ECBOT 5 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
124-122 |
124-100 |
-0-022 |
-0.1% |
124-192 |
| High |
124-132 |
124-122 |
-0-010 |
0.0% |
124-267 |
| Low |
124-087 |
124-077 |
-0-010 |
0.0% |
124-117 |
| Close |
124-097 |
124-110 |
0-013 |
0.0% |
124-132 |
| Range |
0-045 |
0-045 |
0-000 |
0.0% |
0-150 |
| ATR |
0-060 |
0-059 |
-0-001 |
-1.8% |
0-000 |
| Volume |
378,407 |
487,469 |
109,062 |
28.8% |
2,621,023 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-238 |
124-219 |
124-135 |
|
| R3 |
124-193 |
124-174 |
124-122 |
|
| R2 |
124-148 |
124-148 |
124-118 |
|
| R1 |
124-129 |
124-129 |
124-114 |
124-138 |
| PP |
124-103 |
124-103 |
124-103 |
124-108 |
| S1 |
124-084 |
124-084 |
124-106 |
124-094 |
| S2 |
124-058 |
124-058 |
124-102 |
|
| S3 |
124-013 |
124-039 |
124-098 |
|
| S4 |
123-288 |
123-314 |
124-085 |
|
|
| 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 |
124-260 |
124-077 |
0-183 |
0.5% |
0-063 |
0.2% |
18% |
False |
True |
505,918 |
| 10 |
124-267 |
124-077 |
0-190 |
0.5% |
0-056 |
0.1% |
17% |
False |
True |
462,861 |
| 20 |
124-267 |
124-070 |
0-197 |
0.5% |
0-054 |
0.1% |
20% |
False |
False |
482,009 |
| 40 |
124-267 |
123-087 |
1-180 |
1.3% |
0-064 |
0.2% |
69% |
False |
False |
528,749 |
| 60 |
124-267 |
123-040 |
1-227 |
1.4% |
0-065 |
0.2% |
71% |
False |
False |
490,791 |
| 80 |
124-267 |
123-020 |
1-247 |
1.4% |
0-059 |
0.1% |
72% |
False |
False |
369,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-313 |
|
2.618 |
124-240 |
|
1.618 |
124-195 |
|
1.000 |
124-167 |
|
0.618 |
124-150 |
|
HIGH |
124-122 |
|
0.618 |
124-105 |
|
0.500 |
124-100 |
|
0.382 |
124-094 |
|
LOW |
124-077 |
|
0.618 |
124-049 |
|
1.000 |
124-032 |
|
1.618 |
124-004 |
|
2.618 |
123-279 |
|
4.250 |
123-206 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-106 |
124-111 |
| PP |
124-103 |
124-111 |
| S1 |
124-100 |
124-110 |
|