ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
121-017 |
121-020 |
0-003 |
0.0% |
120-122 |
| High |
121-057 |
121-027 |
-0-030 |
-0.1% |
121-017 |
| Low |
120-275 |
120-267 |
-0-008 |
0.0% |
120-082 |
| Close |
121-015 |
120-280 |
-0-055 |
-0.1% |
120-312 |
| Range |
0-102 |
0-080 |
-0-022 |
-21.6% |
0-255 |
| ATR |
0-134 |
0-131 |
-0-004 |
-2.9% |
0-000 |
| Volume |
592,719 |
564,353 |
-28,366 |
-4.8% |
2,312,765 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-218 |
121-169 |
121-004 |
|
| R3 |
121-138 |
121-089 |
120-302 |
|
| R2 |
121-058 |
121-058 |
120-295 |
|
| R1 |
121-009 |
121-009 |
120-287 |
120-314 |
| PP |
120-298 |
120-298 |
120-298 |
120-290 |
| S1 |
120-249 |
120-249 |
120-273 |
120-234 |
| S2 |
120-218 |
120-218 |
120-265 |
|
| S3 |
120-138 |
120-169 |
120-258 |
|
| S4 |
120-058 |
120-089 |
120-236 |
|
|
| 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 |
121-057 |
120-195 |
0-182 |
0.5% |
0-089 |
0.2% |
47% |
False |
False |
518,304 |
| 10 |
121-057 |
119-140 |
1-237 |
1.4% |
0-133 |
0.3% |
83% |
False |
False |
581,300 |
| 20 |
121-057 |
118-100 |
2-277 |
2.4% |
0-141 |
0.4% |
89% |
False |
False |
630,695 |
| 40 |
121-057 |
118-100 |
2-277 |
2.4% |
0-119 |
0.3% |
89% |
False |
False |
420,381 |
| 60 |
121-057 |
118-100 |
2-277 |
2.4% |
0-100 |
0.3% |
89% |
False |
False |
280,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-047 |
|
2.618 |
121-236 |
|
1.618 |
121-156 |
|
1.000 |
121-107 |
|
0.618 |
121-076 |
|
HIGH |
121-027 |
|
0.618 |
120-316 |
|
0.500 |
120-307 |
|
0.382 |
120-298 |
|
LOW |
120-267 |
|
0.618 |
120-218 |
|
1.000 |
120-187 |
|
1.618 |
120-138 |
|
2.618 |
120-058 |
|
4.250 |
119-247 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-307 |
120-300 |
| PP |
120-298 |
120-293 |
| S1 |
120-289 |
120-286 |
|