ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
122-197 |
122-197 |
0-000 |
0.0% |
123-040 |
High |
122-225 |
122-265 |
0-040 |
0.1% |
123-060 |
Low |
122-135 |
122-067 |
-0-068 |
-0.2% |
122-045 |
Close |
122-190 |
122-132 |
-0-058 |
-0.1% |
122-132 |
Range |
0-090 |
0-198 |
0-108 |
120.0% |
1-015 |
ATR |
0-086 |
0-094 |
0-008 |
9.3% |
0-000 |
Volume |
894,511 |
1,358,782 |
464,271 |
51.9% |
4,507,693 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-109 |
123-318 |
122-241 |
|
R3 |
123-231 |
123-120 |
122-186 |
|
R2 |
123-033 |
123-033 |
122-168 |
|
R1 |
122-242 |
122-242 |
122-150 |
122-198 |
PP |
122-155 |
122-155 |
122-155 |
122-133 |
S1 |
122-044 |
122-044 |
122-114 |
122-000 |
S2 |
121-277 |
121-277 |
122-096 |
|
S3 |
121-079 |
121-166 |
122-078 |
|
S4 |
120-201 |
120-288 |
122-023 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-231 |
125-036 |
122-316 |
|
R3 |
124-216 |
124-021 |
122-224 |
|
R2 |
123-201 |
123-201 |
122-193 |
|
R1 |
123-006 |
123-006 |
122-163 |
122-256 |
PP |
122-186 |
122-186 |
122-186 |
122-150 |
S1 |
121-311 |
121-311 |
122-101 |
121-241 |
S2 |
121-171 |
121-171 |
122-071 |
|
S3 |
120-156 |
120-296 |
122-040 |
|
S4 |
119-141 |
119-281 |
121-268 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-146 |
2.618 |
124-143 |
1.618 |
123-265 |
1.000 |
123-143 |
0.618 |
123-067 |
HIGH |
122-265 |
0.618 |
122-189 |
0.500 |
122-166 |
0.382 |
122-143 |
LOW |
122-067 |
0.618 |
121-265 |
1.000 |
121-189 |
1.618 |
121-067 |
2.618 |
120-189 |
4.250 |
119-186 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
122-166 |
122-155 |
PP |
122-155 |
122-147 |
S1 |
122-143 |
122-140 |
|