ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
121-130 |
121-000 |
-0-130 |
-0.3% |
121-167 |
High |
121-132 |
121-042 |
-0-090 |
-0.2% |
121-192 |
Low |
120-297 |
120-302 |
0-005 |
0.0% |
121-097 |
Close |
121-000 |
121-012 |
0-012 |
0.0% |
121-170 |
Range |
0-155 |
0-060 |
-0-095 |
-61.3% |
0-095 |
ATR |
0-117 |
0-113 |
-0-004 |
-3.5% |
0-000 |
Volume |
606,518 |
385,502 |
-221,016 |
-36.4% |
2,033,759 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-192 |
121-162 |
121-045 |
|
R3 |
121-132 |
121-102 |
121-028 |
|
R2 |
121-072 |
121-072 |
121-023 |
|
R1 |
121-042 |
121-042 |
121-018 |
121-057 |
PP |
121-012 |
121-012 |
121-012 |
121-020 |
S1 |
120-302 |
120-302 |
121-006 |
120-317 |
S2 |
120-272 |
120-272 |
121-001 |
|
S3 |
120-212 |
120-242 |
120-316 |
|
S4 |
120-152 |
120-182 |
120-299 |
|
|
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% |
15% |
False |
False |
432,120 |
10 |
121-207 |
120-232 |
0-295 |
0.8% |
0-104 |
0.3% |
34% |
False |
False |
489,095 |
20 |
121-225 |
120-232 |
0-313 |
0.8% |
0-098 |
0.3% |
32% |
False |
False |
500,435 |
40 |
122-182 |
119-272 |
2-230 |
2.2% |
0-139 |
0.4% |
44% |
False |
False |
600,112 |
60 |
123-227 |
119-272 |
3-275 |
3.2% |
0-136 |
0.4% |
31% |
False |
False |
640,991 |
80 |
124-150 |
119-272 |
4-198 |
3.8% |
0-114 |
0.3% |
26% |
False |
False |
482,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-297 |
2.618 |
121-199 |
1.618 |
121-139 |
1.000 |
121-102 |
0.618 |
121-079 |
HIGH |
121-042 |
0.618 |
121-019 |
0.500 |
121-012 |
0.382 |
121-005 |
LOW |
120-302 |
0.618 |
120-265 |
1.000 |
120-242 |
1.618 |
120-205 |
2.618 |
120-145 |
4.250 |
120-047 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
121-012 |
121-092 |
PP |
121-012 |
121-065 |
S1 |
121-012 |
121-039 |
|