ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
121-115 |
121-095 |
-0-020 |
-0.1% |
121-040 |
| High |
121-137 |
121-212 |
0-075 |
0.2% |
121-187 |
| Low |
121-075 |
121-087 |
0-012 |
0.0% |
120-230 |
| Close |
121-095 |
121-207 |
0-112 |
0.3% |
121-120 |
| Range |
0-062 |
0-125 |
0-063 |
101.6% |
0-277 |
| ATR |
0-107 |
0-108 |
0-001 |
1.2% |
0-000 |
| Volume |
289,461 |
542,121 |
252,660 |
87.3% |
2,069,453 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-224 |
122-180 |
121-276 |
|
| R3 |
122-099 |
122-055 |
121-241 |
|
| R2 |
121-294 |
121-294 |
121-230 |
|
| R1 |
121-250 |
121-250 |
121-218 |
121-272 |
| PP |
121-169 |
121-169 |
121-169 |
121-180 |
| S1 |
121-125 |
121-125 |
121-196 |
121-147 |
| S2 |
121-044 |
121-044 |
121-184 |
|
| S3 |
120-239 |
121-000 |
121-173 |
|
| S4 |
120-114 |
120-195 |
121-138 |
|
|
| 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 |
121-212 |
120-230 |
0-302 |
0.8% |
0-103 |
0.3% |
98% |
True |
False |
478,584 |
| 10 |
121-212 |
120-210 |
1-002 |
0.8% |
0-097 |
0.2% |
98% |
True |
False |
442,524 |
| 20 |
121-212 |
120-195 |
1-017 |
0.9% |
0-096 |
0.2% |
99% |
True |
False |
457,673 |
| 40 |
121-212 |
118-100 |
3-112 |
2.8% |
0-123 |
0.3% |
100% |
True |
False |
569,410 |
| 60 |
121-212 |
118-100 |
3-112 |
2.8% |
0-114 |
0.3% |
100% |
True |
False |
389,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-103 |
|
2.618 |
122-219 |
|
1.618 |
122-094 |
|
1.000 |
122-017 |
|
0.618 |
121-289 |
|
HIGH |
121-212 |
|
0.618 |
121-164 |
|
0.500 |
121-150 |
|
0.382 |
121-135 |
|
LOW |
121-087 |
|
0.618 |
121-010 |
|
1.000 |
120-282 |
|
1.618 |
120-205 |
|
2.618 |
120-080 |
|
4.250 |
119-196 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-188 |
121-186 |
| PP |
121-169 |
121-165 |
| S1 |
121-150 |
121-144 |
|