ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
119-250 |
120-072 |
0-142 |
0.4% |
120-097 |
| High |
120-035 |
120-092 |
0-057 |
0.1% |
120-135 |
| Low |
119-240 |
120-022 |
0-102 |
0.3% |
119-092 |
| Close |
120-027 |
120-027 |
0-000 |
0.0% |
119-235 |
| Range |
0-115 |
0-070 |
-0-045 |
-39.1% |
1-043 |
| ATR |
0-134 |
0-130 |
-0-005 |
-3.4% |
0-000 |
| Volume |
21,165 |
8,465 |
-12,700 |
-60.0% |
292,314 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-257 |
120-212 |
120-066 |
|
| R3 |
120-187 |
120-142 |
120-046 |
|
| R2 |
120-117 |
120-117 |
120-040 |
|
| R1 |
120-072 |
120-072 |
120-033 |
120-060 |
| PP |
120-047 |
120-047 |
120-047 |
120-041 |
| S1 |
120-002 |
120-002 |
120-021 |
119-310 |
| S2 |
119-297 |
119-297 |
120-014 |
|
| S3 |
119-227 |
119-252 |
120-008 |
|
| S4 |
119-157 |
119-182 |
119-308 |
|
|
| 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 |
120-092 |
119-105 |
0-307 |
0.8% |
0-120 |
0.3% |
79% |
True |
False |
18,272 |
| 10 |
120-205 |
119-092 |
1-113 |
1.1% |
0-128 |
0.3% |
59% |
False |
False |
148,336 |
| 20 |
121-027 |
119-092 |
1-255 |
1.5% |
0-130 |
0.3% |
44% |
False |
False |
487,904 |
| 40 |
121-225 |
119-092 |
2-133 |
2.0% |
0-114 |
0.3% |
33% |
False |
False |
494,169 |
| 60 |
122-182 |
119-092 |
3-090 |
2.7% |
0-136 |
0.4% |
24% |
False |
False |
562,709 |
| 80 |
123-227 |
119-092 |
4-135 |
3.7% |
0-135 |
0.4% |
18% |
False |
False |
602,719 |
| 100 |
124-150 |
119-092 |
5-058 |
4.3% |
0-118 |
0.3% |
15% |
False |
False |
483,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-070 |
|
2.618 |
120-275 |
|
1.618 |
120-205 |
|
1.000 |
120-162 |
|
0.618 |
120-135 |
|
HIGH |
120-092 |
|
0.618 |
120-065 |
|
0.500 |
120-057 |
|
0.382 |
120-049 |
|
LOW |
120-022 |
|
0.618 |
119-299 |
|
1.000 |
119-272 |
|
1.618 |
119-229 |
|
2.618 |
119-159 |
|
4.250 |
119-044 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-057 |
120-020 |
| PP |
120-047 |
120-013 |
| S1 |
120-037 |
120-006 |
|