ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
122-190 |
122-125 |
-0-065 |
-0.2% |
123-040 |
High |
122-197 |
122-205 |
0-008 |
0.0% |
123-060 |
Low |
122-117 |
122-117 |
0-000 |
0.0% |
122-045 |
Close |
122-140 |
122-170 |
0-030 |
0.1% |
122-132 |
Range |
0-080 |
0-088 |
0-008 |
10.0% |
1-015 |
ATR |
0-098 |
0-097 |
-0-001 |
-0.7% |
0-000 |
Volume |
605,766 |
731,825 |
126,059 |
20.8% |
4,507,693 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-108 |
123-067 |
122-218 |
|
R3 |
123-020 |
122-299 |
122-194 |
|
R2 |
122-252 |
122-252 |
122-186 |
|
R1 |
122-211 |
122-211 |
122-178 |
122-232 |
PP |
122-164 |
122-164 |
122-164 |
122-174 |
S1 |
122-123 |
122-123 |
122-162 |
122-144 |
S2 |
122-076 |
122-076 |
122-154 |
|
S3 |
121-308 |
122-035 |
122-146 |
|
S4 |
121-220 |
121-267 |
122-122 |
|
|
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 |
123-259 |
2.618 |
123-115 |
1.618 |
123-027 |
1.000 |
122-293 |
0.618 |
122-259 |
HIGH |
122-205 |
0.618 |
122-171 |
0.500 |
122-161 |
0.382 |
122-151 |
LOW |
122-117 |
0.618 |
122-063 |
1.000 |
122-029 |
1.618 |
121-295 |
2.618 |
121-207 |
4.250 |
121-063 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
122-167 |
122-169 |
PP |
122-164 |
122-167 |
S1 |
122-161 |
122-166 |
|