ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 30-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
121-145 |
121-117 |
-0-028 |
-0.1% |
121-185 |
High |
121-177 |
121-155 |
-0-022 |
-0.1% |
121-225 |
Low |
121-107 |
121-102 |
-0-005 |
0.0% |
121-027 |
Close |
121-135 |
121-112 |
-0-023 |
-0.1% |
121-160 |
Range |
0-070 |
0-053 |
-0-017 |
-24.3% |
0-198 |
ATR |
0-129 |
0-123 |
-0-005 |
-4.2% |
0-000 |
Volume |
361,564 |
386,085 |
24,521 |
6.8% |
2,623,614 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-282 |
121-250 |
121-141 |
|
R3 |
121-229 |
121-197 |
121-127 |
|
R2 |
121-176 |
121-176 |
121-122 |
|
R1 |
121-144 |
121-144 |
121-117 |
121-134 |
PP |
121-123 |
121-123 |
121-123 |
121-118 |
S1 |
121-091 |
121-091 |
121-107 |
121-080 |
S2 |
121-070 |
121-070 |
121-102 |
|
S3 |
121-017 |
121-038 |
121-097 |
|
S4 |
120-284 |
120-305 |
121-083 |
|
|
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 |
121-177 |
121-027 |
0-150 |
0.4% |
0-087 |
0.2% |
57% |
False |
False |
499,201 |
10 |
121-225 |
121-027 |
0-198 |
0.5% |
0-093 |
0.2% |
43% |
False |
False |
492,425 |
20 |
121-225 |
119-272 |
1-273 |
1.5% |
0-121 |
0.3% |
81% |
False |
False |
523,172 |
40 |
122-310 |
119-272 |
3-038 |
2.6% |
0-142 |
0.4% |
48% |
False |
False |
664,239 |
60 |
124-010 |
119-272 |
4-058 |
3.4% |
0-128 |
0.3% |
36% |
False |
False |
548,005 |
80 |
124-150 |
119-272 |
4-198 |
3.8% |
0-101 |
0.3% |
32% |
False |
False |
411,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-060 |
2.618 |
121-294 |
1.618 |
121-241 |
1.000 |
121-208 |
0.618 |
121-188 |
HIGH |
121-155 |
0.618 |
121-135 |
0.500 |
121-128 |
0.382 |
121-122 |
LOW |
121-102 |
0.618 |
121-069 |
1.000 |
121-049 |
1.618 |
121-016 |
2.618 |
120-283 |
4.250 |
120-197 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
121-128 |
121-140 |
PP |
121-123 |
121-130 |
S1 |
121-118 |
121-121 |
|