ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
121-167 |
121-132 |
-0-035 |
-0.1% |
121-145 |
| High |
121-177 |
121-150 |
-0-027 |
-0.1% |
121-180 |
| Low |
121-097 |
121-097 |
0-000 |
0.0% |
120-232 |
| Close |
121-122 |
121-125 |
0-003 |
0.0% |
121-175 |
| Range |
0-080 |
0-053 |
-0-027 |
-33.8% |
0-268 |
| ATR |
0-137 |
0-131 |
-0-006 |
-4.4% |
0-000 |
| Volume |
405,129 |
419,382 |
14,253 |
3.5% |
3,072,417 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-257 |
121-154 |
|
| R3 |
121-230 |
121-204 |
121-140 |
|
| R2 |
121-177 |
121-177 |
121-135 |
|
| R1 |
121-151 |
121-151 |
121-130 |
121-138 |
| PP |
121-124 |
121-124 |
121-124 |
121-117 |
| S1 |
121-098 |
121-098 |
121-120 |
121-084 |
| S2 |
121-071 |
121-071 |
121-115 |
|
| S3 |
121-018 |
121-045 |
121-110 |
|
| S4 |
120-285 |
120-312 |
121-096 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-253 |
123-162 |
122-002 |
|
| R3 |
122-305 |
122-214 |
121-249 |
|
| R2 |
122-037 |
122-037 |
121-224 |
|
| R1 |
121-266 |
121-266 |
121-200 |
121-312 |
| PP |
121-089 |
121-089 |
121-089 |
121-112 |
| S1 |
120-318 |
120-318 |
121-150 |
121-044 |
| S2 |
120-141 |
120-141 |
121-126 |
|
| S3 |
119-193 |
120-050 |
121-101 |
|
| S4 |
118-245 |
119-102 |
121-028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-180 |
120-232 |
0-268 |
0.7% |
0-153 |
0.4% |
79% |
False |
False |
629,855 |
| 10 |
121-180 |
120-232 |
0-268 |
0.7% |
0-120 |
0.3% |
79% |
False |
False |
564,528 |
| 20 |
121-225 |
120-127 |
1-098 |
1.1% |
0-113 |
0.3% |
76% |
False |
False |
541,821 |
| 40 |
122-225 |
119-272 |
2-273 |
2.4% |
0-145 |
0.4% |
54% |
False |
False |
645,768 |
| 60 |
123-250 |
119-272 |
3-298 |
3.2% |
0-137 |
0.4% |
39% |
False |
False |
600,143 |
| 80 |
124-150 |
119-272 |
4-198 |
3.8% |
0-109 |
0.3% |
33% |
False |
False |
450,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-055 |
|
2.618 |
121-289 |
|
1.618 |
121-236 |
|
1.000 |
121-203 |
|
0.618 |
121-183 |
|
HIGH |
121-150 |
|
0.618 |
121-130 |
|
0.500 |
121-124 |
|
0.382 |
121-117 |
|
LOW |
121-097 |
|
0.618 |
121-064 |
|
1.000 |
121-044 |
|
1.618 |
121-011 |
|
2.618 |
120-278 |
|
4.250 |
120-192 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-124 |
121-099 |
| PP |
121-124 |
121-072 |
| S1 |
121-124 |
121-046 |
|