ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
120-292 |
121-037 |
0-065 |
0.2% |
121-002 |
| High |
121-042 |
121-155 |
0-113 |
0.3% |
121-052 |
| Low |
120-230 |
121-035 |
0-125 |
0.3% |
120-210 |
| Close |
121-035 |
121-142 |
0-107 |
0.3% |
121-002 |
| Range |
0-132 |
0-120 |
-0-012 |
-9.1% |
0-162 |
| ATR |
0-113 |
0-113 |
0-001 |
0.4% |
0-000 |
| Volume |
551,949 |
539,160 |
-12,789 |
-2.3% |
2,269,759 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-151 |
122-106 |
121-208 |
|
| R3 |
122-031 |
121-306 |
121-175 |
|
| R2 |
121-231 |
121-231 |
121-164 |
|
| R1 |
121-186 |
121-186 |
121-153 |
121-208 |
| PP |
121-111 |
121-111 |
121-111 |
121-122 |
| S1 |
121-066 |
121-066 |
121-131 |
121-088 |
| S2 |
120-311 |
120-311 |
121-120 |
|
| S3 |
120-191 |
120-266 |
121-109 |
|
| S4 |
120-071 |
120-146 |
121-076 |
|
|
| 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 |
121-155 |
120-230 |
0-245 |
0.6% |
0-105 |
0.3% |
95% |
True |
False |
396,598 |
| 10 |
121-155 |
120-210 |
0-265 |
0.7% |
0-097 |
0.2% |
95% |
True |
False |
423,961 |
| 20 |
121-155 |
120-070 |
1-085 |
1.0% |
0-097 |
0.2% |
97% |
True |
False |
461,754 |
| 40 |
121-155 |
118-100 |
3-055 |
2.6% |
0-126 |
0.3% |
99% |
True |
False |
548,014 |
| 60 |
121-155 |
118-100 |
3-055 |
2.6% |
0-112 |
0.3% |
99% |
True |
False |
368,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-025 |
|
2.618 |
122-149 |
|
1.618 |
122-029 |
|
1.000 |
121-275 |
|
0.618 |
121-229 |
|
HIGH |
121-155 |
|
0.618 |
121-109 |
|
0.500 |
121-095 |
|
0.382 |
121-081 |
|
LOW |
121-035 |
|
0.618 |
120-281 |
|
1.000 |
120-235 |
|
1.618 |
120-161 |
|
2.618 |
120-041 |
|
4.250 |
119-165 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-126 |
121-106 |
| PP |
121-111 |
121-069 |
| S1 |
121-095 |
121-032 |
|