ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
121-060 |
121-150 |
0-090 |
0.2% |
120-005 |
| High |
121-212 |
121-207 |
-0-005 |
0.0% |
121-105 |
| Low |
121-032 |
121-110 |
0-078 |
0.2% |
119-272 |
| Close |
121-152 |
121-132 |
-0-020 |
-0.1% |
120-285 |
| Range |
0-180 |
0-097 |
-0-083 |
-46.1% |
1-153 |
| ATR |
0-158 |
0-154 |
-0-004 |
-2.8% |
0-000 |
| Volume |
628,029 |
595,185 |
-32,844 |
-5.2% |
2,881,344 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-121 |
122-063 |
121-185 |
|
| R3 |
122-024 |
121-286 |
121-159 |
|
| R2 |
121-247 |
121-247 |
121-150 |
|
| R1 |
121-189 |
121-189 |
121-141 |
121-170 |
| PP |
121-150 |
121-150 |
121-150 |
121-140 |
| S1 |
121-092 |
121-092 |
121-123 |
121-072 |
| S2 |
121-053 |
121-053 |
121-114 |
|
| S3 |
120-276 |
120-315 |
121-105 |
|
| S4 |
120-179 |
120-218 |
121-079 |
|
|
| 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 |
121-212 |
120-245 |
0-287 |
0.7% |
0-124 |
0.3% |
72% |
False |
False |
521,394 |
| 10 |
121-212 |
119-272 |
1-260 |
1.5% |
0-151 |
0.4% |
86% |
False |
False |
589,541 |
| 20 |
121-212 |
119-272 |
1-260 |
1.5% |
0-165 |
0.4% |
86% |
False |
False |
681,229 |
| 40 |
123-227 |
119-272 |
3-275 |
3.2% |
0-156 |
0.4% |
40% |
False |
False |
723,939 |
| 60 |
124-150 |
119-272 |
4-198 |
3.8% |
0-121 |
0.3% |
34% |
False |
False |
486,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-299 |
|
2.618 |
122-141 |
|
1.618 |
122-044 |
|
1.000 |
121-304 |
|
0.618 |
121-267 |
|
HIGH |
121-207 |
|
0.618 |
121-170 |
|
0.500 |
121-158 |
|
0.382 |
121-147 |
|
LOW |
121-110 |
|
0.618 |
121-050 |
|
1.000 |
121-013 |
|
1.618 |
120-273 |
|
2.618 |
120-176 |
|
4.250 |
120-018 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-158 |
121-128 |
| PP |
121-150 |
121-123 |
| S1 |
121-141 |
121-118 |
|