ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
124-100 |
124-120 |
0-020 |
0.1% |
124-030 |
| High |
124-100 |
124-140 |
0-040 |
0.1% |
124-080 |
| Low |
124-090 |
124-120 |
0-030 |
0.1% |
124-020 |
| Close |
124-090 |
124-130 |
0-040 |
0.1% |
124-080 |
| Range |
0-010 |
0-020 |
0-010 |
100.0% |
0-060 |
| ATR |
0-027 |
0-029 |
0-002 |
6.1% |
0-000 |
| Volume |
688 |
2,920 |
2,232 |
324.4% |
9,989 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-190 |
124-180 |
124-141 |
|
| R3 |
124-170 |
124-160 |
124-136 |
|
| R2 |
124-150 |
124-150 |
124-134 |
|
| R1 |
124-140 |
124-140 |
124-132 |
124-145 |
| PP |
124-130 |
124-130 |
124-130 |
124-132 |
| S1 |
124-120 |
124-120 |
124-128 |
124-125 |
| S2 |
124-110 |
124-110 |
124-126 |
|
| S3 |
124-090 |
124-100 |
124-124 |
|
| S4 |
124-070 |
124-080 |
124-119 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-240 |
124-220 |
124-113 |
|
| R3 |
124-180 |
124-160 |
124-096 |
|
| R2 |
124-120 |
124-120 |
124-091 |
|
| R1 |
124-100 |
124-100 |
124-086 |
124-110 |
| PP |
124-060 |
124-060 |
124-060 |
124-065 |
| S1 |
124-040 |
124-040 |
124-074 |
124-050 |
| S2 |
124-000 |
124-000 |
124-069 |
|
| S3 |
123-260 |
123-300 |
124-064 |
|
| S4 |
123-200 |
123-240 |
124-047 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-225 |
|
2.618 |
124-192 |
|
1.618 |
124-172 |
|
1.000 |
124-160 |
|
0.618 |
124-152 |
|
HIGH |
124-140 |
|
0.618 |
124-132 |
|
0.500 |
124-130 |
|
0.382 |
124-128 |
|
LOW |
124-120 |
|
0.618 |
124-108 |
|
1.000 |
124-100 |
|
1.618 |
124-088 |
|
2.618 |
124-068 |
|
4.250 |
124-035 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-130 |
124-123 |
| PP |
124-130 |
124-117 |
| S1 |
124-130 |
124-110 |
|