ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
120-292 |
121-022 |
0-050 |
0.1% |
120-005 |
| High |
121-052 |
121-105 |
0-053 |
0.1% |
121-105 |
| Low |
120-280 |
120-280 |
0-000 |
0.0% |
119-272 |
| Close |
121-027 |
120-285 |
-0-062 |
-0.2% |
120-285 |
| Range |
0-092 |
0-145 |
0-053 |
57.6% |
1-153 |
| ATR |
0-168 |
0-166 |
-0-002 |
-1.0% |
0-000 |
| Volume |
756,725 |
517,303 |
-239,422 |
-31.6% |
2,881,344 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-125 |
122-030 |
121-045 |
|
| R3 |
121-300 |
121-205 |
121-005 |
|
| R2 |
121-155 |
121-155 |
120-312 |
|
| R1 |
121-060 |
121-060 |
120-298 |
121-035 |
| PP |
121-010 |
121-010 |
121-010 |
120-318 |
| S1 |
120-235 |
120-235 |
120-272 |
120-210 |
| S2 |
120-185 |
120-185 |
120-258 |
|
| S3 |
120-040 |
120-090 |
120-245 |
|
| S4 |
119-215 |
119-265 |
120-205 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-040 |
124-155 |
121-225 |
|
| R3 |
123-207 |
123-002 |
121-095 |
|
| R2 |
122-054 |
122-054 |
121-052 |
|
| R1 |
121-169 |
121-169 |
121-008 |
121-272 |
| PP |
120-221 |
120-221 |
120-221 |
120-272 |
| S1 |
120-016 |
120-016 |
120-242 |
120-118 |
| S2 |
119-068 |
119-068 |
120-198 |
|
| S3 |
117-235 |
118-183 |
120-155 |
|
| S4 |
116-082 |
117-030 |
120-025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-105 |
119-272 |
1-153 |
1.2% |
0-133 |
0.3% |
70% |
True |
False |
576,268 |
| 10 |
121-110 |
119-272 |
1-158 |
1.2% |
0-160 |
0.4% |
70% |
False |
False |
592,797 |
| 20 |
122-225 |
119-272 |
2-273 |
2.4% |
0-173 |
0.4% |
36% |
False |
False |
712,795 |
| 40 |
123-250 |
119-272 |
3-298 |
3.3% |
0-153 |
0.4% |
26% |
False |
False |
676,032 |
| 60 |
124-150 |
119-272 |
4-198 |
3.8% |
0-114 |
0.3% |
23% |
False |
False |
452,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-081 |
|
2.618 |
122-165 |
|
1.618 |
122-020 |
|
1.000 |
121-250 |
|
0.618 |
121-195 |
|
HIGH |
121-105 |
|
0.618 |
121-050 |
|
0.500 |
121-032 |
|
0.382 |
121-015 |
|
LOW |
120-280 |
|
0.618 |
120-190 |
|
1.000 |
120-135 |
|
1.618 |
120-045 |
|
2.618 |
119-220 |
|
4.250 |
118-304 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-032 |
120-282 |
| PP |
121-010 |
120-279 |
| S1 |
120-308 |
120-276 |
|