ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
122-145 |
121-175 |
-0-290 |
-0.7% |
122-067 |
High |
122-182 |
121-182 |
-1-000 |
-0.8% |
122-222 |
Low |
121-117 |
121-000 |
-0-117 |
-0.3% |
121-202 |
Close |
121-200 |
121-067 |
-0-133 |
-0.3% |
122-192 |
Range |
1-065 |
0-182 |
-0-203 |
-52.7% |
1-020 |
ATR |
0-134 |
0-139 |
0-005 |
3.5% |
0-000 |
Volume |
966,389 |
1,150,641 |
184,252 |
19.1% |
4,135,241 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-309 |
122-210 |
121-167 |
|
R3 |
122-127 |
122-028 |
121-117 |
|
R2 |
121-265 |
121-265 |
121-100 |
|
R1 |
121-166 |
121-166 |
121-084 |
121-124 |
PP |
121-083 |
121-083 |
121-083 |
121-062 |
S1 |
120-304 |
120-304 |
121-050 |
120-262 |
S2 |
120-221 |
120-221 |
121-034 |
|
S3 |
120-039 |
120-122 |
121-017 |
|
S4 |
119-177 |
119-260 |
120-287 |
|
|
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 |
123-316 |
2.618 |
123-018 |
1.618 |
122-156 |
1.000 |
122-044 |
0.618 |
121-294 |
HIGH |
121-182 |
0.618 |
121-112 |
0.500 |
121-091 |
0.382 |
121-070 |
LOW |
121-000 |
0.618 |
120-208 |
1.000 |
120-138 |
1.618 |
120-026 |
2.618 |
119-164 |
4.250 |
118-186 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
121-091 |
121-251 |
PP |
121-083 |
121-190 |
S1 |
121-075 |
121-128 |
|