ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
123-040 |
122-160 |
-0-200 |
-0.5% |
123-150 |
High |
123-060 |
122-202 |
-0-178 |
-0.5% |
123-227 |
Low |
122-152 |
122-045 |
-0-107 |
-0.3% |
122-307 |
Close |
122-200 |
122-182 |
-0-018 |
0.0% |
123-060 |
Range |
0-228 |
0-157 |
-0-071 |
-31.1% |
0-240 |
ATR |
0-080 |
0-086 |
0-005 |
6.8% |
0-000 |
Volume |
986,290 |
1,268,110 |
281,820 |
28.6% |
753,248 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-294 |
123-235 |
122-268 |
|
R3 |
123-137 |
123-078 |
122-225 |
|
R2 |
122-300 |
122-300 |
122-211 |
|
R1 |
122-241 |
122-241 |
122-196 |
122-270 |
PP |
122-143 |
122-143 |
122-143 |
122-158 |
S1 |
122-084 |
122-084 |
122-168 |
122-114 |
S2 |
121-306 |
121-306 |
122-153 |
|
S3 |
121-149 |
121-247 |
122-139 |
|
S4 |
120-312 |
121-090 |
122-096 |
|
|
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 |
124-229 |
2.618 |
123-293 |
1.618 |
123-136 |
1.000 |
123-039 |
0.618 |
122-299 |
HIGH |
122-202 |
0.618 |
122-142 |
0.500 |
122-124 |
0.382 |
122-105 |
LOW |
122-045 |
0.618 |
121-268 |
1.000 |
121-208 |
1.618 |
121-111 |
2.618 |
120-274 |
4.250 |
120-018 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
122-162 |
122-226 |
PP |
122-143 |
122-211 |
S1 |
122-124 |
122-197 |
|