ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
120-255 |
120-207 |
-0-048 |
-0.1% |
121-167 |
| High |
120-267 |
120-207 |
-0-060 |
-0.2% |
121-207 |
| Low |
120-125 |
120-112 |
-0-013 |
0.0% |
120-125 |
| Close |
120-192 |
120-135 |
-0-057 |
-0.1% |
120-192 |
| Range |
0-142 |
0-095 |
-0-047 |
-33.1% |
1-082 |
| ATR |
0-120 |
0-118 |
-0-002 |
-1.5% |
0-000 |
| Volume |
587,898 |
531,079 |
-56,819 |
-9.7% |
2,747,156 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-116 |
121-061 |
120-187 |
|
| R3 |
121-021 |
120-286 |
120-161 |
|
| R2 |
120-246 |
120-246 |
120-152 |
|
| R1 |
120-191 |
120-191 |
120-144 |
120-171 |
| PP |
120-151 |
120-151 |
120-151 |
120-142 |
| S1 |
120-096 |
120-096 |
120-126 |
120-076 |
| S2 |
120-056 |
120-056 |
120-118 |
|
| S3 |
119-281 |
120-001 |
120-109 |
|
| S4 |
119-186 |
119-226 |
120-083 |
|
|
| 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 |
121-132 |
120-112 |
1-020 |
0.9% |
0-127 |
0.3% |
7% |
False |
True |
583,259 |
| 10 |
121-207 |
120-112 |
1-095 |
1.1% |
0-092 |
0.2% |
6% |
False |
True |
490,686 |
| 20 |
121-207 |
120-112 |
1-095 |
1.1% |
0-107 |
0.3% |
6% |
False |
True |
529,317 |
| 40 |
121-225 |
119-272 |
1-273 |
1.5% |
0-128 |
0.3% |
31% |
False |
False |
571,397 |
| 60 |
123-087 |
119-272 |
3-135 |
2.8% |
0-137 |
0.4% |
17% |
False |
False |
664,699 |
| 80 |
124-150 |
119-272 |
4-198 |
3.8% |
0-119 |
0.3% |
12% |
False |
False |
506,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-291 |
|
2.618 |
121-136 |
|
1.618 |
121-041 |
|
1.000 |
120-302 |
|
0.618 |
120-266 |
|
HIGH |
120-207 |
|
0.618 |
120-171 |
|
0.500 |
120-160 |
|
0.382 |
120-148 |
|
LOW |
120-112 |
|
0.618 |
120-053 |
|
1.000 |
120-017 |
|
1.618 |
119-278 |
|
2.618 |
119-183 |
|
4.250 |
119-028 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-160 |
120-230 |
| PP |
120-151 |
120-198 |
| S1 |
120-143 |
120-166 |
|