ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 21-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-150 |
123-147 |
-0-003 |
0.0% |
123-150 |
High |
123-180 |
123-172 |
-0-008 |
0.0% |
123-250 |
Low |
123-120 |
123-102 |
-0-018 |
0.0% |
123-100 |
Close |
123-140 |
123-152 |
0-012 |
0.0% |
123-160 |
Range |
0-060 |
0-070 |
0-010 |
16.7% |
0-150 |
ATR |
0-055 |
0-056 |
0-001 |
2.0% |
0-000 |
Volume |
42,580 |
88,364 |
45,784 |
107.5% |
69,778 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-032 |
124-002 |
123-190 |
|
R3 |
123-282 |
123-252 |
123-171 |
|
R2 |
123-212 |
123-212 |
123-165 |
|
R1 |
123-182 |
123-182 |
123-158 |
123-197 |
PP |
123-142 |
123-142 |
123-142 |
123-150 |
S1 |
123-112 |
123-112 |
123-146 |
123-127 |
S2 |
123-072 |
123-072 |
123-139 |
|
S3 |
123-002 |
123-042 |
123-133 |
|
S4 |
122-252 |
122-292 |
123-114 |
|
|
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 |
124-150 |
2.618 |
124-035 |
1.618 |
123-285 |
1.000 |
123-242 |
0.618 |
123-215 |
HIGH |
123-172 |
0.618 |
123-145 |
0.500 |
123-137 |
0.382 |
123-129 |
LOW |
123-102 |
0.618 |
123-059 |
1.000 |
123-032 |
1.618 |
122-309 |
2.618 |
122-239 |
4.250 |
122-124 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-147 |
123-171 |
PP |
123-142 |
123-165 |
S1 |
123-137 |
123-158 |
|