ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
120-180 |
120-120 |
-0-060 |
-0.2% |
122-175 |
| High |
120-282 |
120-280 |
-0-002 |
0.0% |
122-225 |
| Low |
120-102 |
120-075 |
-0-027 |
-0.1% |
120-175 |
| Close |
120-142 |
120-222 |
0-080 |
0.2% |
120-227 |
| Range |
0-180 |
0-205 |
0-025 |
13.9% |
2-050 |
| ATR |
0-157 |
0-160 |
0-003 |
2.2% |
0-000 |
| Volume |
888,543 |
852,953 |
-35,590 |
-4.0% |
4,126,174 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-167 |
122-080 |
121-015 |
|
| R3 |
121-282 |
121-195 |
120-278 |
|
| R2 |
121-077 |
121-077 |
120-260 |
|
| R1 |
120-310 |
120-310 |
120-241 |
121-034 |
| PP |
120-192 |
120-192 |
120-192 |
120-214 |
| S1 |
120-105 |
120-105 |
120-203 |
120-148 |
| S2 |
119-307 |
119-307 |
120-184 |
|
| S3 |
119-102 |
119-220 |
120-166 |
|
| S4 |
118-217 |
119-015 |
120-109 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-182 |
119-317 |
1-185 |
1.3% |
0-216 |
0.6% |
45% |
False |
False |
972,424 |
| 10 |
122-225 |
119-317 |
2-228 |
2.2% |
0-190 |
0.5% |
26% |
False |
False |
839,927 |
| 20 |
122-310 |
119-317 |
2-313 |
2.5% |
0-164 |
0.4% |
24% |
False |
False |
865,921 |
| 40 |
124-150 |
119-317 |
4-153 |
3.7% |
0-124 |
0.3% |
16% |
False |
False |
510,940 |
| 60 |
124-150 |
119-317 |
4-153 |
3.7% |
0-088 |
0.2% |
16% |
False |
False |
341,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-191 |
|
2.618 |
122-177 |
|
1.618 |
121-292 |
|
1.000 |
121-165 |
|
0.618 |
121-087 |
|
HIGH |
120-280 |
|
0.618 |
120-202 |
|
0.500 |
120-178 |
|
0.382 |
120-153 |
|
LOW |
120-075 |
|
0.618 |
119-268 |
|
1.000 |
119-190 |
|
1.618 |
119-063 |
|
2.618 |
118-178 |
|
4.250 |
117-164 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-207 |
120-194 |
| PP |
120-192 |
120-167 |
| S1 |
120-178 |
120-140 |
|