ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
120-237 |
121-015 |
0-098 |
0.3% |
120-237 |
| High |
121-030 |
121-077 |
0-047 |
0.1% |
121-077 |
| Low |
120-210 |
120-217 |
0-007 |
0.0% |
119-317 |
| Close |
121-007 |
121-015 |
0-008 |
0.0% |
121-015 |
| Range |
0-140 |
0-180 |
0-040 |
28.6% |
1-080 |
| ATR |
0-159 |
0-160 |
0-002 |
1.0% |
0-000 |
| Volume |
744,825 |
795,049 |
50,224 |
6.7% |
4,295,517 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-216 |
122-136 |
121-114 |
|
| R3 |
122-036 |
121-276 |
121-064 |
|
| R2 |
121-176 |
121-176 |
121-048 |
|
| R1 |
121-096 |
121-096 |
121-032 |
121-105 |
| PP |
120-316 |
120-316 |
120-316 |
121-001 |
| S1 |
120-236 |
120-236 |
120-318 |
120-245 |
| S2 |
120-136 |
120-136 |
120-302 |
|
| S3 |
119-276 |
120-056 |
120-286 |
|
| S4 |
119-096 |
119-196 |
120-236 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-163 |
124-009 |
121-235 |
|
| R3 |
123-083 |
122-249 |
121-125 |
|
| R2 |
122-003 |
122-003 |
121-088 |
|
| R1 |
121-169 |
121-169 |
121-052 |
121-246 |
| PP |
120-243 |
120-243 |
120-243 |
120-282 |
| S1 |
120-089 |
120-089 |
120-298 |
120-166 |
| S2 |
119-163 |
119-163 |
120-262 |
|
| S3 |
118-083 |
119-009 |
120-225 |
|
| S4 |
117-003 |
117-249 |
120-115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-077 |
119-317 |
1-080 |
1.0% |
0-189 |
0.5% |
85% |
True |
False |
859,103 |
| 10 |
122-225 |
119-317 |
2-228 |
2.2% |
0-194 |
0.5% |
39% |
False |
False |
842,169 |
| 20 |
122-310 |
119-317 |
2-313 |
2.5% |
0-165 |
0.4% |
35% |
False |
False |
830,250 |
| 40 |
124-130 |
119-317 |
4-133 |
3.6% |
0-131 |
0.3% |
24% |
False |
False |
549,040 |
| 60 |
124-150 |
119-317 |
4-153 |
3.7% |
0-092 |
0.2% |
24% |
False |
False |
366,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-202 |
|
2.618 |
122-228 |
|
1.618 |
122-048 |
|
1.000 |
121-257 |
|
0.618 |
121-188 |
|
HIGH |
121-077 |
|
0.618 |
121-008 |
|
0.500 |
120-307 |
|
0.382 |
120-286 |
|
LOW |
120-217 |
|
0.618 |
120-106 |
|
1.000 |
120-037 |
|
1.618 |
119-246 |
|
2.618 |
119-066 |
|
4.250 |
118-092 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-006 |
120-302 |
| PP |
120-316 |
120-269 |
| S1 |
120-307 |
120-236 |
|