ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
121-130 |
121-145 |
0-015 |
0.0% |
121-185 |
| High |
121-165 |
121-177 |
0-012 |
0.0% |
121-225 |
| Low |
121-105 |
121-107 |
0-002 |
0.0% |
121-027 |
| Close |
121-160 |
121-135 |
-0-025 |
-0.1% |
121-160 |
| Range |
0-060 |
0-070 |
0-010 |
16.7% |
0-198 |
| ATR |
0-133 |
0-129 |
-0-005 |
-3.4% |
0-000 |
| Volume |
406,084 |
361,564 |
-44,520 |
-11.0% |
2,623,614 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-030 |
121-312 |
121-174 |
|
| R3 |
121-280 |
121-242 |
121-154 |
|
| R2 |
121-210 |
121-210 |
121-148 |
|
| R1 |
121-172 |
121-172 |
121-141 |
121-156 |
| PP |
121-140 |
121-140 |
121-140 |
121-132 |
| S1 |
121-102 |
121-102 |
121-129 |
121-086 |
| S2 |
121-070 |
121-070 |
121-122 |
|
| S3 |
121-000 |
121-032 |
121-116 |
|
| S4 |
120-250 |
120-282 |
121-096 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-091 |
123-004 |
121-269 |
|
| R3 |
122-213 |
122-126 |
121-214 |
|
| R2 |
122-015 |
122-015 |
121-196 |
|
| R1 |
121-248 |
121-248 |
121-178 |
121-192 |
| PP |
121-137 |
121-137 |
121-137 |
121-110 |
| S1 |
121-050 |
121-050 |
121-142 |
120-314 |
| S2 |
120-259 |
120-259 |
121-124 |
|
| S3 |
120-061 |
120-172 |
121-106 |
|
| S4 |
119-183 |
119-294 |
121-051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-192 |
121-027 |
0-165 |
0.4% |
0-091 |
0.2% |
65% |
False |
False |
512,701 |
| 10 |
121-225 |
121-025 |
0-200 |
0.5% |
0-094 |
0.2% |
55% |
False |
False |
501,677 |
| 20 |
121-225 |
119-272 |
1-273 |
1.5% |
0-125 |
0.3% |
85% |
False |
False |
526,877 |
| 40 |
122-310 |
119-272 |
3-038 |
2.6% |
0-145 |
0.4% |
50% |
False |
False |
678,563 |
| 60 |
124-130 |
119-272 |
4-178 |
3.8% |
0-129 |
0.3% |
34% |
False |
False |
541,652 |
| 80 |
124-150 |
119-272 |
4-198 |
3.8% |
0-100 |
0.3% |
34% |
False |
False |
406,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-154 |
|
2.618 |
122-040 |
|
1.618 |
121-290 |
|
1.000 |
121-247 |
|
0.618 |
121-220 |
|
HIGH |
121-177 |
|
0.618 |
121-150 |
|
0.500 |
121-142 |
|
0.382 |
121-134 |
|
LOW |
121-107 |
|
0.618 |
121-064 |
|
1.000 |
121-037 |
|
1.618 |
120-314 |
|
2.618 |
120-244 |
|
4.250 |
120-130 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-142 |
121-124 |
| PP |
121-140 |
121-113 |
| S1 |
121-137 |
121-102 |
|