ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-147 |
123-172 |
0-025 |
0.1% |
123-150 |
High |
123-172 |
123-227 |
0-055 |
0.1% |
123-250 |
Low |
123-102 |
123-032 |
-0-070 |
-0.2% |
123-100 |
Close |
123-152 |
123-047 |
-0-105 |
-0.3% |
123-160 |
Range |
0-070 |
0-195 |
0-125 |
178.6% |
0-150 |
ATR |
0-056 |
0-066 |
0-010 |
17.8% |
0-000 |
Volume |
88,364 |
198,776 |
110,412 |
125.0% |
69,778 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-047 |
124-242 |
123-154 |
|
R3 |
124-172 |
124-047 |
123-101 |
|
R2 |
123-297 |
123-297 |
123-083 |
|
R1 |
123-172 |
123-172 |
123-065 |
123-137 |
PP |
123-102 |
123-102 |
123-102 |
123-084 |
S1 |
122-297 |
122-297 |
123-029 |
122-262 |
S2 |
122-227 |
122-227 |
123-011 |
|
S3 |
122-032 |
122-102 |
122-313 |
|
S4 |
121-157 |
121-227 |
122-260 |
|
|
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 |
126-096 |
2.618 |
125-098 |
1.618 |
124-223 |
1.000 |
124-102 |
0.618 |
124-028 |
HIGH |
123-227 |
0.618 |
123-153 |
0.500 |
123-130 |
0.382 |
123-106 |
LOW |
123-032 |
0.618 |
122-231 |
1.000 |
122-157 |
1.618 |
122-036 |
2.618 |
121-161 |
4.250 |
120-163 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-130 |
123-130 |
PP |
123-102 |
123-102 |
S1 |
123-074 |
123-074 |
|