ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
121-022 |
120-295 |
-0-047 |
-0.1% |
120-005 |
| High |
121-105 |
121-057 |
-0-048 |
-0.1% |
121-105 |
| Low |
120-280 |
120-245 |
-0-035 |
-0.1% |
119-272 |
| Close |
120-285 |
121-030 |
0-065 |
0.2% |
120-285 |
| Range |
0-145 |
0-132 |
-0-013 |
-9.0% |
1-153 |
| ATR |
0-166 |
0-164 |
-0-002 |
-1.5% |
0-000 |
| Volume |
517,303 |
387,847 |
-129,456 |
-25.0% |
2,881,344 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-080 |
122-027 |
121-103 |
|
| R3 |
121-268 |
121-215 |
121-066 |
|
| R2 |
121-136 |
121-136 |
121-054 |
|
| R1 |
121-083 |
121-083 |
121-042 |
121-110 |
| PP |
121-004 |
121-004 |
121-004 |
121-017 |
| S1 |
120-271 |
120-271 |
121-018 |
120-298 |
| S2 |
120-192 |
120-192 |
121-006 |
|
| S3 |
120-060 |
120-139 |
120-314 |
|
| S4 |
119-248 |
120-007 |
120-277 |
|
|
| 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 |
120-127 |
0-298 |
0.8% |
0-115 |
0.3% |
75% |
False |
False |
548,952 |
| 10 |
121-110 |
119-272 |
1-158 |
1.2% |
0-155 |
0.4% |
83% |
False |
False |
552,076 |
| 20 |
122-225 |
119-272 |
2-273 |
2.4% |
0-175 |
0.5% |
44% |
False |
False |
697,122 |
| 40 |
123-240 |
119-272 |
3-288 |
3.2% |
0-154 |
0.4% |
32% |
False |
False |
685,042 |
| 60 |
124-150 |
119-272 |
4-198 |
3.8% |
0-116 |
0.3% |
27% |
False |
False |
458,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-298 |
|
2.618 |
122-083 |
|
1.618 |
121-271 |
|
1.000 |
121-189 |
|
0.618 |
121-139 |
|
HIGH |
121-057 |
|
0.618 |
121-007 |
|
0.500 |
120-311 |
|
0.382 |
120-295 |
|
LOW |
120-245 |
|
0.618 |
120-163 |
|
1.000 |
120-113 |
|
1.618 |
120-031 |
|
2.618 |
119-219 |
|
4.250 |
119-004 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-017 |
121-025 |
| PP |
121-004 |
121-020 |
| S1 |
120-311 |
121-015 |
|