ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
121-185 |
121-190 |
0-005 |
0.0% |
120-295 |
| High |
121-225 |
121-192 |
-0-033 |
-0.1% |
121-212 |
| Low |
121-157 |
121-122 |
-0-035 |
-0.1% |
120-245 |
| Close |
121-175 |
121-162 |
-0-013 |
0.0% |
121-185 |
| Range |
0-068 |
0-070 |
0-002 |
2.9% |
0-287 |
| ATR |
0-143 |
0-138 |
-0-005 |
-3.6% |
0-000 |
| Volume |
421,671 |
453,583 |
31,912 |
7.6% |
2,419,441 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-049 |
122-015 |
121-200 |
|
| R3 |
121-299 |
121-265 |
121-181 |
|
| R2 |
121-229 |
121-229 |
121-175 |
|
| R1 |
121-195 |
121-195 |
121-168 |
121-177 |
| PP |
121-159 |
121-159 |
121-159 |
121-150 |
| S1 |
121-125 |
121-125 |
121-156 |
121-107 |
| S2 |
121-089 |
121-089 |
121-149 |
|
| S3 |
121-019 |
121-055 |
121-143 |
|
| S4 |
120-269 |
120-305 |
121-124 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-008 |
123-224 |
122-023 |
|
| R3 |
123-041 |
122-257 |
121-264 |
|
| R2 |
122-074 |
122-074 |
121-238 |
|
| R1 |
121-290 |
121-290 |
121-211 |
122-022 |
| PP |
121-107 |
121-107 |
121-107 |
121-134 |
| S1 |
121-003 |
121-003 |
121-159 |
121-055 |
| S2 |
120-140 |
120-140 |
121-132 |
|
| S3 |
119-173 |
120-036 |
121-106 |
|
| S4 |
118-206 |
119-069 |
121-027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-225 |
121-032 |
0-193 |
0.5% |
0-099 |
0.3% |
67% |
False |
False |
485,648 |
| 10 |
121-225 |
120-127 |
1-098 |
1.1% |
0-105 |
0.3% |
85% |
False |
False |
519,114 |
| 20 |
121-225 |
119-272 |
1-273 |
1.5% |
0-141 |
0.4% |
89% |
False |
False |
585,449 |
| 40 |
123-060 |
119-272 |
3-108 |
2.7% |
0-152 |
0.4% |
50% |
False |
False |
738,507 |
| 60 |
124-150 |
119-272 |
4-198 |
3.8% |
0-124 |
0.3% |
36% |
False |
False |
506,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-170 |
|
2.618 |
122-055 |
|
1.618 |
121-305 |
|
1.000 |
121-262 |
|
0.618 |
121-235 |
|
HIGH |
121-192 |
|
0.618 |
121-165 |
|
0.500 |
121-157 |
|
0.382 |
121-149 |
|
LOW |
121-122 |
|
0.618 |
121-079 |
|
1.000 |
121-052 |
|
1.618 |
121-009 |
|
2.618 |
120-259 |
|
4.250 |
120-144 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-160 |
121-170 |
| PP |
121-159 |
121-167 |
| S1 |
121-157 |
121-165 |
|