ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 03-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
123-050 |
123-027 |
-0-023 |
-0.1% |
123-200 |
High |
123-115 |
123-097 |
-0-018 |
0.0% |
123-215 |
Low |
122-255 |
122-270 |
0-015 |
0.0% |
122-222 |
Close |
122-315 |
123-022 |
0-027 |
0.1% |
122-315 |
Range |
0-180 |
0-147 |
-0-033 |
-18.3% |
0-313 |
ATR |
0-099 |
0-102 |
0-003 |
3.5% |
0-000 |
Volume |
470,441 |
142,203 |
-328,238 |
-69.8% |
5,762,412 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-144 |
124-070 |
123-103 |
|
R3 |
123-317 |
123-243 |
123-062 |
|
R2 |
123-170 |
123-170 |
123-049 |
|
R1 |
123-096 |
123-096 |
123-035 |
123-060 |
PP |
123-023 |
123-023 |
123-023 |
123-005 |
S1 |
122-269 |
122-269 |
123-009 |
122-232 |
S2 |
122-196 |
122-196 |
122-315 |
|
S3 |
122-049 |
122-122 |
122-302 |
|
S4 |
121-222 |
121-295 |
122-261 |
|
|
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 |
123-215 |
122-222 |
0-313 |
0.8% |
0-155 |
0.4% |
38% |
False |
False |
1,180,923 |
10 |
124-047 |
122-222 |
1-145 |
1.2% |
0-126 |
0.3% |
26% |
False |
False |
1,076,755 |
20 |
124-145 |
122-222 |
1-243 |
1.4% |
0-100 |
0.3% |
21% |
False |
False |
845,519 |
40 |
124-267 |
122-222 |
2-045 |
1.7% |
0-078 |
0.2% |
18% |
False |
False |
670,108 |
60 |
124-267 |
122-222 |
2-045 |
1.7% |
0-078 |
0.2% |
18% |
False |
False |
642,206 |
80 |
124-267 |
122-222 |
2-045 |
1.7% |
0-074 |
0.2% |
18% |
False |
False |
564,485 |
100 |
124-267 |
122-222 |
2-045 |
1.7% |
0-066 |
0.2% |
18% |
False |
False |
452,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-082 |
2.618 |
124-162 |
1.618 |
124-015 |
1.000 |
123-244 |
0.618 |
123-188 |
HIGH |
123-097 |
0.618 |
123-041 |
0.500 |
123-024 |
0.382 |
123-006 |
LOW |
122-270 |
0.618 |
122-179 |
1.000 |
122-123 |
1.618 |
122-032 |
2.618 |
121-205 |
4.250 |
120-285 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
123-024 |
123-025 |
PP |
123-023 |
123-024 |
S1 |
123-022 |
123-023 |
|