ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
123-005 |
123-015 |
0-010 |
0.0% |
122-237 |
| High |
123-027 |
123-015 |
-0-012 |
0.0% |
123-065 |
| Low |
122-292 |
121-307 |
-0-305 |
-0.8% |
122-087 |
| Close |
123-012 |
122-087 |
-0-245 |
-0.6% |
123-045 |
| Range |
0-055 |
1-028 |
0-293 |
532.7% |
0-298 |
| ATR |
0-101 |
0-118 |
0-018 |
17.5% |
0-000 |
| Volume |
13,443 |
11,930 |
-1,513 |
-11.3% |
115,473 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-220 |
125-022 |
122-278 |
|
| R3 |
124-192 |
123-314 |
122-183 |
|
| R2 |
123-164 |
123-164 |
122-151 |
|
| R1 |
122-286 |
122-286 |
122-119 |
122-211 |
| PP |
122-136 |
122-136 |
122-136 |
122-099 |
| S1 |
121-258 |
121-258 |
122-055 |
121-183 |
| S2 |
121-108 |
121-108 |
122-023 |
|
| S3 |
120-080 |
120-230 |
121-311 |
|
| S4 |
119-052 |
119-202 |
121-216 |
|
|
| 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 |
121-307 |
1-078 |
1.0% |
0-127 |
0.3% |
25% |
False |
True |
21,217 |
| 10 |
123-125 |
121-307 |
1-138 |
1.2% |
0-124 |
0.3% |
22% |
False |
True |
19,737 |
| 20 |
124-047 |
121-307 |
2-060 |
1.8% |
0-126 |
0.3% |
14% |
False |
True |
481,434 |
| 40 |
124-267 |
121-307 |
2-280 |
2.4% |
0-097 |
0.2% |
11% |
False |
True |
526,614 |
| 60 |
124-267 |
121-307 |
2-280 |
2.4% |
0-086 |
0.2% |
11% |
False |
True |
531,717 |
| 80 |
124-267 |
121-307 |
2-280 |
2.4% |
0-082 |
0.2% |
11% |
False |
True |
551,973 |
| 100 |
124-267 |
121-307 |
2-280 |
2.4% |
0-078 |
0.2% |
11% |
False |
True |
455,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-214 |
|
2.618 |
125-286 |
|
1.618 |
124-258 |
|
1.000 |
124-043 |
|
0.618 |
123-230 |
|
HIGH |
123-015 |
|
0.618 |
122-202 |
|
0.500 |
122-161 |
|
0.382 |
122-120 |
|
LOW |
121-307 |
|
0.618 |
121-092 |
|
1.000 |
120-279 |
|
1.618 |
120-064 |
|
2.618 |
119-036 |
|
4.250 |
117-108 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
122-161 |
122-180 |
| PP |
122-136 |
122-149 |
| S1 |
122-112 |
122-118 |
|