ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
121-175 |
121-082 |
-0-093 |
-0.2% |
122-175 |
High |
121-182 |
121-127 |
-0-055 |
-0.1% |
122-225 |
Low |
121-000 |
120-175 |
-0-145 |
-0.4% |
120-175 |
Close |
121-067 |
120-227 |
-0-160 |
-0.4% |
120-227 |
Range |
0-182 |
0-272 |
0-090 |
49.5% |
2-050 |
ATR |
0-139 |
0-148 |
0-010 |
6.9% |
0-000 |
Volume |
1,150,641 |
955,839 |
-194,802 |
-16.9% |
4,126,174 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-139 |
122-295 |
121-057 |
|
R3 |
122-187 |
122-023 |
120-302 |
|
R2 |
121-235 |
121-235 |
120-277 |
|
R1 |
121-071 |
121-071 |
120-252 |
121-017 |
PP |
120-283 |
120-283 |
120-283 |
120-256 |
S1 |
120-119 |
120-119 |
120-202 |
120-065 |
S2 |
120-011 |
120-011 |
120-177 |
|
S3 |
119-059 |
119-167 |
120-152 |
|
S4 |
118-107 |
118-215 |
120-077 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-252 |
126-130 |
121-286 |
|
R3 |
125-202 |
124-080 |
121-097 |
|
R2 |
123-152 |
123-152 |
121-034 |
|
R1 |
122-030 |
122-030 |
120-290 |
121-226 |
PP |
121-102 |
121-102 |
121-102 |
121-040 |
S1 |
119-300 |
119-300 |
120-164 |
119-176 |
S2 |
119-052 |
119-052 |
120-100 |
|
S3 |
117-002 |
117-250 |
120-037 |
|
S4 |
114-272 |
115-200 |
119-168 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-003 |
2.618 |
123-199 |
1.618 |
122-247 |
1.000 |
122-079 |
0.618 |
121-295 |
HIGH |
121-127 |
0.618 |
121-023 |
0.500 |
120-311 |
0.382 |
120-279 |
LOW |
120-175 |
0.618 |
120-007 |
1.000 |
119-223 |
1.618 |
119-055 |
2.618 |
118-103 |
4.250 |
116-299 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
120-311 |
121-178 |
PP |
120-283 |
121-088 |
S1 |
120-255 |
120-318 |
|