ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
121-095 |
121-202 |
0-107 |
0.3% |
121-040 |
| High |
121-212 |
121-250 |
0-038 |
0.1% |
121-187 |
| Low |
121-087 |
121-187 |
0-100 |
0.3% |
120-230 |
| Close |
121-207 |
121-215 |
0-008 |
0.0% |
121-120 |
| Range |
0-125 |
0-063 |
-0-062 |
-49.6% |
0-277 |
| ATR |
0-108 |
0-105 |
-0-003 |
-3.0% |
0-000 |
| Volume |
542,121 |
487,778 |
-54,343 |
-10.0% |
2,069,453 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-086 |
122-054 |
121-250 |
|
| R3 |
122-023 |
121-311 |
121-232 |
|
| R2 |
121-280 |
121-280 |
121-227 |
|
| R1 |
121-248 |
121-248 |
121-221 |
121-264 |
| PP |
121-217 |
121-217 |
121-217 |
121-226 |
| S1 |
121-185 |
121-185 |
121-209 |
121-201 |
| S2 |
121-154 |
121-154 |
121-203 |
|
| S3 |
121-091 |
121-122 |
121-198 |
|
| S4 |
121-028 |
121-059 |
121-180 |
|
|
| 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 |
121-250 |
121-035 |
0-215 |
0.6% |
0-089 |
0.2% |
84% |
True |
False |
465,749 |
| 10 |
121-250 |
120-210 |
1-040 |
0.9% |
0-094 |
0.2% |
90% |
True |
False |
442,154 |
| 20 |
121-250 |
120-210 |
1-040 |
0.9% |
0-094 |
0.2% |
90% |
True |
False |
456,732 |
| 40 |
121-250 |
118-100 |
3-150 |
2.9% |
0-121 |
0.3% |
97% |
True |
False |
567,454 |
| 60 |
121-250 |
118-100 |
3-150 |
2.9% |
0-115 |
0.3% |
97% |
True |
False |
397,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-198 |
|
2.618 |
122-095 |
|
1.618 |
122-032 |
|
1.000 |
121-313 |
|
0.618 |
121-289 |
|
HIGH |
121-250 |
|
0.618 |
121-226 |
|
0.500 |
121-218 |
|
0.382 |
121-211 |
|
LOW |
121-187 |
|
0.618 |
121-148 |
|
1.000 |
121-124 |
|
1.618 |
121-085 |
|
2.618 |
121-022 |
|
4.250 |
120-239 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-218 |
121-198 |
| PP |
121-217 |
121-180 |
| S1 |
121-216 |
121-162 |
|