ECBOT 5 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
122-062 |
121-295 |
-0-087 |
-0.2% |
123-017 |
High |
122-062 |
121-295 |
-0-087 |
-0.2% |
123-052 |
Low |
121-245 |
121-140 |
-0-105 |
-0.3% |
121-140 |
Close |
121-295 |
121-140 |
-0-155 |
-0.4% |
121-140 |
Range |
0-137 |
0-155 |
0-018 |
13.1% |
1-232 |
ATR |
0-122 |
0-124 |
0-002 |
2.0% |
0-000 |
Volume |
1,831 |
1,055 |
-776 |
-42.4% |
36,225 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-017 |
122-233 |
121-225 |
|
R3 |
122-182 |
122-078 |
121-183 |
|
R2 |
122-027 |
122-027 |
121-168 |
|
R1 |
121-243 |
121-243 |
121-154 |
121-218 |
PP |
121-192 |
121-192 |
121-192 |
121-179 |
S1 |
121-088 |
121-088 |
121-126 |
121-062 |
S2 |
121-037 |
121-037 |
121-112 |
|
S3 |
120-202 |
120-253 |
121-097 |
|
S4 |
120-047 |
120-098 |
121-055 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-060 |
126-012 |
122-124 |
|
R3 |
125-148 |
124-100 |
121-292 |
|
R2 |
123-236 |
123-236 |
121-241 |
|
R1 |
122-188 |
122-188 |
121-191 |
122-096 |
PP |
122-004 |
122-004 |
122-004 |
121-278 |
S1 |
120-276 |
120-276 |
121-089 |
120-184 |
S2 |
120-092 |
120-092 |
121-039 |
|
S3 |
118-180 |
119-044 |
120-308 |
|
S4 |
116-268 |
117-132 |
120-156 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-052 |
121-140 |
1-232 |
1.4% |
0-147 |
0.4% |
0% |
False |
True |
7,245 |
10 |
123-065 |
121-140 |
1-245 |
1.5% |
0-123 |
0.3% |
0% |
False |
True |
15,169 |
20 |
123-240 |
121-140 |
2-100 |
1.9% |
0-126 |
0.3% |
0% |
False |
True |
348,317 |
40 |
124-267 |
121-140 |
3-127 |
2.8% |
0-102 |
0.3% |
0% |
False |
True |
505,871 |
60 |
124-267 |
121-140 |
3-127 |
2.8% |
0-088 |
0.2% |
0% |
False |
True |
508,947 |
80 |
124-267 |
121-140 |
3-127 |
2.8% |
0-084 |
0.2% |
0% |
False |
True |
527,097 |
100 |
124-267 |
121-140 |
3-127 |
2.8% |
0-079 |
0.2% |
0% |
False |
True |
455,103 |
120 |
124-267 |
121-140 |
3-127 |
2.8% |
0-069 |
0.2% |
0% |
False |
True |
379,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-314 |
2.618 |
123-061 |
1.618 |
122-226 |
1.000 |
122-130 |
0.618 |
122-071 |
HIGH |
121-295 |
0.618 |
121-236 |
0.500 |
121-218 |
0.382 |
121-199 |
LOW |
121-140 |
0.618 |
121-044 |
1.000 |
120-305 |
1.618 |
120-209 |
2.618 |
120-054 |
4.250 |
119-121 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
121-218 |
122-078 |
PP |
121-192 |
121-312 |
S1 |
121-166 |
121-226 |
|