ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 25-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
120-237 |
120-180 |
-0-057 |
-0.1% |
122-175 |
High |
120-237 |
120-282 |
0-045 |
0.1% |
122-225 |
Low |
119-317 |
120-102 |
0-105 |
0.3% |
120-175 |
Close |
120-175 |
120-142 |
-0-033 |
-0.1% |
120-227 |
Range |
0-240 |
0-180 |
-0-060 |
-25.0% |
2-050 |
ATR |
0-155 |
0-157 |
0-002 |
1.2% |
0-000 |
Volume |
1,014,147 |
888,543 |
-125,604 |
-12.4% |
4,126,174 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-075 |
121-289 |
120-241 |
|
R3 |
121-215 |
121-109 |
120-192 |
|
R2 |
121-035 |
121-035 |
120-175 |
|
R1 |
120-249 |
120-249 |
120-158 |
120-212 |
PP |
120-175 |
120-175 |
120-175 |
120-157 |
S1 |
120-069 |
120-069 |
120-126 |
120-032 |
S2 |
119-315 |
119-315 |
120-109 |
|
S3 |
119-135 |
119-209 |
120-092 |
|
S4 |
118-275 |
119-029 |
120-043 |
|
|
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 |
123-087 |
2.618 |
122-113 |
1.618 |
121-253 |
1.000 |
121-142 |
0.618 |
121-073 |
HIGH |
120-282 |
0.618 |
120-213 |
0.500 |
120-192 |
0.382 |
120-171 |
LOW |
120-102 |
0.618 |
119-311 |
1.000 |
119-242 |
1.618 |
119-131 |
2.618 |
118-271 |
4.250 |
117-297 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
120-192 |
120-222 |
PP |
120-175 |
120-195 |
S1 |
120-159 |
120-169 |
|