ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-240 |
123-150 |
-0-090 |
-0.2% |
123-150 |
High |
123-240 |
123-180 |
-0-060 |
-0.2% |
123-250 |
Low |
123-130 |
123-120 |
-0-010 |
0.0% |
123-100 |
Close |
123-160 |
123-140 |
-0-020 |
-0.1% |
123-160 |
Range |
0-110 |
0-060 |
-0-050 |
-45.5% |
0-150 |
ATR |
0-054 |
0-055 |
0-000 |
0.7% |
0-000 |
Volume |
14,973 |
42,580 |
27,607 |
184.4% |
69,778 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-007 |
123-293 |
123-173 |
|
R3 |
123-267 |
123-233 |
123-156 |
|
R2 |
123-207 |
123-207 |
123-151 |
|
R1 |
123-173 |
123-173 |
123-146 |
123-160 |
PP |
123-147 |
123-147 |
123-147 |
123-140 |
S1 |
123-113 |
123-113 |
123-134 |
123-100 |
S2 |
123-087 |
123-087 |
123-129 |
|
S3 |
123-027 |
123-053 |
123-124 |
|
S4 |
122-287 |
122-313 |
123-107 |
|
|
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 |
124-115 |
2.618 |
124-017 |
1.618 |
123-277 |
1.000 |
123-240 |
0.618 |
123-217 |
HIGH |
123-180 |
0.618 |
123-157 |
0.500 |
123-150 |
0.382 |
123-143 |
LOW |
123-120 |
0.618 |
123-083 |
1.000 |
123-060 |
1.618 |
123-023 |
2.618 |
122-283 |
4.250 |
122-185 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-150 |
123-185 |
PP |
123-147 |
123-170 |
S1 |
123-143 |
123-155 |
|