ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
121-002 |
120-310 |
-0-012 |
0.0% |
121-017 |
| High |
121-052 |
121-025 |
-0-027 |
-0.1% |
121-097 |
| Low |
120-302 |
120-255 |
-0-047 |
-0.1% |
120-252 |
| Close |
120-307 |
120-277 |
-0-030 |
-0.1% |
120-307 |
| Range |
0-070 |
0-090 |
0-020 |
28.6% |
0-165 |
| ATR |
0-123 |
0-121 |
-0-002 |
-1.9% |
0-000 |
| Volume |
290,008 |
455,542 |
165,534 |
57.1% |
2,548,231 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-242 |
121-190 |
121-006 |
|
| R3 |
121-152 |
121-100 |
120-302 |
|
| R2 |
121-062 |
121-062 |
120-294 |
|
| R1 |
121-010 |
121-010 |
120-285 |
120-311 |
| PP |
120-292 |
120-292 |
120-292 |
120-283 |
| S1 |
120-240 |
120-240 |
120-269 |
120-221 |
| S2 |
120-202 |
120-202 |
120-260 |
|
| S3 |
120-112 |
120-150 |
120-252 |
|
| S4 |
120-022 |
120-060 |
120-228 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-180 |
122-089 |
121-078 |
|
| R3 |
122-015 |
121-244 |
121-032 |
|
| R2 |
121-170 |
121-170 |
121-017 |
|
| R1 |
121-079 |
121-079 |
121-002 |
121-042 |
| PP |
121-005 |
121-005 |
121-005 |
120-307 |
| S1 |
120-234 |
120-234 |
120-292 |
120-197 |
| S2 |
120-160 |
120-160 |
120-277 |
|
| S3 |
119-315 |
120-069 |
120-262 |
|
| S4 |
119-150 |
119-224 |
120-216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-097 |
120-252 |
0-165 |
0.4% |
0-101 |
0.3% |
15% |
False |
False |
427,341 |
| 10 |
121-097 |
120-195 |
0-222 |
0.6% |
0-095 |
0.2% |
37% |
False |
False |
472,822 |
| 20 |
121-097 |
118-262 |
2-155 |
2.1% |
0-123 |
0.3% |
82% |
False |
False |
559,636 |
| 40 |
121-097 |
118-100 |
2-317 |
2.5% |
0-129 |
0.3% |
85% |
False |
False |
473,636 |
| 60 |
121-097 |
118-100 |
2-317 |
2.5% |
0-104 |
0.3% |
85% |
False |
False |
316,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-088 |
|
2.618 |
121-261 |
|
1.618 |
121-171 |
|
1.000 |
121-115 |
|
0.618 |
121-081 |
|
HIGH |
121-025 |
|
0.618 |
120-311 |
|
0.500 |
120-300 |
|
0.382 |
120-289 |
|
LOW |
120-255 |
|
0.618 |
120-199 |
|
1.000 |
120-165 |
|
1.618 |
120-109 |
|
2.618 |
120-019 |
|
4.250 |
119-192 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-300 |
121-004 |
| PP |
120-292 |
120-308 |
| S1 |
120-285 |
120-292 |
|