ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 30-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-015 |
123-047 |
0-032 |
0.1% |
123-300 |
High |
123-052 |
123-075 |
0-023 |
0.1% |
124-047 |
Low |
122-222 |
122-312 |
0-090 |
0.2% |
123-147 |
Close |
123-035 |
123-040 |
0-005 |
0.0% |
123-212 |
Range |
0-150 |
0-083 |
-0-067 |
-44.7% |
0-220 |
ATR |
0-093 |
0-093 |
-0-001 |
-0.8% |
0-000 |
Volume |
2,142,097 |
1,272,221 |
-869,876 |
-40.6% |
4,862,935 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-285 |
123-245 |
123-086 |
|
R3 |
123-202 |
123-162 |
123-063 |
|
R2 |
123-119 |
123-119 |
123-055 |
|
R1 |
123-079 |
123-079 |
123-048 |
123-058 |
PP |
123-036 |
123-036 |
123-036 |
123-025 |
S1 |
122-316 |
122-316 |
123-032 |
122-294 |
S2 |
122-273 |
122-273 |
123-025 |
|
S3 |
122-190 |
122-233 |
123-017 |
|
S4 |
122-107 |
122-150 |
122-314 |
|
|
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 |
123-267 |
122-222 |
1-045 |
0.9% |
0-124 |
0.3% |
38% |
False |
False |
1,446,417 |
10 |
124-067 |
122-222 |
1-165 |
1.2% |
0-115 |
0.3% |
28% |
False |
False |
1,155,918 |
20 |
124-260 |
122-222 |
2-038 |
1.7% |
0-093 |
0.2% |
20% |
False |
False |
879,888 |
40 |
124-267 |
122-222 |
2-045 |
1.7% |
0-074 |
0.2% |
20% |
False |
False |
690,561 |
60 |
124-267 |
122-222 |
2-045 |
1.7% |
0-075 |
0.2% |
20% |
False |
False |
649,875 |
80 |
124-267 |
122-222 |
2-045 |
1.7% |
0-071 |
0.2% |
20% |
False |
False |
556,969 |
100 |
124-267 |
122-222 |
2-045 |
1.7% |
0-063 |
0.2% |
20% |
False |
False |
446,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-108 |
2.618 |
123-292 |
1.618 |
123-209 |
1.000 |
123-158 |
0.618 |
123-126 |
HIGH |
123-075 |
0.618 |
123-043 |
0.500 |
123-034 |
0.382 |
123-024 |
LOW |
122-312 |
0.618 |
122-261 |
1.000 |
122-229 |
1.618 |
122-178 |
2.618 |
122-095 |
4.250 |
121-279 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-038 |
123-058 |
PP |
123-036 |
123-052 |
S1 |
123-034 |
123-046 |
|