ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
121-037 |
121-117 |
0-080 |
0.2% |
121-040 |
High |
121-155 |
121-187 |
0-032 |
0.1% |
121-187 |
Low |
121-035 |
121-112 |
0-077 |
0.2% |
120-230 |
Close |
121-142 |
121-120 |
-0-022 |
-0.1% |
121-120 |
Range |
0-120 |
0-075 |
-0-045 |
-37.5% |
0-277 |
ATR |
0-113 |
0-111 |
-0-003 |
-2.4% |
0-000 |
Volume |
539,160 |
470,229 |
-68,931 |
-12.8% |
2,069,453 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-045 |
121-317 |
121-161 |
|
R3 |
121-290 |
121-242 |
121-141 |
|
R2 |
121-215 |
121-215 |
121-134 |
|
R1 |
121-167 |
121-167 |
121-127 |
121-191 |
PP |
121-140 |
121-140 |
121-140 |
121-152 |
S1 |
121-092 |
121-092 |
121-113 |
121-116 |
S2 |
121-065 |
121-065 |
121-106 |
|
S3 |
120-310 |
121-017 |
121-099 |
|
S4 |
120-235 |
120-262 |
121-079 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-263 |
123-149 |
121-272 |
|
R3 |
122-306 |
122-192 |
121-196 |
|
R2 |
122-029 |
122-029 |
121-171 |
|
R1 |
121-235 |
121-235 |
121-145 |
121-292 |
PP |
121-072 |
121-072 |
121-072 |
121-101 |
S1 |
120-278 |
120-278 |
121-095 |
121-015 |
S2 |
120-115 |
120-115 |
121-069 |
|
S3 |
119-158 |
120-001 |
121-044 |
|
S4 |
118-201 |
119-044 |
120-288 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-187 |
120-230 |
0-277 |
0.7% |
0-104 |
0.3% |
76% |
True |
False |
413,890 |
10 |
121-187 |
120-210 |
0-297 |
0.8% |
0-094 |
0.2% |
77% |
True |
False |
433,921 |
20 |
121-187 |
120-082 |
1-105 |
1.1% |
0-096 |
0.2% |
84% |
True |
False |
460,010 |
40 |
121-187 |
118-100 |
3-087 |
2.7% |
0-125 |
0.3% |
94% |
True |
False |
557,842 |
60 |
121-187 |
118-100 |
3-087 |
2.7% |
0-112 |
0.3% |
94% |
True |
False |
375,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-186 |
2.618 |
122-063 |
1.618 |
121-308 |
1.000 |
121-262 |
0.618 |
121-233 |
HIGH |
121-187 |
0.618 |
121-158 |
0.500 |
121-150 |
0.382 |
121-141 |
LOW |
121-112 |
0.618 |
121-066 |
1.000 |
121-037 |
1.618 |
120-311 |
2.618 |
120-236 |
4.250 |
120-113 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
121-150 |
121-096 |
PP |
121-140 |
121-072 |
S1 |
121-130 |
121-048 |
|