ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
121-167 |
121-130 |
-0-037 |
-0.1% |
121-167 |
| High |
121-207 |
121-132 |
-0-075 |
-0.2% |
121-192 |
| Low |
121-127 |
120-297 |
-0-150 |
-0.4% |
121-097 |
| Close |
121-147 |
121-000 |
-0-147 |
-0.4% |
121-170 |
| Range |
0-080 |
0-155 |
0-075 |
93.8% |
0-095 |
| ATR |
0-113 |
0-117 |
0-004 |
3.6% |
0-000 |
| Volume |
361,936 |
606,518 |
244,582 |
67.6% |
2,033,759 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-181 |
122-086 |
121-085 |
|
| R3 |
122-026 |
121-251 |
121-043 |
|
| R2 |
121-191 |
121-191 |
121-028 |
|
| R1 |
121-096 |
121-096 |
121-014 |
121-066 |
| PP |
121-036 |
121-036 |
121-036 |
121-022 |
| S1 |
120-261 |
120-261 |
120-306 |
120-231 |
| S2 |
120-201 |
120-201 |
120-292 |
|
| S3 |
120-046 |
120-106 |
120-277 |
|
| S4 |
119-211 |
119-271 |
120-235 |
|
|
| 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 |
121-207 |
120-297 |
0-230 |
0.6% |
0-078 |
0.2% |
10% |
False |
True |
435,540 |
| 10 |
121-207 |
120-232 |
0-295 |
0.8% |
0-116 |
0.3% |
30% |
False |
False |
532,698 |
| 20 |
121-225 |
120-232 |
0-313 |
0.8% |
0-104 |
0.3% |
28% |
False |
False |
512,561 |
| 40 |
122-182 |
119-272 |
2-230 |
2.2% |
0-139 |
0.4% |
42% |
False |
False |
604,405 |
| 60 |
123-227 |
119-272 |
3-275 |
3.2% |
0-136 |
0.4% |
30% |
False |
False |
635,275 |
| 80 |
124-150 |
119-272 |
4-198 |
3.8% |
0-114 |
0.3% |
25% |
False |
False |
478,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-151 |
|
2.618 |
122-218 |
|
1.618 |
122-063 |
|
1.000 |
121-287 |
|
0.618 |
121-228 |
|
HIGH |
121-132 |
|
0.618 |
121-073 |
|
0.500 |
121-054 |
|
0.382 |
121-036 |
|
LOW |
120-297 |
|
0.618 |
120-201 |
|
1.000 |
120-142 |
|
1.618 |
120-046 |
|
2.618 |
119-211 |
|
4.250 |
118-278 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-054 |
121-092 |
| PP |
121-036 |
121-061 |
| S1 |
121-018 |
121-031 |
|