ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 09-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
121-147 |
121-165 |
0-018 |
0.0% |
121-167 |
High |
121-192 |
121-185 |
-0-007 |
0.0% |
121-192 |
Low |
121-140 |
121-140 |
0-000 |
0.0% |
121-097 |
Close |
121-170 |
121-170 |
0-000 |
0.0% |
121-170 |
Range |
0-052 |
0-045 |
-0-007 |
-13.5% |
0-095 |
ATR |
0-120 |
0-115 |
-0-005 |
-4.5% |
0-000 |
Volume |
471,362 |
335,285 |
-136,077 |
-28.9% |
2,033,759 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-300 |
121-280 |
121-195 |
|
R3 |
121-255 |
121-235 |
121-182 |
|
R2 |
121-210 |
121-210 |
121-178 |
|
R1 |
121-190 |
121-190 |
121-174 |
121-200 |
PP |
121-165 |
121-165 |
121-165 |
121-170 |
S1 |
121-145 |
121-145 |
121-166 |
121-155 |
S2 |
121-120 |
121-120 |
121-162 |
|
S3 |
121-075 |
121-100 |
121-158 |
|
S4 |
121-030 |
121-055 |
121-145 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-118 |
122-079 |
121-222 |
|
R3 |
122-023 |
121-304 |
121-196 |
|
R2 |
121-248 |
121-248 |
121-187 |
|
R1 |
121-209 |
121-209 |
121-179 |
121-228 |
PP |
121-153 |
121-153 |
121-153 |
121-163 |
S1 |
121-114 |
121-114 |
121-161 |
121-134 |
S2 |
121-058 |
121-058 |
121-153 |
|
S3 |
120-283 |
121-019 |
121-144 |
|
S4 |
120-188 |
120-244 |
121-118 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-192 |
121-097 |
0-095 |
0.2% |
0-058 |
0.1% |
77% |
False |
False |
406,751 |
10 |
121-192 |
120-232 |
0-280 |
0.7% |
0-104 |
0.3% |
92% |
False |
False |
510,617 |
20 |
121-225 |
120-232 |
0-313 |
0.8% |
0-102 |
0.3% |
82% |
False |
False |
507,461 |
40 |
122-225 |
119-272 |
2-273 |
2.3% |
0-138 |
0.4% |
59% |
False |
False |
610,128 |
60 |
123-250 |
119-272 |
3-298 |
3.2% |
0-136 |
0.4% |
43% |
False |
False |
619,841 |
80 |
124-150 |
119-272 |
4-198 |
3.8% |
0-111 |
0.3% |
36% |
False |
False |
465,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-056 |
2.618 |
121-303 |
1.618 |
121-258 |
1.000 |
121-230 |
0.618 |
121-213 |
HIGH |
121-185 |
0.618 |
121-168 |
0.500 |
121-162 |
0.382 |
121-157 |
LOW |
121-140 |
0.618 |
121-112 |
1.000 |
121-095 |
1.618 |
121-067 |
2.618 |
121-022 |
4.250 |
120-269 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
121-168 |
121-165 |
PP |
121-165 |
121-160 |
S1 |
121-162 |
121-154 |
|