ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
122-122 |
122-175 |
0-053 |
0.1% |
122-067 |
High |
122-222 |
122-225 |
0-003 |
0.0% |
122-222 |
Low |
122-122 |
122-137 |
0-015 |
0.0% |
121-202 |
Close |
122-192 |
122-160 |
-0-032 |
-0.1% |
122-192 |
Range |
0-100 |
0-088 |
-0-012 |
-12.0% |
1-020 |
ATR |
0-120 |
0-118 |
-0-002 |
-1.9% |
0-000 |
Volume |
701,289 |
496,076 |
-205,213 |
-29.3% |
4,135,241 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-118 |
123-067 |
122-208 |
|
R3 |
123-030 |
122-299 |
122-184 |
|
R2 |
122-262 |
122-262 |
122-176 |
|
R1 |
122-211 |
122-211 |
122-168 |
122-192 |
PP |
122-174 |
122-174 |
122-174 |
122-165 |
S1 |
122-123 |
122-123 |
122-152 |
122-104 |
S2 |
122-086 |
122-086 |
122-144 |
|
S3 |
121-318 |
122-035 |
122-136 |
|
S4 |
121-230 |
121-267 |
122-112 |
|
|
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 |
123-279 |
2.618 |
123-135 |
1.618 |
123-047 |
1.000 |
122-313 |
0.618 |
122-279 |
HIGH |
122-225 |
0.618 |
122-191 |
0.500 |
122-181 |
0.382 |
122-171 |
LOW |
122-137 |
0.618 |
122-083 |
1.000 |
122-049 |
1.618 |
121-315 |
2.618 |
121-227 |
4.250 |
121-083 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
122-181 |
122-139 |
PP |
122-174 |
122-117 |
S1 |
122-167 |
122-096 |
|