ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
123-017 |
123-005 |
-0-012 |
0.0% |
122-237 |
High |
123-052 |
123-027 |
-0-025 |
-0.1% |
123-065 |
Low |
123-012 |
122-292 |
-0-040 |
-0.1% |
122-087 |
Close |
123-012 |
123-012 |
0-000 |
0.0% |
123-045 |
Range |
0-040 |
0-055 |
0-015 |
37.5% |
0-298 |
ATR |
0-104 |
0-101 |
-0-004 |
-3.4% |
0-000 |
Volume |
7,966 |
13,443 |
5,477 |
68.8% |
115,473 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-169 |
123-145 |
123-042 |
|
R3 |
123-114 |
123-090 |
123-027 |
|
R2 |
123-059 |
123-059 |
123-022 |
|
R1 |
123-035 |
123-035 |
123-017 |
123-047 |
PP |
123-004 |
123-004 |
123-004 |
123-010 |
S1 |
122-300 |
122-300 |
123-007 |
122-312 |
S2 |
122-269 |
122-269 |
123-002 |
|
S3 |
122-214 |
122-245 |
122-317 |
|
S4 |
122-159 |
122-190 |
122-302 |
|
|
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 |
122-165 |
0-220 |
0.6% |
0-072 |
0.2% |
76% |
False |
False |
21,877 |
10 |
123-125 |
122-087 |
1-038 |
0.9% |
0-097 |
0.2% |
68% |
False |
False |
24,825 |
20 |
124-047 |
122-087 |
1-280 |
1.5% |
0-112 |
0.3% |
41% |
False |
False |
520,721 |
40 |
124-267 |
122-087 |
2-180 |
2.1% |
0-090 |
0.2% |
30% |
False |
False |
542,982 |
60 |
124-267 |
122-087 |
2-180 |
2.1% |
0-082 |
0.2% |
30% |
False |
False |
541,032 |
80 |
124-267 |
122-087 |
2-180 |
2.1% |
0-079 |
0.2% |
30% |
False |
False |
561,678 |
100 |
124-267 |
122-087 |
2-180 |
2.1% |
0-075 |
0.2% |
30% |
False |
False |
455,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-261 |
2.618 |
123-171 |
1.618 |
123-116 |
1.000 |
123-082 |
0.618 |
123-061 |
HIGH |
123-027 |
0.618 |
123-006 |
0.500 |
123-000 |
0.382 |
122-313 |
LOW |
122-292 |
0.618 |
122-258 |
1.000 |
122-237 |
1.618 |
122-203 |
2.618 |
122-148 |
4.250 |
122-058 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
123-008 |
123-018 |
PP |
123-004 |
123-016 |
S1 |
123-000 |
123-014 |
|