ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-150 |
123-180 |
0-030 |
0.1% |
124-010 |
High |
123-180 |
123-190 |
0-010 |
0.0% |
124-010 |
Low |
123-140 |
123-100 |
-0-040 |
-0.1% |
123-160 |
Close |
123-170 |
123-130 |
-0-040 |
-0.1% |
123-180 |
Range |
0-040 |
0-090 |
0-050 |
125.0% |
0-170 |
ATR |
0-040 |
0-044 |
0-004 |
8.9% |
0-000 |
Volume |
12,755 |
8,407 |
-4,348 |
-34.1% |
20,991 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-090 |
124-040 |
123-180 |
|
R3 |
124-000 |
123-270 |
123-155 |
|
R2 |
123-230 |
123-230 |
123-146 |
|
R1 |
123-180 |
123-180 |
123-138 |
123-160 |
PP |
123-140 |
123-140 |
123-140 |
123-130 |
S1 |
123-090 |
123-090 |
123-122 |
123-070 |
S2 |
123-050 |
123-050 |
123-114 |
|
S3 |
122-280 |
123-000 |
123-105 |
|
S4 |
122-190 |
122-230 |
123-080 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-093 |
124-307 |
123-274 |
|
R3 |
124-243 |
124-137 |
123-227 |
|
R2 |
124-073 |
124-073 |
123-211 |
|
R1 |
123-287 |
123-287 |
123-196 |
123-255 |
PP |
123-223 |
123-223 |
123-223 |
123-208 |
S1 |
123-117 |
123-117 |
123-164 |
123-085 |
S2 |
123-053 |
123-053 |
123-149 |
|
S3 |
122-203 |
122-267 |
123-133 |
|
S4 |
122-033 |
122-097 |
123-086 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-252 |
2.618 |
124-106 |
1.618 |
124-016 |
1.000 |
123-280 |
0.618 |
123-246 |
HIGH |
123-190 |
0.618 |
123-156 |
0.500 |
123-145 |
0.382 |
123-134 |
LOW |
123-100 |
0.618 |
123-044 |
1.000 |
123-010 |
1.618 |
122-274 |
2.618 |
122-184 |
4.250 |
122-038 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-145 |
123-190 |
PP |
123-140 |
123-170 |
S1 |
123-135 |
123-150 |
|