ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
122-195 |
122-212 |
0-017 |
0.0% |
123-027 |
High |
122-235 |
122-237 |
0-002 |
0.0% |
123-125 |
Low |
122-087 |
122-165 |
0-078 |
0.2% |
122-250 |
Close |
122-220 |
122-177 |
-0-043 |
-0.1% |
122-257 |
Range |
0-148 |
0-072 |
-0-076 |
-51.4% |
0-195 |
ATR |
0-108 |
0-105 |
-0-003 |
-2.4% |
0-000 |
Volume |
16,961 |
15,230 |
-1,731 |
-10.2% |
299,204 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-089 |
123-045 |
122-217 |
|
R3 |
123-017 |
122-293 |
122-197 |
|
R2 |
122-265 |
122-265 |
122-190 |
|
R1 |
122-221 |
122-221 |
122-184 |
122-207 |
PP |
122-193 |
122-193 |
122-193 |
122-186 |
S1 |
122-149 |
122-149 |
122-170 |
122-135 |
S2 |
122-121 |
122-121 |
122-164 |
|
S3 |
122-049 |
122-077 |
122-157 |
|
S4 |
121-297 |
122-005 |
122-137 |
|
|
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% |
0-121 |
0.3% |
25% |
False |
False |
18,256 |
10 |
123-125 |
122-087 |
1-038 |
0.9% |
0-117 |
0.3% |
25% |
False |
False |
208,459 |
20 |
124-067 |
122-087 |
1-300 |
1.6% |
0-116 |
0.3% |
15% |
False |
False |
653,953 |
40 |
124-267 |
122-087 |
2-180 |
2.1% |
0-087 |
0.2% |
11% |
False |
False |
589,867 |
60 |
124-267 |
122-087 |
2-180 |
2.1% |
0-081 |
0.2% |
11% |
False |
False |
578,703 |
80 |
124-267 |
122-087 |
2-180 |
2.1% |
0-079 |
0.2% |
11% |
False |
False |
566,124 |
100 |
124-267 |
122-087 |
2-180 |
2.1% |
0-073 |
0.2% |
11% |
False |
False |
454,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-223 |
2.618 |
123-105 |
1.618 |
123-033 |
1.000 |
122-309 |
0.618 |
122-281 |
HIGH |
122-237 |
0.618 |
122-209 |
0.500 |
122-201 |
0.382 |
122-193 |
LOW |
122-165 |
0.618 |
122-121 |
1.000 |
122-093 |
1.618 |
122-049 |
2.618 |
121-297 |
4.250 |
121-179 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
122-201 |
122-177 |
PP |
122-193 |
122-177 |
S1 |
122-185 |
122-177 |
|