% |
0-000 |
Volume |
753,027 |
1,877,653 |
1,124,626 |
149.3% |
4,862,935 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-087 |
124-280 |
123-164 |
|
R3 |
124-194 |
124-067 |
123-106 |
|
R2 |
123-301 |
123-301 |
123-086 |
|
R1 |
123-174 |
123-174 |
123-067 |
123-131 |
PP |
123-088 |
123-088 |
123-088 |
123-066 |
S1 |
122-281 |
122-281 |
123-027 |
122-238 |
S2 |
122-195 |
122-195 |
123-008 |
|
S3 |
121-302 |
122-068 |
122-308 |
|
S4 |
121-089 |
121-175 |
122-250 |
|
|
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 |
123-002 |
1-045 |
0.9% |
0-127 |
0.3% |
12% |
False |
True |
1,218,717 |
10 |
124-067 |
123-002 |
1-065 |
1.0% |
0-108 |
0.3% |
12% |
False |
True |
949,123 |
20 |
124-267 |
123-002 |
1-265 |
1.5% |
0-088 |
0.2% |
8% |
False |
True |
759,836 |
40 |
124-267 |
123-002 |
1-265 |
1.5% |
0-072 |
0.2% |
8% |
False |
True |
630,705 |
60 |
124-267 |
123-002 |
1-265 |
1.5% |
0-073 |
0.2% |
8% |
False |
True |
607,023 |
80 |
124-267 |
123-002 |
1-265 |
1.5% |
0-071 |
0.2% |
8% |
False |
True |
514,553 |
100 |
124-267 |
123-002 |
1-265 |
1.5% |
0-061 |
0.2% |
8% |
False |
True |
411,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-160 |
2.618 |
125-133 |
1.618 |
124-240 |
1.000 |
124-108 |
0.618 |
124-027 |
HIGH |
123-215 |
0.618 |
123-134 |
0.500 |
123-108 |
0.382 |
123-083 |
LOW |
123-002 |
0.618 |
122-190 |
1.000 |
122-109 |
1.618 |
121-297 |
2.618 |
121-084 |
4.250 |
120-057 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-108 |
123-134 |
PP |
123-088 |
123-105 |
S1 |
123-068 |
123-076 |
|