ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
120-165 |
121-117 |
0-272 |
0.7% |
119-237 |
| High |
121-157 |
121-117 |
-0-040 |
-0.1% |
120-092 |
| Low |
120-100 |
121-042 |
0-262 |
0.7% |
119-235 |
| Close |
121-120 |
121-065 |
-0-055 |
-0.1% |
120-030 |
| Range |
1-057 |
0-075 |
-0-302 |
-80.1% |
0-177 |
| ATR |
0-151 |
0-146 |
-0-005 |
-3.5% |
0-000 |
| Volume |
34,655 |
20,426 |
-14,229 |
-41.1% |
74,921 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-300 |
121-257 |
121-106 |
|
| R3 |
121-225 |
121-182 |
121-086 |
|
| R2 |
121-150 |
121-150 |
121-079 |
|
| R1 |
121-107 |
121-107 |
121-072 |
121-091 |
| PP |
121-075 |
121-075 |
121-075 |
121-066 |
| S1 |
121-032 |
121-032 |
121-058 |
121-016 |
| S2 |
121-000 |
121-000 |
121-051 |
|
| S3 |
120-245 |
120-277 |
121-044 |
|
| S4 |
120-170 |
120-202 |
121-024 |
|
|
| 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 |
121-157 |
119-267 |
1-210 |
1.4% |
0-159 |
0.4% |
83% |
False |
False |
14,052 |
| 10 |
121-157 |
119-105 |
2-052 |
1.8% |
0-140 |
0.4% |
87% |
False |
False |
16,162 |
| 20 |
121-157 |
119-092 |
2-065 |
1.8% |
0-136 |
0.3% |
87% |
False |
False |
331,249 |
| 40 |
121-207 |
119-092 |
2-115 |
1.9% |
0-123 |
0.3% |
81% |
False |
False |
432,280 |
| 60 |
121-225 |
119-092 |
2-133 |
2.0% |
0-128 |
0.3% |
79% |
False |
False |
480,954 |
| 80 |
122-310 |
119-092 |
3-218 |
3.0% |
0-136 |
0.4% |
52% |
False |
False |
582,385 |
| 100 |
124-150 |
119-092 |
5-058 |
4.3% |
0-125 |
0.3% |
37% |
False |
False |
484,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-116 |
|
2.618 |
121-313 |
|
1.618 |
121-238 |
|
1.000 |
121-192 |
|
0.618 |
121-163 |
|
HIGH |
121-117 |
|
0.618 |
121-088 |
|
0.500 |
121-080 |
|
0.382 |
121-071 |
|
LOW |
121-042 |
|
0.618 |
120-316 |
|
1.000 |
120-287 |
|
1.618 |
120-241 |
|
2.618 |
120-166 |
|
4.250 |
120-043 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-080 |
121-033 |
| PP |
121-075 |
121-001 |
| S1 |
121-070 |
120-288 |
|