ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-047 |
123-050 |
0-003 |
0.0% |
123-200 |
High |
123-075 |
123-115 |
0-040 |
0.1% |
123-215 |
Low |
122-312 |
122-255 |
-0-057 |
-0.1% |
122-222 |
Close |
123-040 |
122-315 |
-0-045 |
-0.1% |
122-315 |
Range |
0-083 |
0-180 |
0-097 |
116.9% |
0-313 |
ATR |
0-093 |
0-099 |
0-006 |
6.7% |
0-000 |
Volume |
1,272,221 |
470,441 |
-801,780 |
-63.0% |
5,762,412 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-235 |
124-135 |
123-094 |
|
R3 |
124-055 |
123-275 |
123-044 |
|
R2 |
123-195 |
123-195 |
123-028 |
|
R1 |
123-095 |
123-095 |
123-012 |
123-055 |
PP |
123-015 |
123-015 |
123-015 |
122-315 |
S1 |
122-235 |
122-235 |
122-298 |
122-195 |
S2 |
122-155 |
122-155 |
122-282 |
|
S3 |
121-295 |
122-055 |
122-266 |
|
S4 |
121-115 |
121-195 |
122-216 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-016 |
125-159 |
123-167 |
|
R3 |
125-023 |
124-166 |
123-081 |
|
R2 |
124-030 |
124-030 |
123-052 |
|
R1 |
123-173 |
123-173 |
123-024 |
123-105 |
PP |
123-037 |
123-037 |
123-037 |
123-004 |
S1 |
122-180 |
122-180 |
122-286 |
122-112 |
S2 |
122-044 |
122-044 |
122-258 |
|
S3 |
121-051 |
121-187 |
122-229 |
|
S4 |
120-058 |
120-194 |
122-143 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-240 |
122-222 |
1-018 |
0.9% |
0-136 |
0.3% |
28% |
False |
False |
1,303,087 |
10 |
124-060 |
122-222 |
1-158 |
1.2% |
0-122 |
0.3% |
19% |
False |
False |
1,132,030 |
20 |
124-252 |
122-222 |
2-030 |
1.7% |
0-100 |
0.3% |
14% |
False |
False |
882,103 |
40 |
124-267 |
122-222 |
2-045 |
1.7% |
0-076 |
0.2% |
14% |
False |
False |
684,265 |
60 |
124-267 |
122-222 |
2-045 |
1.7% |
0-077 |
0.2% |
14% |
False |
False |
649,944 |
80 |
124-267 |
122-222 |
2-045 |
1.7% |
0-073 |
0.2% |
14% |
False |
False |
562,814 |
100 |
124-267 |
122-222 |
2-045 |
1.7% |
0-065 |
0.2% |
14% |
False |
False |
450,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-240 |
2.618 |
124-266 |
1.618 |
124-086 |
1.000 |
123-295 |
0.618 |
123-226 |
HIGH |
123-115 |
0.618 |
123-046 |
0.500 |
123-025 |
0.382 |
123-004 |
LOW |
122-255 |
0.618 |
122-144 |
1.000 |
122-075 |
1.618 |
121-284 |
2.618 |
121-104 |
4.250 |
120-130 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-025 |
123-008 |
PP |
123-015 |
123-004 |
S1 |
123-005 |
123-000 |
|