ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 04-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
123-027 |
123-040 |
0-013 |
0.0% |
123-200 |
High |
123-097 |
123-055 |
-0-042 |
-0.1% |
123-215 |
Low |
122-270 |
122-300 |
0-030 |
0.1% |
122-222 |
Close |
123-022 |
123-002 |
-0-020 |
-0.1% |
122-315 |
Range |
0-147 |
0-075 |
-0-072 |
-49.0% |
0-313 |
ATR |
0-102 |
0-100 |
-0-002 |
-1.9% |
0-000 |
Volume |
142,203 |
45,629 |
-96,574 |
-67.9% |
5,762,412 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-237 |
123-195 |
123-043 |
|
R3 |
123-162 |
123-120 |
123-023 |
|
R2 |
123-087 |
123-087 |
123-016 |
|
R1 |
123-045 |
123-045 |
123-009 |
123-028 |
PP |
123-012 |
123-012 |
123-012 |
123-004 |
S1 |
122-290 |
122-290 |
122-315 |
122-274 |
S2 |
122-257 |
122-257 |
122-308 |
|
S3 |
122-182 |
122-215 |
122-301 |
|
S4 |
122-107 |
122-140 |
122-281 |
|
|
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 |
123-115 |
122-222 |
0-213 |
0.5% |
0-127 |
0.3% |
47% |
False |
False |
814,518 |
10 |
124-047 |
122-222 |
1-145 |
1.2% |
0-127 |
0.3% |
22% |
False |
False |
1,016,617 |
20 |
124-137 |
122-222 |
1-235 |
1.4% |
0-102 |
0.3% |
18% |
False |
False |
829,616 |
40 |
124-267 |
122-222 |
2-045 |
1.7% |
0-079 |
0.2% |
15% |
False |
False |
659,391 |
60 |
124-267 |
122-222 |
2-045 |
1.7% |
0-077 |
0.2% |
15% |
False |
False |
627,845 |
80 |
124-267 |
122-222 |
2-045 |
1.7% |
0-074 |
0.2% |
15% |
False |
False |
564,888 |
100 |
124-267 |
122-222 |
2-045 |
1.7% |
0-067 |
0.2% |
15% |
False |
False |
452,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-054 |
2.618 |
123-251 |
1.618 |
123-176 |
1.000 |
123-130 |
0.618 |
123-101 |
HIGH |
123-055 |
0.618 |
123-026 |
0.500 |
123-018 |
0.382 |
123-009 |
LOW |
122-300 |
0.618 |
122-254 |
1.000 |
122-225 |
1.618 |
122-179 |
2.618 |
122-104 |
4.250 |
121-301 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
123-018 |
123-025 |
PP |
123-012 |
123-017 |
S1 |
123-007 |
123-010 |
|