ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
122-040 |
121-300 |
-0-060 |
-0.2% |
122-155 |
| High |
122-062 |
122-142 |
0-080 |
0.2% |
122-310 |
| Low |
121-287 |
121-287 |
0-000 |
0.0% |
122-047 |
| Close |
121-305 |
122-060 |
0-075 |
0.2% |
122-067 |
| Range |
0-095 |
0-175 |
0-080 |
84.2% |
0-263 |
| ATR |
0-113 |
0-117 |
0-004 |
4.0% |
0-000 |
| Volume |
691,264 |
816,164 |
124,900 |
18.1% |
4,048,069 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-261 |
123-176 |
122-156 |
|
| R3 |
123-086 |
123-001 |
122-108 |
|
| R2 |
122-231 |
122-231 |
122-092 |
|
| R1 |
122-146 |
122-146 |
122-076 |
122-188 |
| PP |
122-056 |
122-056 |
122-056 |
122-078 |
| S1 |
121-291 |
121-291 |
122-044 |
122-014 |
| S2 |
121-201 |
121-201 |
122-028 |
|
| S3 |
121-026 |
121-116 |
122-012 |
|
| S4 |
120-171 |
120-261 |
121-284 |
|
|
| 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 |
124-246 |
|
2.618 |
123-280 |
|
1.618 |
123-105 |
|
1.000 |
122-317 |
|
0.618 |
122-250 |
|
HIGH |
122-142 |
|
0.618 |
122-075 |
|
0.500 |
122-054 |
|
0.382 |
122-034 |
|
LOW |
121-287 |
|
0.618 |
121-179 |
|
1.000 |
121-112 |
|
1.618 |
121-004 |
|
2.618 |
120-149 |
|
4.250 |
119-183 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
122-058 |
122-044 |
| PP |
122-056 |
122-028 |
| S1 |
122-054 |
122-012 |
|