ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
119-132 |
119-237 |
0-105 |
0.3% |
120-097 |
| High |
120-032 |
120-032 |
0-000 |
0.0% |
120-135 |
| Low |
119-105 |
119-235 |
0-130 |
0.3% |
119-092 |
| Close |
119-235 |
120-022 |
0-107 |
0.3% |
119-235 |
| Range |
0-247 |
0-117 |
-0-130 |
-52.6% |
1-043 |
| ATR |
0-140 |
0-139 |
-0-002 |
-1.2% |
0-000 |
| Volume |
19,112 |
20,271 |
1,159 |
6.1% |
292,314 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-021 |
120-298 |
120-086 |
|
| R3 |
120-224 |
120-181 |
120-054 |
|
| R2 |
120-107 |
120-107 |
120-043 |
|
| R1 |
120-064 |
120-064 |
120-033 |
120-086 |
| PP |
119-310 |
119-310 |
119-310 |
120-000 |
| S1 |
119-267 |
119-267 |
120-011 |
119-288 |
| S2 |
119-193 |
119-193 |
120-001 |
|
| S3 |
119-076 |
119-150 |
119-310 |
|
| S4 |
118-279 |
119-033 |
119-278 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-070 |
122-195 |
120-115 |
|
| R3 |
122-027 |
121-152 |
120-015 |
|
| R2 |
120-304 |
120-304 |
119-302 |
|
| R1 |
120-109 |
120-109 |
119-268 |
120-025 |
| PP |
119-261 |
119-261 |
119-261 |
119-218 |
| S1 |
119-066 |
119-066 |
119-202 |
118-302 |
| S2 |
118-218 |
118-218 |
119-168 |
|
| S3 |
117-175 |
118-023 |
119-135 |
|
| S4 |
116-132 |
116-300 |
119-035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-135 |
119-092 |
1-043 |
0.9% |
0-167 |
0.4% |
69% |
False |
False |
62,517 |
| 10 |
120-260 |
119-092 |
1-168 |
1.3% |
0-139 |
0.4% |
51% |
False |
False |
469,071 |
| 20 |
121-207 |
119-092 |
2-115 |
2.0% |
0-133 |
0.3% |
33% |
False |
False |
553,003 |
| 40 |
121-225 |
119-092 |
2-133 |
2.0% |
0-118 |
0.3% |
32% |
False |
False |
530,232 |
| 60 |
122-225 |
119-092 |
3-133 |
2.8% |
0-136 |
0.4% |
23% |
False |
False |
591,086 |
| 80 |
123-250 |
119-092 |
4-158 |
3.7% |
0-135 |
0.4% |
17% |
False |
False |
603,132 |
| 100 |
124-150 |
119-092 |
5-058 |
4.3% |
0-115 |
0.3% |
15% |
False |
False |
483,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-209 |
|
2.618 |
121-018 |
|
1.618 |
120-221 |
|
1.000 |
120-149 |
|
0.618 |
120-104 |
|
HIGH |
120-032 |
|
0.618 |
119-307 |
|
0.500 |
119-294 |
|
0.382 |
119-280 |
|
LOW |
119-235 |
|
0.618 |
119-163 |
|
1.000 |
119-118 |
|
1.618 |
119-046 |
|
2.618 |
118-249 |
|
4.250 |
118-058 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-006 |
119-302 |
| PP |
119-310 |
119-262 |
| S1 |
119-294 |
119-222 |
|