ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
121-015 |
120-300 |
-0-035 |
-0.1% |
120-237 |
| High |
121-077 |
121-035 |
-0-042 |
-0.1% |
121-077 |
| Low |
120-217 |
120-227 |
0-010 |
0.0% |
119-317 |
| Close |
121-015 |
121-002 |
-0-013 |
0.0% |
121-015 |
| Range |
0-180 |
0-128 |
-0-052 |
-28.9% |
1-080 |
| ATR |
0-160 |
0-158 |
-0-002 |
-1.4% |
0-000 |
| Volume |
795,049 |
460,172 |
-334,877 |
-42.1% |
4,295,517 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-045 |
121-312 |
121-072 |
|
| R3 |
121-237 |
121-184 |
121-037 |
|
| R2 |
121-109 |
121-109 |
121-025 |
|
| R1 |
121-056 |
121-056 |
121-014 |
121-082 |
| PP |
120-301 |
120-301 |
120-301 |
120-315 |
| S1 |
120-248 |
120-248 |
120-310 |
120-274 |
| S2 |
120-173 |
120-173 |
120-299 |
|
| S3 |
120-045 |
120-120 |
120-287 |
|
| S4 |
119-237 |
119-312 |
120-252 |
|
|
| 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 |
120-075 |
1-002 |
0.8% |
0-167 |
0.4% |
77% |
False |
False |
748,308 |
| 10 |
122-182 |
119-317 |
2-185 |
2.1% |
0-198 |
0.5% |
39% |
False |
False |
838,578 |
| 20 |
122-310 |
119-317 |
2-313 |
2.5% |
0-163 |
0.4% |
34% |
False |
False |
805,306 |
| 40 |
124-010 |
119-317 |
4-013 |
3.3% |
0-131 |
0.3% |
25% |
False |
False |
560,422 |
| 60 |
124-150 |
119-317 |
4-153 |
3.7% |
0-094 |
0.2% |
23% |
False |
False |
374,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-259 |
|
2.618 |
122-050 |
|
1.618 |
121-242 |
|
1.000 |
121-163 |
|
0.618 |
121-114 |
|
HIGH |
121-035 |
|
0.618 |
120-306 |
|
0.500 |
120-291 |
|
0.382 |
120-276 |
|
LOW |
120-227 |
|
0.618 |
120-148 |
|
1.000 |
120-099 |
|
1.618 |
120-020 |
|
2.618 |
119-212 |
|
4.250 |
119-003 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-312 |
120-316 |
| PP |
120-301 |
120-310 |
| S1 |
120-291 |
120-304 |
|