ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
123-040 |
122-305 |
-0-055 |
-0.1% |
123-200 |
High |
123-055 |
123-062 |
0-007 |
0.0% |
123-215 |
Low |
122-300 |
122-305 |
0-005 |
0.0% |
122-222 |
Close |
123-002 |
123-030 |
0-028 |
0.1% |
122-315 |
Range |
0-075 |
0-077 |
0-002 |
2.7% |
0-313 |
ATR |
0-100 |
0-099 |
-0-002 |
-1.7% |
0-000 |
Volume |
45,629 |
62,813 |
17,184 |
37.7% |
5,762,412 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-257 |
123-220 |
123-072 |
|
R3 |
123-180 |
123-143 |
123-051 |
|
R2 |
123-103 |
123-103 |
123-044 |
|
R1 |
123-066 |
123-066 |
123-037 |
123-084 |
PP |
123-026 |
123-026 |
123-026 |
123-035 |
S1 |
122-309 |
122-309 |
123-023 |
123-008 |
S2 |
122-269 |
122-269 |
123-016 |
|
S3 |
122-192 |
122-232 |
123-009 |
|
S4 |
122-115 |
122-155 |
122-308 |
|
|
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 |
122-255 |
0-180 |
0.5% |
0-112 |
0.3% |
53% |
False |
False |
398,661 |
10 |
124-047 |
122-222 |
1-145 |
1.2% |
0-128 |
0.3% |
28% |
False |
False |
943,132 |
20 |
124-137 |
122-222 |
1-235 |
1.4% |
0-104 |
0.3% |
23% |
False |
False |
813,836 |
40 |
124-267 |
122-222 |
2-045 |
1.7% |
0-080 |
0.2% |
19% |
False |
False |
649,633 |
60 |
124-267 |
122-222 |
2-045 |
1.7% |
0-078 |
0.2% |
19% |
False |
False |
622,932 |
80 |
124-267 |
122-222 |
2-045 |
1.7% |
0-074 |
0.2% |
19% |
False |
False |
565,538 |
100 |
124-267 |
122-222 |
2-045 |
1.7% |
0-068 |
0.2% |
19% |
False |
False |
453,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-069 |
2.618 |
123-264 |
1.618 |
123-187 |
1.000 |
123-139 |
0.618 |
123-110 |
HIGH |
123-062 |
0.618 |
123-033 |
0.500 |
123-024 |
0.382 |
123-014 |
LOW |
122-305 |
0.618 |
122-257 |
1.000 |
122-228 |
1.618 |
122-180 |
2.618 |
122-103 |
4.250 |
121-298 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
123-028 |
123-028 |
PP |
123-026 |
123-026 |
S1 |
123-024 |
123-024 |
|