ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
122-175 |
122-140 |
-0-035 |
-0.1% |
122-067 |
High |
122-225 |
122-172 |
-0-053 |
-0.1% |
122-222 |
Low |
122-137 |
122-100 |
-0-037 |
-0.1% |
121-202 |
Close |
122-160 |
122-155 |
-0-005 |
0.0% |
122-192 |
Range |
0-088 |
0-072 |
-0-016 |
-18.2% |
1-020 |
ATR |
0-118 |
0-115 |
-0-003 |
-2.8% |
0-000 |
Volume |
496,076 |
557,229 |
61,153 |
12.3% |
4,135,241 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-038 |
123-009 |
122-195 |
|
R3 |
122-286 |
122-257 |
122-175 |
|
R2 |
122-214 |
122-214 |
122-168 |
|
R1 |
122-185 |
122-185 |
122-162 |
122-200 |
PP |
122-142 |
122-142 |
122-142 |
122-150 |
S1 |
122-113 |
122-113 |
122-148 |
122-128 |
S2 |
122-070 |
122-070 |
122-142 |
|
S3 |
121-318 |
122-041 |
122-135 |
|
S4 |
121-246 |
121-289 |
122-115 |
|
|
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 |
123-158 |
2.618 |
123-040 |
1.618 |
122-288 |
1.000 |
122-244 |
0.618 |
122-216 |
HIGH |
122-172 |
0.618 |
122-144 |
0.500 |
122-136 |
0.382 |
122-128 |
LOW |
122-100 |
0.618 |
122-056 |
1.000 |
122-028 |
1.618 |
121-304 |
2.618 |
121-232 |
4.250 |
121-114 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
122-149 |
122-162 |
PP |
122-142 |
122-160 |
S1 |
122-136 |
122-158 |
|