ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
123-045 |
122-237 |
-0-128 |
-0.3% |
123-027 |
High |
123-105 |
122-267 |
-0-158 |
-0.4% |
123-125 |
Low |
122-250 |
122-180 |
-0-070 |
-0.2% |
122-250 |
Close |
122-257 |
122-202 |
-0-055 |
-0.1% |
122-257 |
Range |
0-175 |
0-087 |
-0-088 |
-50.3% |
0-195 |
ATR |
0-106 |
0-104 |
-0-001 |
-1.3% |
0-000 |
Volume |
29,945 |
10,534 |
-19,411 |
-64.8% |
299,204 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-157 |
123-107 |
122-250 |
|
R3 |
123-070 |
123-020 |
122-226 |
|
R2 |
122-303 |
122-303 |
122-218 |
|
R1 |
122-253 |
122-253 |
122-210 |
122-234 |
PP |
122-216 |
122-216 |
122-216 |
122-207 |
S1 |
122-166 |
122-166 |
122-194 |
122-148 |
S2 |
122-129 |
122-129 |
122-186 |
|
S3 |
122-042 |
122-079 |
122-178 |
|
S4 |
121-275 |
121-312 |
122-154 |
|
|
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 |
122-180 |
0-265 |
0.7% |
0-107 |
0.3% |
8% |
False |
True |
33,507 |
10 |
123-215 |
122-180 |
1-035 |
0.9% |
0-131 |
0.3% |
6% |
False |
True |
607,215 |
20 |
124-067 |
122-180 |
1-207 |
1.3% |
0-112 |
0.3% |
4% |
False |
True |
715,833 |
40 |
124-267 |
122-180 |
2-087 |
1.9% |
0-084 |
0.2% |
3% |
False |
True |
614,168 |
60 |
124-267 |
122-180 |
2-087 |
1.9% |
0-081 |
0.2% |
3% |
False |
True |
597,083 |
80 |
124-267 |
122-180 |
2-087 |
1.9% |
0-078 |
0.2% |
3% |
False |
True |
565,995 |
100 |
124-267 |
122-180 |
2-087 |
1.9% |
0-072 |
0.2% |
3% |
False |
True |
453,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-317 |
2.618 |
123-175 |
1.618 |
123-088 |
1.000 |
123-034 |
0.618 |
123-001 |
HIGH |
122-267 |
0.618 |
122-234 |
0.500 |
122-224 |
0.382 |
122-213 |
LOW |
122-180 |
0.618 |
122-126 |
1.000 |
122-093 |
1.618 |
122-039 |
2.618 |
121-272 |
4.250 |
121-130 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
122-224 |
122-312 |
PP |
122-216 |
122-276 |
S1 |
122-209 |
122-239 |
|