ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
122-212 |
122-222 |
0-010 |
0.0% |
123-027 |
| High |
122-237 |
122-310 |
0-073 |
0.2% |
123-125 |
| Low |
122-165 |
122-197 |
0-032 |
0.1% |
122-250 |
| Close |
122-177 |
122-247 |
0-070 |
0.2% |
122-257 |
| Range |
0-072 |
0-113 |
0-041 |
56.9% |
0-195 |
| ATR |
0-105 |
0-107 |
0-002 |
1.9% |
0-000 |
| Volume |
15,230 |
52,449 |
37,219 |
244.4% |
299,204 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-270 |
123-212 |
122-309 |
|
| R3 |
123-157 |
123-099 |
122-278 |
|
| R2 |
123-044 |
123-044 |
122-268 |
|
| R1 |
122-306 |
122-306 |
122-257 |
123-015 |
| PP |
122-251 |
122-251 |
122-251 |
122-266 |
| S1 |
122-193 |
122-193 |
122-237 |
122-222 |
| S2 |
122-138 |
122-138 |
122-226 |
|
| S3 |
122-025 |
122-080 |
122-216 |
|
| S4 |
121-232 |
121-287 |
122-185 |
|
|
| 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 |
123-105 |
122-087 |
1-018 |
0.9% |
0-119 |
0.3% |
47% |
False |
False |
25,023 |
| 10 |
123-125 |
122-087 |
1-038 |
0.9% |
0-120 |
0.3% |
45% |
False |
False |
86,481 |
| 20 |
124-067 |
122-087 |
1-300 |
1.6% |
0-117 |
0.3% |
26% |
False |
False |
621,200 |
| 40 |
124-267 |
122-087 |
2-180 |
2.1% |
0-089 |
0.2% |
20% |
False |
False |
577,531 |
| 60 |
124-267 |
122-087 |
2-180 |
2.1% |
0-082 |
0.2% |
20% |
False |
False |
567,222 |
| 80 |
124-267 |
122-087 |
2-180 |
2.1% |
0-079 |
0.2% |
20% |
False |
False |
566,637 |
| 100 |
124-267 |
122-087 |
2-180 |
2.1% |
0-074 |
0.2% |
20% |
False |
False |
454,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-150 |
|
2.618 |
123-286 |
|
1.618 |
123-173 |
|
1.000 |
123-103 |
|
0.618 |
123-060 |
|
HIGH |
122-310 |
|
0.618 |
122-267 |
|
0.500 |
122-254 |
|
0.382 |
122-240 |
|
LOW |
122-197 |
|
0.618 |
122-127 |
|
1.000 |
122-084 |
|
1.618 |
122-014 |
|
2.618 |
121-221 |
|
4.250 |
121-037 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
122-254 |
122-231 |
| PP |
122-251 |
122-215 |
| S1 |
122-249 |
122-198 |
|