ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 06-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
Open |
124-130 |
124-010 |
-0-120 |
-0.3% |
124-090 |
High |
124-130 |
124-010 |
-0-120 |
-0.3% |
124-150 |
Low |
124-000 |
123-300 |
-0-020 |
-0.1% |
124-000 |
Close |
124-010 |
123-300 |
-0-030 |
-0.1% |
124-010 |
Range |
0-130 |
0-030 |
-0-100 |
-76.9% |
0-150 |
ATR |
0-036 |
0-036 |
0-000 |
-1.2% |
0-000 |
Volume |
4,914 |
14,103 |
9,189 |
187.0% |
26,605 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-080 |
124-060 |
123-316 |
|
R3 |
124-050 |
124-030 |
123-308 |
|
R2 |
124-020 |
124-020 |
123-306 |
|
R1 |
124-000 |
124-000 |
123-303 |
123-315 |
PP |
123-310 |
123-310 |
123-310 |
123-308 |
S1 |
123-290 |
123-290 |
123-297 |
123-285 |
S2 |
123-280 |
123-280 |
123-294 |
|
S3 |
123-250 |
123-260 |
123-292 |
|
S4 |
123-220 |
123-230 |
123-284 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-183 |
125-087 |
124-092 |
|
R3 |
125-033 |
124-257 |
124-051 |
|
R2 |
124-203 |
124-203 |
124-038 |
|
R1 |
124-107 |
124-107 |
124-024 |
124-080 |
PP |
124-053 |
124-053 |
124-053 |
124-040 |
S1 |
123-277 |
123-277 |
123-316 |
123-250 |
S2 |
123-223 |
123-223 |
123-302 |
|
S3 |
123-073 |
123-127 |
123-289 |
|
S4 |
122-243 |
122-297 |
123-248 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-138 |
2.618 |
124-089 |
1.618 |
124-059 |
1.000 |
124-040 |
0.618 |
124-029 |
HIGH |
124-010 |
0.618 |
123-319 |
0.500 |
123-315 |
0.382 |
123-311 |
LOW |
123-300 |
0.618 |
123-281 |
1.000 |
123-270 |
1.618 |
123-251 |
2.618 |
123-221 |
4.250 |
123-172 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-315 |
124-065 |
PP |
123-310 |
124-037 |
S1 |
123-305 |
124-008 |
|