ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-150 |
123-240 |
0-090 |
0.2% |
123-150 |
High |
123-250 |
123-240 |
-0-010 |
0.0% |
123-250 |
Low |
123-140 |
123-130 |
-0-010 |
0.0% |
123-100 |
Close |
123-240 |
123-160 |
-0-080 |
-0.2% |
123-160 |
Range |
0-110 |
0-110 |
0-000 |
0.0% |
0-150 |
ATR |
0-050 |
0-054 |
0-004 |
8.5% |
0-000 |
Volume |
27,447 |
14,973 |
-12,474 |
-45.4% |
69,778 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-187 |
124-123 |
123-220 |
|
R3 |
124-077 |
124-013 |
123-190 |
|
R2 |
123-287 |
123-287 |
123-180 |
|
R1 |
123-223 |
123-223 |
123-170 |
123-200 |
PP |
123-177 |
123-177 |
123-177 |
123-165 |
S1 |
123-113 |
123-113 |
123-150 |
123-090 |
S2 |
123-067 |
123-067 |
123-140 |
|
S3 |
122-277 |
123-003 |
123-130 |
|
S4 |
122-167 |
122-213 |
123-100 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-300 |
124-220 |
123-242 |
|
R3 |
124-150 |
124-070 |
123-201 |
|
R2 |
124-000 |
124-000 |
123-188 |
|
R1 |
123-240 |
123-240 |
123-174 |
123-280 |
PP |
123-170 |
123-170 |
123-170 |
123-190 |
S1 |
123-090 |
123-090 |
123-146 |
123-130 |
S2 |
123-020 |
123-020 |
123-132 |
|
S3 |
122-190 |
122-260 |
123-119 |
|
S4 |
122-040 |
122-110 |
123-078 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-068 |
2.618 |
124-208 |
1.618 |
124-098 |
1.000 |
124-030 |
0.618 |
123-308 |
HIGH |
123-240 |
0.618 |
123-198 |
0.500 |
123-185 |
0.382 |
123-172 |
LOW |
123-130 |
0.618 |
123-062 |
1.000 |
123-020 |
1.618 |
122-272 |
2.618 |
122-162 |
4.250 |
121-302 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-185 |
123-175 |
PP |
123-177 |
123-170 |
S1 |
123-168 |
123-165 |
|