ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
122-222 |
122-307 |
0-085 |
0.2% |
122-237 |
High |
122-310 |
123-065 |
0-075 |
0.2% |
123-065 |
Low |
122-197 |
122-307 |
0-110 |
0.3% |
122-087 |
Close |
122-247 |
123-045 |
0-118 |
0.3% |
123-045 |
Range |
0-113 |
0-078 |
-0-035 |
-31.0% |
0-298 |
ATR |
0-107 |
0-109 |
0-002 |
2.1% |
0-000 |
Volume |
52,449 |
20,299 |
-32,150 |
-61.3% |
115,473 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-266 |
123-234 |
123-088 |
|
R3 |
123-188 |
123-156 |
123-066 |
|
R2 |
123-110 |
123-110 |
123-059 |
|
R1 |
123-078 |
123-078 |
123-052 |
123-094 |
PP |
123-032 |
123-032 |
123-032 |
123-040 |
S1 |
123-000 |
123-000 |
123-038 |
123-016 |
S2 |
122-274 |
122-274 |
123-031 |
|
S3 |
122-196 |
122-242 |
123-024 |
|
S4 |
122-118 |
122-164 |
123-002 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-213 |
125-107 |
123-209 |
|
R3 |
124-235 |
124-129 |
123-127 |
|
R2 |
123-257 |
123-257 |
123-100 |
|
R1 |
123-151 |
123-151 |
123-072 |
123-204 |
PP |
122-279 |
122-279 |
122-279 |
122-306 |
S1 |
122-173 |
122-173 |
123-018 |
122-226 |
S2 |
121-301 |
121-301 |
122-310 |
|
S3 |
121-003 |
121-195 |
122-283 |
|
S4 |
120-025 |
120-217 |
122-201 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-065 |
122-087 |
0-298 |
0.8% |
0-100 |
0.3% |
93% |
True |
False |
23,094 |
10 |
123-125 |
122-087 |
1-038 |
0.9% |
0-110 |
0.3% |
78% |
False |
False |
41,467 |
20 |
124-060 |
122-087 |
1-293 |
1.6% |
0-116 |
0.3% |
45% |
False |
False |
586,749 |
40 |
124-267 |
122-087 |
2-180 |
2.1% |
0-090 |
0.2% |
34% |
False |
False |
563,732 |
60 |
124-267 |
122-087 |
2-180 |
2.1% |
0-082 |
0.2% |
34% |
False |
False |
556,894 |
80 |
124-267 |
122-087 |
2-180 |
2.1% |
0-080 |
0.2% |
34% |
False |
False |
566,660 |
100 |
124-267 |
122-087 |
2-180 |
2.1% |
0-075 |
0.2% |
34% |
False |
False |
454,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-076 |
2.618 |
123-269 |
1.618 |
123-191 |
1.000 |
123-143 |
0.618 |
123-113 |
HIGH |
123-065 |
0.618 |
123-035 |
0.500 |
123-026 |
0.382 |
123-017 |
LOW |
122-307 |
0.618 |
122-259 |
1.000 |
122-229 |
1.618 |
122-181 |
2.618 |
122-103 |
4.250 |
121-296 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
123-039 |
123-015 |
PP |
123-032 |
122-305 |
S1 |
123-026 |
122-275 |
|