ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
121-010 |
120-255 |
-0-075 |
-0.2% |
121-167 |
| High |
121-027 |
120-267 |
-0-080 |
-0.2% |
121-207 |
| Low |
120-162 |
120-125 |
-0-037 |
-0.1% |
120-125 |
| Close |
120-260 |
120-192 |
-0-068 |
-0.2% |
120-192 |
| Range |
0-185 |
0-142 |
-0-043 |
-23.2% |
1-082 |
| ATR |
0-118 |
0-120 |
0-002 |
1.5% |
0-000 |
| Volume |
805,302 |
587,898 |
-217,404 |
-27.0% |
2,747,156 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-301 |
121-228 |
120-270 |
|
| R3 |
121-159 |
121-086 |
120-231 |
|
| R2 |
121-017 |
121-017 |
120-218 |
|
| R1 |
120-264 |
120-264 |
120-205 |
120-230 |
| PP |
120-195 |
120-195 |
120-195 |
120-177 |
| S1 |
120-122 |
120-122 |
120-179 |
120-088 |
| S2 |
120-053 |
120-053 |
120-166 |
|
| S3 |
119-231 |
119-300 |
120-153 |
|
| S4 |
119-089 |
119-158 |
120-114 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-207 |
123-282 |
121-093 |
|
| R3 |
123-125 |
122-200 |
120-303 |
|
| R2 |
122-043 |
122-043 |
120-266 |
|
| R1 |
121-118 |
121-118 |
120-229 |
121-040 |
| PP |
120-281 |
120-281 |
120-281 |
120-242 |
| S1 |
120-036 |
120-036 |
120-155 |
119-278 |
| S2 |
119-199 |
119-199 |
120-118 |
|
| S3 |
118-117 |
118-274 |
120-081 |
|
| S4 |
117-035 |
117-192 |
119-291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-207 |
120-125 |
1-082 |
1.0% |
0-124 |
0.3% |
17% |
False |
True |
549,431 |
| 10 |
121-207 |
120-125 |
1-082 |
1.0% |
0-091 |
0.2% |
17% |
False |
True |
478,091 |
| 20 |
121-225 |
120-125 |
1-100 |
1.1% |
0-106 |
0.3% |
16% |
False |
True |
523,847 |
| 40 |
121-225 |
119-272 |
1-273 |
1.5% |
0-133 |
0.3% |
40% |
False |
False |
582,016 |
| 60 |
123-110 |
119-272 |
3-158 |
2.9% |
0-137 |
0.4% |
21% |
False |
False |
659,425 |
| 80 |
124-150 |
119-272 |
4-198 |
3.8% |
0-118 |
0.3% |
16% |
False |
False |
500,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-230 |
|
2.618 |
121-319 |
|
1.618 |
121-177 |
|
1.000 |
121-089 |
|
0.618 |
121-035 |
|
HIGH |
120-267 |
|
0.618 |
120-213 |
|
0.500 |
120-196 |
|
0.382 |
120-179 |
|
LOW |
120-125 |
|
0.618 |
120-037 |
|
1.000 |
119-303 |
|
1.618 |
119-215 |
|
2.618 |
119-073 |
|
4.250 |
118-162 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-196 |
120-244 |
| PP |
120-195 |
120-226 |
| S1 |
120-193 |
120-209 |
|