ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
120-182 |
120-292 |
0-110 |
0.3% |
120-300 |
| High |
120-250 |
121-052 |
0-122 |
0.3% |
121-110 |
| Low |
120-127 |
120-280 |
0-153 |
0.4% |
119-305 |
| Close |
120-155 |
121-027 |
0-192 |
0.5% |
120-010 |
| Range |
0-123 |
0-092 |
-0-031 |
-25.2% |
1-125 |
| ATR |
0-164 |
0-168 |
0-004 |
2.3% |
0-000 |
| Volume |
622,420 |
756,725 |
134,305 |
21.6% |
2,251,577 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-289 |
121-250 |
121-078 |
|
| R3 |
121-197 |
121-158 |
121-052 |
|
| R2 |
121-105 |
121-105 |
121-044 |
|
| R1 |
121-066 |
121-066 |
121-035 |
121-086 |
| PP |
121-013 |
121-013 |
121-013 |
121-023 |
| S1 |
120-294 |
120-294 |
121-019 |
120-314 |
| S2 |
120-241 |
120-241 |
121-010 |
|
| S3 |
120-149 |
120-202 |
121-002 |
|
| S4 |
120-057 |
120-110 |
120-296 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-197 |
123-228 |
120-255 |
|
| R3 |
123-072 |
122-103 |
120-132 |
|
| R2 |
121-267 |
121-267 |
120-092 |
|
| R1 |
120-298 |
120-298 |
120-051 |
120-220 |
| PP |
120-142 |
120-142 |
120-142 |
120-102 |
| S1 |
119-173 |
119-173 |
119-289 |
119-095 |
| S2 |
119-017 |
119-017 |
119-248 |
|
| S3 |
117-212 |
118-048 |
119-208 |
|
| S4 |
116-087 |
116-243 |
119-085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-052 |
119-272 |
1-100 |
1.1% |
0-179 |
0.5% |
94% |
True |
False |
657,689 |
| 10 |
121-110 |
119-272 |
1-158 |
1.2% |
0-160 |
0.4% |
83% |
False |
False |
615,549 |
| 20 |
122-225 |
119-272 |
2-273 |
2.4% |
0-175 |
0.5% |
43% |
False |
False |
727,738 |
| 40 |
123-250 |
119-272 |
3-298 |
3.2% |
0-151 |
0.4% |
31% |
False |
False |
663,254 |
| 60 |
124-150 |
119-272 |
4-198 |
3.8% |
0-111 |
0.3% |
27% |
False |
False |
443,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-123 |
|
2.618 |
121-293 |
|
1.618 |
121-201 |
|
1.000 |
121-144 |
|
0.618 |
121-109 |
|
HIGH |
121-052 |
|
0.618 |
121-017 |
|
0.500 |
121-006 |
|
0.382 |
120-315 |
|
LOW |
120-280 |
|
0.618 |
120-223 |
|
1.000 |
120-188 |
|
1.618 |
120-131 |
|
2.618 |
120-039 |
|
4.250 |
119-209 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-020 |
120-314 |
| PP |
121-013 |
120-282 |
| S1 |
121-006 |
120-250 |
|