ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
122-237 |
122-195 |
-0-042 |
-0.1% |
123-027 |
| High |
122-267 |
122-235 |
-0-032 |
-0.1% |
123-125 |
| Low |
122-180 |
122-087 |
-0-093 |
-0.2% |
122-250 |
| Close |
122-202 |
122-220 |
0-018 |
0.0% |
122-257 |
| Range |
0-087 |
0-148 |
0-061 |
70.1% |
0-195 |
| ATR |
0-104 |
0-108 |
0-003 |
3.0% |
0-000 |
| Volume |
10,534 |
16,961 |
6,427 |
61.0% |
299,204 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-305 |
123-250 |
122-301 |
|
| R3 |
123-157 |
123-102 |
122-261 |
|
| R2 |
123-009 |
123-009 |
122-247 |
|
| R1 |
122-274 |
122-274 |
122-234 |
122-302 |
| PP |
122-181 |
122-181 |
122-181 |
122-194 |
| S1 |
122-126 |
122-126 |
122-206 |
122-154 |
| S2 |
122-033 |
122-033 |
122-193 |
|
| S3 |
121-205 |
121-298 |
122-179 |
|
| S4 |
121-057 |
121-150 |
122-139 |
|
|
| 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 |
122-087 |
1-038 |
0.9% |
0-122 |
0.3% |
37% |
False |
True |
27,773 |
| 10 |
123-125 |
122-087 |
1-038 |
0.9% |
0-124 |
0.3% |
37% |
False |
True |
421,145 |
| 20 |
124-067 |
122-087 |
1-300 |
1.6% |
0-116 |
0.3% |
21% |
False |
True |
685,134 |
| 40 |
124-267 |
122-087 |
2-180 |
2.1% |
0-087 |
0.2% |
16% |
False |
True |
600,902 |
| 60 |
124-267 |
122-087 |
2-180 |
2.1% |
0-081 |
0.2% |
16% |
False |
True |
588,139 |
| 80 |
124-267 |
122-087 |
2-180 |
2.1% |
0-078 |
0.2% |
16% |
False |
True |
566,062 |
| 100 |
124-267 |
122-087 |
2-180 |
2.1% |
0-073 |
0.2% |
16% |
False |
True |
453,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-224 |
|
2.618 |
123-302 |
|
1.618 |
123-154 |
|
1.000 |
123-063 |
|
0.618 |
123-006 |
|
HIGH |
122-235 |
|
0.618 |
122-178 |
|
0.500 |
122-161 |
|
0.382 |
122-144 |
|
LOW |
122-087 |
|
0.618 |
121-316 |
|
1.000 |
121-259 |
|
1.618 |
121-168 |
|
2.618 |
121-020 |
|
4.250 |
120-098 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
122-200 |
122-256 |
| PP |
122-181 |
122-244 |
| S1 |
122-161 |
122-232 |
|