ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
122-175 |
122-190 |
0-015 |
0.0% |
122-155 |
High |
122-310 |
122-250 |
-0-060 |
-0.2% |
122-310 |
Low |
122-137 |
122-047 |
-0-090 |
-0.2% |
122-047 |
Close |
122-195 |
122-067 |
-0-128 |
-0.3% |
122-067 |
Range |
0-173 |
0-203 |
0-030 |
17.3% |
0-263 |
ATR |
0-103 |
0-110 |
0-007 |
7.0% |
0-000 |
Volume |
836,852 |
914,590 |
77,738 |
9.3% |
4,048,069 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-090 |
123-282 |
122-179 |
|
R3 |
123-207 |
123-079 |
122-123 |
|
R2 |
123-004 |
123-004 |
122-104 |
|
R1 |
122-196 |
122-196 |
122-086 |
122-158 |
PP |
122-121 |
122-121 |
122-121 |
122-103 |
S1 |
121-313 |
121-313 |
122-048 |
121-276 |
S2 |
121-238 |
121-238 |
122-030 |
|
S3 |
121-035 |
121-110 |
122-011 |
|
S4 |
120-152 |
120-227 |
121-275 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-290 |
124-122 |
122-212 |
|
R3 |
124-027 |
123-179 |
122-139 |
|
R2 |
123-084 |
123-084 |
122-115 |
|
R1 |
122-236 |
122-236 |
122-091 |
122-188 |
PP |
122-141 |
122-141 |
122-141 |
122-118 |
S1 |
121-293 |
121-293 |
122-043 |
121-246 |
S2 |
121-198 |
121-198 |
122-019 |
|
S3 |
120-255 |
121-030 |
121-315 |
|
S4 |
119-312 |
120-087 |
121-242 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-153 |
2.618 |
124-141 |
1.618 |
123-258 |
1.000 |
123-133 |
0.618 |
123-055 |
HIGH |
122-250 |
0.618 |
122-172 |
0.500 |
122-148 |
0.382 |
122-125 |
LOW |
122-047 |
0.618 |
121-242 |
1.000 |
121-164 |
1.618 |
121-039 |
2.618 |
120-156 |
4.250 |
119-144 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
122-148 |
122-178 |
PP |
122-121 |
122-141 |
S1 |
122-094 |
122-104 |
|