ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
122-190 |
122-067 |
-0-123 |
-0.3% |
122-155 |
High |
122-250 |
122-087 |
-0-163 |
-0.4% |
122-310 |
Low |
122-047 |
121-300 |
-0-067 |
-0.2% |
122-047 |
Close |
122-067 |
122-007 |
-0-060 |
-0.2% |
122-067 |
Range |
0-203 |
0-107 |
-0-096 |
-47.3% |
0-263 |
ATR |
0-110 |
0-110 |
0-000 |
-0.2% |
0-000 |
Volume |
914,590 |
799,085 |
-115,505 |
-12.6% |
4,048,069 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-026 |
122-283 |
122-066 |
|
R3 |
122-239 |
122-176 |
122-036 |
|
R2 |
122-132 |
122-132 |
122-027 |
|
R1 |
122-069 |
122-069 |
122-017 |
122-047 |
PP |
122-025 |
122-025 |
122-025 |
122-014 |
S1 |
121-282 |
121-282 |
121-317 |
121-260 |
S2 |
121-238 |
121-238 |
121-307 |
|
S3 |
121-131 |
121-175 |
121-298 |
|
S4 |
121-024 |
121-068 |
121-268 |
|
|
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 |
123-222 |
2.618 |
123-047 |
1.618 |
122-260 |
1.000 |
122-194 |
0.618 |
122-153 |
HIGH |
122-087 |
0.618 |
122-046 |
0.500 |
122-034 |
0.382 |
122-021 |
LOW |
121-300 |
0.618 |
121-234 |
1.000 |
121-193 |
1.618 |
121-127 |
2.618 |
121-020 |
4.250 |
120-165 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
122-034 |
122-145 |
PP |
122-025 |
122-099 |
S1 |
122-016 |
122-053 |
|