ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
122-307 |
123-017 |
0-030 |
0.1% |
122-237 |
| High |
123-065 |
123-052 |
-0-013 |
0.0% |
123-065 |
| Low |
122-307 |
123-012 |
0-025 |
0.1% |
122-087 |
| Close |
123-045 |
123-012 |
-0-033 |
-0.1% |
123-045 |
| Range |
0-078 |
0-040 |
-0-038 |
-48.7% |
0-298 |
| ATR |
0-109 |
0-104 |
-0-005 |
-4.5% |
0-000 |
| Volume |
20,299 |
7,966 |
-12,333 |
-60.8% |
115,473 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-145 |
123-119 |
123-034 |
|
| R3 |
123-105 |
123-079 |
123-023 |
|
| R2 |
123-065 |
123-065 |
123-019 |
|
| R1 |
123-039 |
123-039 |
123-016 |
123-032 |
| PP |
123-025 |
123-025 |
123-025 |
123-022 |
| S1 |
122-319 |
122-319 |
123-008 |
122-312 |
| S2 |
122-305 |
122-305 |
123-005 |
|
| S3 |
122-265 |
122-279 |
123-001 |
|
| S4 |
122-225 |
122-239 |
122-310 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-213 |
125-107 |
123-209 |
|
| R3 |
124-235 |
124-129 |
123-127 |
|
| R2 |
123-257 |
123-257 |
123-100 |
|
| R1 |
123-151 |
123-151 |
123-072 |
123-204 |
| PP |
122-279 |
122-279 |
122-279 |
122-306 |
| S1 |
122-173 |
122-173 |
123-018 |
122-226 |
| S2 |
121-301 |
121-301 |
122-310 |
|
| S3 |
121-003 |
121-195 |
122-283 |
|
| S4 |
120-025 |
120-217 |
122-201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-065 |
122-087 |
0-298 |
0.8% |
0-090 |
0.2% |
82% |
False |
False |
22,581 |
| 10 |
123-125 |
122-087 |
1-038 |
0.9% |
0-099 |
0.3% |
68% |
False |
False |
28,044 |
| 20 |
124-047 |
122-087 |
1-280 |
1.5% |
0-113 |
0.3% |
41% |
False |
False |
552,399 |
| 40 |
124-267 |
122-087 |
2-180 |
2.1% |
0-090 |
0.2% |
30% |
False |
False |
553,498 |
| 60 |
124-267 |
122-087 |
2-180 |
2.1% |
0-082 |
0.2% |
30% |
False |
False |
547,980 |
| 80 |
124-267 |
122-087 |
2-180 |
2.1% |
0-079 |
0.2% |
30% |
False |
False |
565,888 |
| 100 |
124-267 |
122-087 |
2-180 |
2.1% |
0-075 |
0.2% |
30% |
False |
False |
454,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-222 |
|
2.618 |
123-157 |
|
1.618 |
123-117 |
|
1.000 |
123-092 |
|
0.618 |
123-077 |
|
HIGH |
123-052 |
|
0.618 |
123-037 |
|
0.500 |
123-032 |
|
0.382 |
123-027 |
|
LOW |
123-012 |
|
0.618 |
122-307 |
|
1.000 |
122-292 |
|
1.618 |
122-267 |
|
2.618 |
122-227 |
|
4.250 |
122-162 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
123-032 |
122-318 |
| PP |
123-025 |
122-305 |
| S1 |
123-019 |
122-291 |
|