ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-100 |
123-150 |
0-050 |
0.1% |
124-010 |
High |
123-170 |
123-250 |
0-080 |
0.2% |
124-010 |
Low |
123-100 |
123-140 |
0-040 |
0.1% |
123-160 |
Close |
123-150 |
123-240 |
0-090 |
0.2% |
123-180 |
Range |
0-070 |
0-110 |
0-040 |
57.1% |
0-170 |
ATR |
0-045 |
0-050 |
0-005 |
10.1% |
0-000 |
Volume |
6,196 |
27,447 |
21,251 |
343.0% |
20,991 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-220 |
124-180 |
123-300 |
|
R3 |
124-110 |
124-070 |
123-270 |
|
R2 |
124-000 |
124-000 |
123-260 |
|
R1 |
123-280 |
123-280 |
123-250 |
123-300 |
PP |
123-210 |
123-210 |
123-210 |
123-220 |
S1 |
123-170 |
123-170 |
123-230 |
123-190 |
S2 |
123-100 |
123-100 |
123-220 |
|
S3 |
122-310 |
123-060 |
123-210 |
|
S4 |
122-200 |
122-270 |
123-180 |
|
|
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 |
125-078 |
2.618 |
124-218 |
1.618 |
124-108 |
1.000 |
124-040 |
0.618 |
123-318 |
HIGH |
123-250 |
0.618 |
123-208 |
0.500 |
123-195 |
0.382 |
123-182 |
LOW |
123-140 |
0.618 |
123-072 |
1.000 |
123-030 |
1.618 |
122-282 |
2.618 |
122-172 |
4.250 |
121-312 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-225 |
123-218 |
PP |
123-210 |
123-197 |
S1 |
123-195 |
123-175 |
|