ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
124-242 |
124-247 |
0-005 |
0.0% |
124-192 |
| High |
124-260 |
124-252 |
-0-008 |
0.0% |
124-267 |
| Low |
124-217 |
124-117 |
-0-100 |
-0.3% |
124-117 |
| Close |
124-247 |
124-132 |
-0-115 |
-0.3% |
124-132 |
| Range |
0-043 |
0-135 |
0-092 |
214.0% |
0-150 |
| ATR |
0-057 |
0-062 |
0-006 |
9.8% |
0-000 |
| Volume |
426,133 |
873,893 |
447,760 |
105.1% |
2,621,023 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-252 |
125-167 |
124-206 |
|
| R3 |
125-117 |
125-032 |
124-169 |
|
| R2 |
124-302 |
124-302 |
124-157 |
|
| R1 |
124-217 |
124-217 |
124-144 |
124-192 |
| PP |
124-167 |
124-167 |
124-167 |
124-154 |
| S1 |
124-082 |
124-082 |
124-120 |
124-057 |
| S2 |
124-032 |
124-032 |
124-107 |
|
| S3 |
123-217 |
123-267 |
124-095 |
|
| S4 |
123-082 |
123-132 |
124-058 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-302 |
125-207 |
124-214 |
|
| R3 |
125-152 |
125-057 |
124-173 |
|
| R2 |
125-002 |
125-002 |
124-160 |
|
| R1 |
124-227 |
124-227 |
124-146 |
124-200 |
| PP |
124-172 |
124-172 |
124-172 |
124-158 |
| S1 |
124-077 |
124-077 |
124-118 |
124-050 |
| S2 |
124-022 |
124-022 |
124-104 |
|
| S3 |
123-192 |
123-247 |
124-091 |
|
| S4 |
123-042 |
123-097 |
124-050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-267 |
124-117 |
0-150 |
0.4% |
0-067 |
0.2% |
10% |
False |
True |
524,204 |
| 10 |
124-267 |
124-100 |
0-167 |
0.4% |
0-061 |
0.2% |
19% |
False |
False |
494,912 |
| 20 |
124-267 |
124-070 |
0-197 |
0.5% |
0-055 |
0.1% |
31% |
False |
False |
494,697 |
| 40 |
124-267 |
123-060 |
1-207 |
1.3% |
0-066 |
0.2% |
74% |
False |
False |
540,550 |
| 60 |
124-267 |
123-040 |
1-227 |
1.4% |
0-065 |
0.2% |
75% |
False |
False |
470,806 |
| 80 |
124-267 |
123-020 |
1-247 |
1.4% |
0-058 |
0.1% |
76% |
False |
False |
353,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-186 |
|
2.618 |
125-285 |
|
1.618 |
125-150 |
|
1.000 |
125-067 |
|
0.618 |
125-015 |
|
HIGH |
124-252 |
|
0.618 |
124-200 |
|
0.500 |
124-184 |
|
0.382 |
124-169 |
|
LOW |
124-117 |
|
0.618 |
124-034 |
|
1.000 |
123-302 |
|
1.618 |
123-219 |
|
2.618 |
123-084 |
|
4.250 |
122-183 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-184 |
124-192 |
| PP |
124-167 |
124-172 |
| S1 |
124-150 |
124-152 |
|