ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
120-270 |
120-277 |
0-007 |
0.0% |
121-017 |
| High |
121-020 |
120-300 |
-0-040 |
-0.1% |
121-097 |
| Low |
120-247 |
120-210 |
-0-037 |
-0.1% |
120-252 |
| Close |
120-300 |
120-282 |
-0-018 |
0.0% |
120-307 |
| Range |
0-093 |
0-090 |
-0-003 |
-3.2% |
0-165 |
| ATR |
0-119 |
0-117 |
-0-002 |
-1.7% |
0-000 |
| Volume |
491,481 |
648,961 |
157,480 |
32.0% |
2,548,231 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-214 |
121-178 |
121-012 |
|
| R3 |
121-124 |
121-088 |
120-307 |
|
| R2 |
121-034 |
121-034 |
120-298 |
|
| R1 |
120-318 |
120-318 |
120-290 |
121-016 |
| PP |
120-264 |
120-264 |
120-264 |
120-273 |
| S1 |
120-228 |
120-228 |
120-274 |
120-246 |
| S2 |
120-174 |
120-174 |
120-266 |
|
| S3 |
120-084 |
120-138 |
120-257 |
|
| S4 |
119-314 |
120-048 |
120-232 |
|
|
| 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 |
121-072 |
120-210 |
0-182 |
0.5% |
0-089 |
0.2% |
40% |
False |
True |
451,325 |
| 10 |
121-097 |
120-210 |
0-207 |
0.5% |
0-098 |
0.3% |
35% |
False |
True |
489,132 |
| 20 |
121-097 |
118-280 |
2-137 |
2.0% |
0-120 |
0.3% |
83% |
False |
False |
549,644 |
| 40 |
121-097 |
118-100 |
2-317 |
2.5% |
0-129 |
0.3% |
86% |
False |
False |
501,917 |
| 60 |
121-097 |
118-100 |
2-317 |
2.5% |
0-106 |
0.3% |
86% |
False |
False |
335,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-042 |
|
2.618 |
121-216 |
|
1.618 |
121-126 |
|
1.000 |
121-070 |
|
0.618 |
121-036 |
|
HIGH |
120-300 |
|
0.618 |
120-266 |
|
0.500 |
120-255 |
|
0.382 |
120-244 |
|
LOW |
120-210 |
|
0.618 |
120-154 |
|
1.000 |
120-120 |
|
1.618 |
120-064 |
|
2.618 |
119-294 |
|
4.250 |
119-148 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-273 |
120-280 |
| PP |
120-264 |
120-279 |
| S1 |
120-255 |
120-278 |
|