ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
120-277 |
120-295 |
0-018 |
0.0% |
121-002 |
| High |
120-300 |
121-035 |
0-055 |
0.1% |
121-052 |
| Low |
120-210 |
120-277 |
0-067 |
0.2% |
120-210 |
| Close |
120-282 |
121-002 |
0-040 |
0.1% |
121-002 |
| Range |
0-090 |
0-078 |
-0-012 |
-13.3% |
0-162 |
| ATR |
0-117 |
0-114 |
-0-003 |
-2.4% |
0-000 |
| Volume |
648,961 |
383,767 |
-265,194 |
-40.9% |
2,269,759 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-232 |
121-195 |
121-045 |
|
| R3 |
121-154 |
121-117 |
121-023 |
|
| R2 |
121-076 |
121-076 |
121-016 |
|
| R1 |
121-039 |
121-039 |
121-009 |
121-058 |
| PP |
120-318 |
120-318 |
120-318 |
121-007 |
| S1 |
120-281 |
120-281 |
120-315 |
120-300 |
| S2 |
120-240 |
120-240 |
120-308 |
|
| S3 |
120-162 |
120-203 |
120-301 |
|
| S4 |
120-084 |
120-125 |
120-279 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-147 |
122-077 |
121-091 |
|
| R3 |
121-305 |
121-235 |
121-047 |
|
| R2 |
121-143 |
121-143 |
121-032 |
|
| R1 |
121-073 |
121-073 |
121-017 |
121-083 |
| PP |
120-301 |
120-301 |
120-301 |
120-306 |
| S1 |
120-231 |
120-231 |
120-307 |
120-241 |
| S2 |
120-139 |
120-139 |
120-292 |
|
| S3 |
119-297 |
120-069 |
120-277 |
|
| S4 |
119-135 |
119-227 |
120-233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-052 |
120-210 |
0-162 |
0.4% |
0-084 |
0.2% |
69% |
False |
False |
453,951 |
| 10 |
121-097 |
120-210 |
0-207 |
0.5% |
0-095 |
0.2% |
54% |
False |
False |
481,799 |
| 20 |
121-097 |
119-140 |
1-277 |
1.5% |
0-118 |
0.3% |
84% |
False |
False |
541,938 |
| 40 |
121-097 |
118-100 |
2-317 |
2.5% |
0-126 |
0.3% |
90% |
False |
False |
511,417 |
| 60 |
121-097 |
118-100 |
2-317 |
2.5% |
0-107 |
0.3% |
90% |
False |
False |
341,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-046 |
|
2.618 |
121-239 |
|
1.618 |
121-161 |
|
1.000 |
121-113 |
|
0.618 |
121-083 |
|
HIGH |
121-035 |
|
0.618 |
121-005 |
|
0.500 |
120-316 |
|
0.382 |
120-307 |
|
LOW |
120-277 |
|
0.618 |
120-229 |
|
1.000 |
120-199 |
|
1.618 |
120-151 |
|
2.618 |
120-073 |
|
4.250 |
119-266 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-000 |
120-309 |
| PP |
120-318 |
120-296 |
| S1 |
120-316 |
120-282 |
|