ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
121-020 |
120-262 |
-0-078 |
-0.2% |
120-122 |
| High |
121-027 |
121-057 |
0-030 |
0.1% |
121-017 |
| Low |
120-267 |
120-252 |
-0-015 |
0.0% |
120-082 |
| Close |
120-280 |
121-020 |
0-060 |
0.2% |
120-312 |
| Range |
0-080 |
0-125 |
0-045 |
56.3% |
0-255 |
| ATR |
0-131 |
0-130 |
0-000 |
-0.3% |
0-000 |
| Volume |
564,353 |
527,634 |
-36,719 |
-6.5% |
2,312,765 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-058 |
122-004 |
121-089 |
|
| R3 |
121-253 |
121-199 |
121-054 |
|
| R2 |
121-128 |
121-128 |
121-043 |
|
| R1 |
121-074 |
121-074 |
121-031 |
121-101 |
| PP |
121-003 |
121-003 |
121-003 |
121-016 |
| S1 |
120-269 |
120-269 |
121-009 |
120-296 |
| S2 |
120-198 |
120-198 |
120-317 |
|
| S3 |
120-073 |
120-144 |
120-306 |
|
| S4 |
119-268 |
120-019 |
120-271 |
|
|
| 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 |
120-222 |
0-155 |
0.4% |
0-096 |
0.2% |
76% |
True |
False |
522,510 |
| 10 |
121-057 |
120-070 |
0-307 |
0.8% |
0-103 |
0.3% |
88% |
True |
False |
525,945 |
| 20 |
121-057 |
118-100 |
2-277 |
2.4% |
0-140 |
0.4% |
96% |
True |
False |
625,264 |
| 40 |
121-057 |
118-100 |
2-277 |
2.4% |
0-121 |
0.3% |
96% |
True |
False |
433,556 |
| 60 |
121-057 |
118-100 |
2-277 |
2.4% |
0-102 |
0.3% |
96% |
True |
False |
289,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-268 |
|
2.618 |
122-064 |
|
1.618 |
121-259 |
|
1.000 |
121-182 |
|
0.618 |
121-134 |
|
HIGH |
121-057 |
|
0.618 |
121-009 |
|
0.500 |
120-314 |
|
0.382 |
120-300 |
|
LOW |
120-252 |
|
0.618 |
120-175 |
|
1.000 |
120-127 |
|
1.618 |
120-050 |
|
2.618 |
119-245 |
|
4.250 |
119-041 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-012 |
121-012 |
| PP |
121-003 |
121-003 |
| S1 |
120-314 |
120-314 |
|