ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
120-257 |
120-247 |
-0-010 |
0.0% |
120-122 |
| High |
120-280 |
121-017 |
0-057 |
0.1% |
121-017 |
| Low |
120-222 |
120-222 |
0-000 |
0.0% |
120-082 |
| Close |
120-260 |
120-312 |
0-052 |
0.1% |
120-312 |
| Range |
0-058 |
0-115 |
0-057 |
98.3% |
0-255 |
| ATR |
0-139 |
0-137 |
-0-002 |
-1.2% |
0-000 |
| Volume |
470,745 |
457,102 |
-13,643 |
-2.9% |
2,312,765 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-315 |
121-269 |
121-055 |
|
| R3 |
121-200 |
121-154 |
121-024 |
|
| R2 |
121-085 |
121-085 |
121-013 |
|
| R1 |
121-039 |
121-039 |
121-003 |
121-062 |
| PP |
120-290 |
120-290 |
120-290 |
120-302 |
| S1 |
120-244 |
120-244 |
120-301 |
120-267 |
| S2 |
120-175 |
120-175 |
120-291 |
|
| S3 |
120-060 |
120-129 |
120-280 |
|
| S4 |
119-265 |
120-014 |
120-249 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-049 |
122-275 |
121-132 |
|
| R3 |
122-114 |
122-020 |
121-062 |
|
| R2 |
121-179 |
121-179 |
121-039 |
|
| R1 |
121-085 |
121-085 |
121-015 |
121-132 |
| PP |
120-244 |
120-244 |
120-244 |
120-267 |
| S1 |
120-150 |
120-150 |
120-289 |
120-197 |
| S2 |
119-309 |
119-309 |
120-265 |
|
| S3 |
119-054 |
119-215 |
120-242 |
|
| S4 |
118-119 |
118-280 |
120-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-017 |
120-082 |
0-255 |
0.7% |
0-091 |
0.2% |
90% |
True |
False |
462,553 |
| 10 |
121-017 |
119-140 |
1-197 |
1.3% |
0-140 |
0.4% |
95% |
True |
False |
602,077 |
| 20 |
121-017 |
118-100 |
2-237 |
2.3% |
0-143 |
0.4% |
97% |
True |
False |
653,514 |
| 40 |
121-017 |
118-100 |
2-237 |
2.3% |
0-122 |
0.3% |
97% |
True |
False |
391,528 |
| 60 |
121-017 |
118-100 |
2-237 |
2.3% |
0-097 |
0.3% |
97% |
True |
False |
261,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-186 |
|
2.618 |
121-318 |
|
1.618 |
121-203 |
|
1.000 |
121-132 |
|
0.618 |
121-088 |
|
HIGH |
121-017 |
|
0.618 |
120-293 |
|
0.500 |
120-280 |
|
0.382 |
120-266 |
|
LOW |
120-222 |
|
0.618 |
120-151 |
|
1.000 |
120-107 |
|
1.618 |
120-036 |
|
2.618 |
119-241 |
|
4.250 |
119-053 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-301 |
120-297 |
| PP |
120-290 |
120-281 |
| S1 |
120-280 |
120-266 |
|