ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-200 |
123-015 |
-0-185 |
-0.5% |
123-300 |
High |
123-215 |
123-052 |
-0-163 |
-0.4% |
124-047 |
Low |
123-002 |
122-222 |
-0-100 |
-0.3% |
123-147 |
Close |
123-047 |
123-035 |
-0-012 |
0.0% |
123-212 |
Range |
0-213 |
0-150 |
-0-063 |
-29.6% |
0-220 |
ATR |
0-089 |
0-093 |
0-004 |
4.9% |
0-000 |
Volume |
1,877,653 |
2,142,097 |
264,444 |
14.1% |
4,862,935 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-126 |
124-071 |
123-118 |
|
R3 |
123-296 |
123-241 |
123-076 |
|
R2 |
123-146 |
123-146 |
123-062 |
|
R1 |
123-091 |
123-091 |
123-049 |
123-118 |
PP |
122-316 |
122-316 |
122-316 |
123-010 |
S1 |
122-261 |
122-261 |
123-021 |
122-288 |
S2 |
122-166 |
122-166 |
123-008 |
|
S3 |
122-016 |
122-111 |
122-314 |
|
S4 |
121-186 |
121-281 |
122-272 |
|
|
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 |
122-222 |
1-145 |
1.2% |
0-143 |
0.4% |
29% |
False |
True |
1,487,604 |
10 |
124-067 |
122-222 |
1-165 |
1.2% |
0-114 |
0.3% |
27% |
False |
True |
1,099,448 |
20 |
124-267 |
122-222 |
2-045 |
1.7% |
0-093 |
0.2% |
19% |
False |
True |
837,282 |
40 |
124-267 |
122-222 |
2-045 |
1.7% |
0-074 |
0.2% |
19% |
False |
True |
673,874 |
60 |
124-267 |
122-222 |
2-045 |
1.7% |
0-074 |
0.2% |
19% |
False |
True |
635,955 |
80 |
124-267 |
122-222 |
2-045 |
1.7% |
0-071 |
0.2% |
19% |
False |
True |
541,302 |
100 |
124-267 |
122-222 |
2-045 |
1.7% |
0-062 |
0.2% |
19% |
False |
True |
433,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-050 |
2.618 |
124-125 |
1.618 |
123-295 |
1.000 |
123-202 |
0.618 |
123-145 |
HIGH |
123-052 |
0.618 |
122-315 |
0.500 |
122-297 |
0.382 |
122-279 |
LOW |
122-222 |
0.618 |
122-129 |
1.000 |
122-072 |
1.618 |
121-299 |
2.618 |
121-149 |
4.250 |
120-224 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-016 |
123-071 |
PP |
122-316 |
123-059 |
S1 |
122-297 |
123-047 |
|