ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
121-300 |
122-122 |
0-142 |
0.4% |
122-067 |
High |
122-142 |
122-222 |
0-080 |
0.2% |
122-222 |
Low |
121-287 |
122-122 |
0-155 |
0.4% |
121-202 |
Close |
122-060 |
122-192 |
0-132 |
0.3% |
122-192 |
Range |
0-175 |
0-100 |
-0-075 |
-42.9% |
1-020 |
ATR |
0-117 |
0-120 |
0-003 |
2.7% |
0-000 |
Volume |
816,164 |
701,289 |
-114,875 |
-14.1% |
4,135,241 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-159 |
123-115 |
122-247 |
|
R3 |
123-059 |
123-015 |
122-220 |
|
R2 |
122-279 |
122-279 |
122-210 |
|
R1 |
122-235 |
122-235 |
122-201 |
122-257 |
PP |
122-179 |
122-179 |
122-179 |
122-190 |
S1 |
122-135 |
122-135 |
122-183 |
122-157 |
S2 |
122-079 |
122-079 |
122-174 |
|
S3 |
121-299 |
122-035 |
122-164 |
|
S4 |
121-199 |
121-255 |
122-137 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-159 |
125-035 |
123-059 |
|
R3 |
124-139 |
124-015 |
122-286 |
|
R2 |
123-119 |
123-119 |
122-254 |
|
R1 |
122-315 |
122-315 |
122-223 |
123-057 |
PP |
122-099 |
122-099 |
122-099 |
122-130 |
S1 |
121-295 |
121-295 |
122-161 |
122-037 |
S2 |
121-079 |
121-079 |
122-130 |
|
S3 |
120-059 |
120-275 |
122-098 |
|
S4 |
119-039 |
119-255 |
122-005 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-007 |
2.618 |
123-164 |
1.618 |
123-064 |
1.000 |
123-002 |
0.618 |
122-284 |
HIGH |
122-222 |
0.618 |
122-184 |
0.500 |
122-172 |
0.382 |
122-160 |
LOW |
122-122 |
0.618 |
122-060 |
1.000 |
122-022 |
1.618 |
121-280 |
2.618 |
121-180 |
4.250 |
121-017 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
122-185 |
122-160 |
PP |
122-179 |
122-127 |
S1 |
122-172 |
122-094 |
|