ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
122-140 |
122-145 |
0-005 |
0.0% |
122-067 |
High |
122-172 |
122-182 |
0-010 |
0.0% |
122-222 |
Low |
122-100 |
121-117 |
-0-303 |
-0.8% |
121-202 |
Close |
122-155 |
121-200 |
-0-275 |
-0.7% |
122-192 |
Range |
0-072 |
1-065 |
0-313 |
434.7% |
1-020 |
ATR |
0-115 |
0-134 |
0-019 |
16.8% |
0-000 |
Volume |
557,229 |
966,389 |
409,160 |
73.4% |
4,135,241 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-148 |
124-239 |
122-092 |
|
R3 |
124-083 |
123-174 |
121-306 |
|
R2 |
123-018 |
123-018 |
121-271 |
|
R1 |
122-109 |
122-109 |
121-235 |
122-031 |
PP |
121-273 |
121-273 |
121-273 |
121-234 |
S1 |
121-044 |
121-044 |
121-165 |
120-286 |
S2 |
120-208 |
120-208 |
121-129 |
|
S3 |
119-143 |
119-299 |
121-094 |
|
S4 |
118-078 |
118-234 |
120-308 |
|
|
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 |
127-218 |
2.618 |
125-230 |
1.618 |
124-165 |
1.000 |
123-247 |
0.618 |
123-100 |
HIGH |
122-182 |
0.618 |
122-035 |
0.500 |
121-310 |
0.382 |
121-264 |
LOW |
121-117 |
0.618 |
120-199 |
1.000 |
120-052 |
1.618 |
119-134 |
2.618 |
118-069 |
4.250 |
116-081 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
121-310 |
122-011 |
PP |
121-273 |
121-287 |
S1 |
121-236 |
121-244 |
|