ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
123-240 |
123-230 |
-0-010 |
0.0% |
123-230 |
| High |
123-240 |
123-230 |
-0-010 |
0.0% |
123-280 |
| Low |
123-190 |
123-230 |
0-040 |
0.1% |
123-190 |
| Close |
123-190 |
123-230 |
0-040 |
0.1% |
123-230 |
| Range |
0-050 |
0-000 |
-0-050 |
-100.0% |
0-090 |
| ATR |
0-031 |
0-032 |
0-001 |
1.9% |
0-000 |
| Volume |
1,170 |
164 |
-1,006 |
-86.0% |
2,421 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-230 |
123-230 |
123-230 |
|
| R3 |
123-230 |
123-230 |
123-230 |
|
| R2 |
123-230 |
123-230 |
123-230 |
|
| R1 |
123-230 |
123-230 |
123-230 |
123-230 |
| PP |
123-230 |
123-230 |
123-230 |
123-230 |
| S1 |
123-230 |
123-230 |
123-230 |
123-230 |
| S2 |
123-230 |
123-230 |
123-230 |
|
| S3 |
123-230 |
123-230 |
123-230 |
|
| S4 |
123-230 |
123-230 |
123-230 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-183 |
124-137 |
123-280 |
|
| R3 |
124-093 |
124-047 |
123-255 |
|
| R2 |
124-003 |
124-003 |
123-246 |
|
| R1 |
123-277 |
123-277 |
123-238 |
123-275 |
| PP |
123-233 |
123-233 |
123-233 |
123-232 |
| S1 |
123-187 |
123-187 |
123-222 |
123-185 |
| S2 |
123-143 |
123-143 |
123-214 |
|
| S3 |
123-053 |
123-097 |
123-205 |
|
| S4 |
122-283 |
123-007 |
123-180 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-230 |
|
2.618 |
123-230 |
|
1.618 |
123-230 |
|
1.000 |
123-230 |
|
0.618 |
123-230 |
|
HIGH |
123-230 |
|
0.618 |
123-230 |
|
0.500 |
123-230 |
|
0.382 |
123-230 |
|
LOW |
123-230 |
|
0.618 |
123-230 |
|
1.000 |
123-230 |
|
1.618 |
123-230 |
|
2.618 |
123-230 |
|
4.250 |
123-230 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
123-230 |
123-235 |
| PP |
123-230 |
123-233 |
| S1 |
123-230 |
123-232 |
|