ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 06-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
122-305 |
123-032 |
0-047 |
0.1% |
123-200 |
High |
123-062 |
123-125 |
0-063 |
0.2% |
123-215 |
Low |
122-305 |
123-002 |
0-017 |
0.0% |
122-222 |
Close |
123-030 |
123-050 |
0-020 |
0.1% |
122-315 |
Range |
0-077 |
0-123 |
0-046 |
59.7% |
0-313 |
ATR |
0-099 |
0-100 |
0-002 |
1.8% |
0-000 |
Volume |
62,813 |
18,614 |
-44,199 |
-70.4% |
5,762,412 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-108 |
124-042 |
123-118 |
|
R3 |
123-305 |
123-239 |
123-084 |
|
R2 |
123-182 |
123-182 |
123-073 |
|
R1 |
123-116 |
123-116 |
123-061 |
123-149 |
PP |
123-059 |
123-059 |
123-059 |
123-076 |
S1 |
122-313 |
122-313 |
123-039 |
123-026 |
S2 |
122-256 |
122-256 |
123-027 |
|
S3 |
122-133 |
122-190 |
123-016 |
|
S4 |
122-010 |
122-067 |
122-302 |
|
|
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 |
123-125 |
122-255 |
0-190 |
0.5% |
0-120 |
0.3% |
61% |
True |
False |
147,940 |
10 |
123-267 |
122-222 |
1-045 |
0.9% |
0-122 |
0.3% |
41% |
False |
False |
797,178 |
20 |
124-137 |
122-222 |
1-235 |
1.4% |
0-108 |
0.3% |
27% |
False |
False |
790,393 |
40 |
124-267 |
122-222 |
2-045 |
1.7% |
0-081 |
0.2% |
22% |
False |
False |
636,201 |
60 |
124-267 |
122-222 |
2-045 |
1.7% |
0-078 |
0.2% |
22% |
False |
False |
615,963 |
80 |
124-267 |
122-222 |
2-045 |
1.7% |
0-075 |
0.2% |
22% |
False |
False |
565,692 |
100 |
124-267 |
122-222 |
2-045 |
1.7% |
0-069 |
0.2% |
22% |
False |
False |
453,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-008 |
2.618 |
124-127 |
1.618 |
124-004 |
1.000 |
123-248 |
0.618 |
123-201 |
HIGH |
123-125 |
0.618 |
123-078 |
0.500 |
123-064 |
0.382 |
123-049 |
LOW |
123-002 |
0.618 |
122-246 |
1.000 |
122-199 |
1.618 |
122-123 |
2.618 |
122-000 |
4.250 |
121-119 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
123-064 |
123-052 |
PP |
123-059 |
123-052 |
S1 |
123-054 |
123-051 |
|