ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 23-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-172 |
123-030 |
-0-142 |
-0.4% |
123-150 |
High |
123-227 |
123-110 |
-0-117 |
-0.3% |
123-250 |
Low |
123-032 |
122-307 |
-0-045 |
-0.1% |
123-100 |
Close |
123-047 |
123-042 |
-0-005 |
0.0% |
123-160 |
Range |
0-195 |
0-123 |
-0-072 |
-36.9% |
0-150 |
ATR |
0-066 |
0-070 |
0-004 |
6.2% |
0-000 |
Volume |
198,776 |
214,647 |
15,871 |
8.0% |
69,778 |
|
Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-095 |
124-032 |
123-110 |
|
R3 |
123-292 |
123-229 |
123-076 |
|
R2 |
123-169 |
123-169 |
123-065 |
|
R1 |
123-106 |
123-106 |
123-053 |
123-138 |
PP |
123-046 |
123-046 |
123-046 |
123-062 |
S1 |
122-303 |
122-303 |
123-031 |
123-014 |
S2 |
122-243 |
122-243 |
123-019 |
|
S3 |
122-120 |
122-180 |
123-008 |
|
S4 |
121-317 |
122-057 |
122-294 |
|
|
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 |
124-313 |
2.618 |
124-112 |
1.618 |
123-309 |
1.000 |
123-233 |
0.618 |
123-186 |
HIGH |
123-110 |
0.618 |
123-063 |
0.500 |
123-048 |
0.382 |
123-034 |
LOW |
122-307 |
0.618 |
122-231 |
1.000 |
122-184 |
1.618 |
122-108 |
2.618 |
121-305 |
4.250 |
121-104 |
|
|
Fisher Pivots for day following 23-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-048 |
123-107 |
PP |
123-046 |
123-085 |
S1 |
123-044 |
123-064 |
|