ECBOT 5 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
120-072 |
119-272 |
-0-120 |
-0.3% |
119-237 |
High |
120-092 |
120-047 |
-0-045 |
-0.1% |
120-092 |
Low |
120-022 |
119-267 |
-0-075 |
-0.2% |
119-235 |
Close |
120-027 |
120-030 |
0-003 |
0.0% |
120-030 |
Range |
0-070 |
0-100 |
0-030 |
42.9% |
0-177 |
ATR |
0-130 |
0-128 |
-0-002 |
-1.6% |
0-000 |
Volume |
8,465 |
2,673 |
-5,792 |
-68.4% |
74,921 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-308 |
120-269 |
120-085 |
|
R3 |
120-208 |
120-169 |
120-058 |
|
R2 |
120-108 |
120-108 |
120-048 |
|
R1 |
120-069 |
120-069 |
120-039 |
120-088 |
PP |
120-008 |
120-008 |
120-008 |
120-018 |
S1 |
119-289 |
119-289 |
120-021 |
119-308 |
S2 |
119-228 |
119-228 |
120-012 |
|
S3 |
119-128 |
119-189 |
120-002 |
|
S4 |
119-028 |
119-089 |
119-295 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-223 |
121-144 |
120-127 |
|
R3 |
121-046 |
120-287 |
120-079 |
|
R2 |
120-189 |
120-189 |
120-062 |
|
R1 |
120-110 |
120-110 |
120-046 |
120-150 |
PP |
120-012 |
120-012 |
120-012 |
120-032 |
S1 |
119-253 |
119-253 |
120-014 |
119-292 |
S2 |
119-155 |
119-155 |
119-318 |
|
S3 |
118-298 |
119-076 |
119-301 |
|
S4 |
118-121 |
118-219 |
119-253 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-092 |
119-235 |
0-177 |
0.5% |
0-091 |
0.2% |
65% |
False |
False |
14,984 |
10 |
120-205 |
119-092 |
1-113 |
1.1% |
0-126 |
0.3% |
60% |
False |
False |
59,596 |
20 |
120-267 |
119-092 |
1-175 |
1.3% |
0-126 |
0.3% |
52% |
False |
False |
447,772 |
40 |
121-225 |
119-092 |
2-133 |
2.0% |
0-114 |
0.3% |
33% |
False |
False |
479,356 |
60 |
121-225 |
119-092 |
2-133 |
2.0% |
0-131 |
0.3% |
33% |
False |
False |
546,647 |
80 |
123-227 |
119-092 |
4-135 |
3.7% |
0-135 |
0.4% |
18% |
False |
False |
601,648 |
100 |
124-150 |
119-092 |
5-058 |
4.3% |
0-119 |
0.3% |
16% |
False |
False |
483,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-152 |
2.618 |
120-309 |
1.618 |
120-209 |
1.000 |
120-147 |
0.618 |
120-109 |
HIGH |
120-047 |
0.618 |
120-009 |
0.500 |
119-317 |
0.382 |
119-305 |
LOW |
119-267 |
0.618 |
119-205 |
1.000 |
119-167 |
1.618 |
119-105 |
2.618 |
119-005 |
4.250 |
118-162 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
120-019 |
120-022 |
PP |
120-008 |
120-014 |
S1 |
119-317 |
120-006 |
|