ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
120-300 |
121-017 |
0-037 |
0.1% |
120-237 |
| High |
121-035 |
121-055 |
0-020 |
0.1% |
121-077 |
| Low |
120-227 |
120-305 |
0-078 |
0.2% |
119-317 |
| Close |
121-002 |
121-025 |
0-023 |
0.1% |
121-015 |
| Range |
0-128 |
0-070 |
-0-058 |
-45.3% |
1-080 |
| ATR |
0-158 |
0-152 |
-0-006 |
-4.0% |
0-000 |
| Volume |
460,172 |
435,753 |
-24,419 |
-5.3% |
4,295,517 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-232 |
121-198 |
121-064 |
|
| R3 |
121-162 |
121-128 |
121-044 |
|
| R2 |
121-092 |
121-092 |
121-038 |
|
| R1 |
121-058 |
121-058 |
121-031 |
121-075 |
| PP |
121-022 |
121-022 |
121-022 |
121-030 |
| S1 |
120-308 |
120-308 |
121-019 |
121-005 |
| S2 |
120-272 |
120-272 |
121-012 |
|
| S3 |
120-202 |
120-238 |
121-006 |
|
| S4 |
120-132 |
120-168 |
120-306 |
|
|
| 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% |
0-145 |
0.4% |
84% |
False |
False |
657,750 |
| 10 |
122-182 |
119-317 |
2-185 |
2.1% |
0-198 |
0.5% |
42% |
False |
False |
826,431 |
| 20 |
122-310 |
119-317 |
2-313 |
2.5% |
0-163 |
0.4% |
37% |
False |
False |
796,806 |
| 40 |
123-310 |
119-317 |
3-313 |
3.3% |
0-132 |
0.3% |
27% |
False |
False |
570,963 |
| 60 |
124-150 |
119-317 |
4-153 |
3.7% |
0-095 |
0.2% |
24% |
False |
False |
381,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-032 |
|
2.618 |
121-238 |
|
1.618 |
121-168 |
|
1.000 |
121-125 |
|
0.618 |
121-098 |
|
HIGH |
121-055 |
|
0.618 |
121-028 |
|
0.500 |
121-020 |
|
0.382 |
121-012 |
|
LOW |
120-305 |
|
0.618 |
120-262 |
|
1.000 |
120-235 |
|
1.618 |
120-192 |
|
2.618 |
120-122 |
|
4.250 |
120-008 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-023 |
121-012 |
| PP |
121-022 |
121-000 |
| S1 |
121-020 |
120-307 |
|