ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-030 |
123-045 |
0-015 |
0.0% |
123-150 |
High |
123-110 |
123-087 |
-0-023 |
-0.1% |
123-227 |
Low |
122-307 |
123-030 |
0-043 |
0.1% |
122-307 |
Close |
123-042 |
123-060 |
0-018 |
0.0% |
123-060 |
Range |
0-123 |
0-057 |
-0-066 |
-53.7% |
0-240 |
ATR |
0-070 |
0-069 |
-0-001 |
-1.3% |
0-000 |
Volume |
214,647 |
208,881 |
-5,766 |
-2.7% |
753,248 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-230 |
123-202 |
123-091 |
|
R3 |
123-173 |
123-145 |
123-076 |
|
R2 |
123-116 |
123-116 |
123-070 |
|
R1 |
123-088 |
123-088 |
123-065 |
123-102 |
PP |
123-059 |
123-059 |
123-059 |
123-066 |
S1 |
123-031 |
123-031 |
123-055 |
123-045 |
S2 |
123-002 |
123-002 |
123-050 |
|
S3 |
122-265 |
122-294 |
123-044 |
|
S4 |
122-208 |
122-237 |
123-029 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-171 |
125-036 |
123-192 |
|
R3 |
124-251 |
124-116 |
123-126 |
|
R2 |
124-011 |
124-011 |
123-104 |
|
R1 |
123-196 |
123-196 |
123-082 |
123-144 |
PP |
123-091 |
123-091 |
123-091 |
123-065 |
S1 |
122-276 |
122-276 |
123-038 |
122-224 |
S2 |
122-171 |
122-171 |
123-016 |
|
S3 |
121-251 |
122-036 |
122-314 |
|
S4 |
121-011 |
121-116 |
122-248 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-009 |
2.618 |
123-236 |
1.618 |
123-179 |
1.000 |
123-144 |
0.618 |
123-122 |
HIGH |
123-087 |
0.618 |
123-065 |
0.500 |
123-058 |
0.382 |
123-052 |
LOW |
123-030 |
0.618 |
122-315 |
1.000 |
122-293 |
1.618 |
122-258 |
2.618 |
122-201 |
4.250 |
122-108 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
123-060 |
123-107 |
PP |
123-059 |
123-091 |
S1 |
123-058 |
123-076 |
|