ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
123-032 |
123-045 |
0-013 |
0.0% |
123-027 |
High |
123-125 |
123-105 |
-0-020 |
-0.1% |
123-125 |
Low |
123-002 |
122-250 |
-0-072 |
-0.2% |
122-250 |
Close |
123-050 |
122-257 |
-0-113 |
-0.3% |
122-257 |
Range |
0-123 |
0-175 |
0-052 |
42.3% |
0-195 |
ATR |
0-100 |
0-106 |
0-005 |
5.3% |
0-000 |
Volume |
18,614 |
29,945 |
11,331 |
60.9% |
299,204 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-196 |
124-081 |
123-033 |
|
R3 |
124-021 |
123-226 |
122-305 |
|
R2 |
123-166 |
123-166 |
122-289 |
|
R1 |
123-051 |
123-051 |
122-273 |
123-021 |
PP |
122-311 |
122-311 |
122-311 |
122-296 |
S1 |
122-196 |
122-196 |
122-241 |
122-166 |
S2 |
122-136 |
122-136 |
122-225 |
|
S3 |
121-281 |
122-021 |
122-209 |
|
S4 |
121-106 |
121-166 |
122-161 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-262 |
124-135 |
123-044 |
|
R3 |
124-067 |
123-260 |
122-311 |
|
R2 |
123-192 |
123-192 |
122-293 |
|
R1 |
123-065 |
123-065 |
122-275 |
123-031 |
PP |
122-317 |
122-317 |
122-317 |
122-300 |
S1 |
122-190 |
122-190 |
122-239 |
122-156 |
S2 |
122-122 |
122-122 |
122-221 |
|
S3 |
121-247 |
121-315 |
122-203 |
|
S4 |
121-052 |
121-120 |
122-150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-125 |
122-250 |
0-195 |
0.5% |
0-119 |
0.3% |
4% |
False |
True |
59,840 |
10 |
123-240 |
122-222 |
1-018 |
0.9% |
0-128 |
0.3% |
10% |
False |
False |
681,464 |
20 |
124-100 |
122-222 |
1-198 |
1.3% |
0-114 |
0.3% |
7% |
False |
False |
760,042 |
40 |
124-267 |
122-222 |
2-045 |
1.7% |
0-084 |
0.2% |
5% |
False |
False |
624,694 |
60 |
124-267 |
122-222 |
2-045 |
1.7% |
0-080 |
0.2% |
5% |
False |
False |
606,881 |
80 |
124-267 |
122-222 |
2-045 |
1.7% |
0-077 |
0.2% |
5% |
False |
False |
566,016 |
100 |
124-267 |
122-222 |
2-045 |
1.7% |
0-071 |
0.2% |
5% |
False |
False |
453,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-209 |
2.618 |
124-243 |
1.618 |
124-068 |
1.000 |
123-280 |
0.618 |
123-213 |
HIGH |
123-105 |
0.618 |
123-038 |
0.500 |
123-018 |
0.382 |
122-317 |
LOW |
122-250 |
0.618 |
122-142 |
1.000 |
122-075 |
1.618 |
121-287 |
2.618 |
121-112 |
4.250 |
120-146 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
123-018 |
123-028 |
PP |
122-311 |
122-317 |
S1 |
122-284 |
122-287 |
|