ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
121-182 |
121-217 |
0-035 |
0.1% |
121-115 |
| High |
121-230 |
121-232 |
0-002 |
0.0% |
121-250 |
| Low |
121-172 |
121-180 |
0-008 |
0.0% |
121-075 |
| Close |
121-217 |
121-222 |
0-005 |
0.0% |
121-217 |
| Range |
0-058 |
0-052 |
-0-006 |
-10.3% |
0-175 |
| ATR |
0-099 |
0-096 |
-0-003 |
-3.4% |
0-000 |
| Volume |
282,130 |
289,708 |
7,578 |
2.7% |
2,030,902 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-047 |
122-027 |
121-251 |
|
| R3 |
121-315 |
121-295 |
121-236 |
|
| R2 |
121-263 |
121-263 |
121-232 |
|
| R1 |
121-243 |
121-243 |
121-227 |
121-253 |
| PP |
121-211 |
121-211 |
121-211 |
121-216 |
| S1 |
121-191 |
121-191 |
121-217 |
121-201 |
| S2 |
121-159 |
121-159 |
121-212 |
|
| S3 |
121-107 |
121-139 |
121-208 |
|
| S4 |
121-055 |
121-087 |
121-193 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-066 |
122-316 |
121-313 |
|
| R3 |
122-211 |
122-141 |
121-265 |
|
| R2 |
122-036 |
122-036 |
121-249 |
|
| R1 |
121-286 |
121-286 |
121-233 |
122-001 |
| PP |
121-181 |
121-181 |
121-181 |
121-198 |
| S1 |
121-111 |
121-111 |
121-201 |
121-146 |
| S2 |
121-006 |
121-006 |
121-185 |
|
| S3 |
120-151 |
120-256 |
121-169 |
|
| S4 |
119-296 |
120-081 |
121-121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-250 |
121-087 |
0-163 |
0.4% |
0-072 |
0.2% |
83% |
False |
False |
406,229 |
| 10 |
121-250 |
120-230 |
1-020 |
0.9% |
0-082 |
0.2% |
92% |
False |
False |
431,387 |
| 20 |
121-250 |
120-210 |
1-040 |
0.9% |
0-089 |
0.2% |
92% |
False |
False |
430,766 |
| 40 |
121-250 |
118-100 |
3-150 |
2.9% |
0-117 |
0.3% |
97% |
False |
False |
540,228 |
| 60 |
121-250 |
118-100 |
3-150 |
2.9% |
0-109 |
0.3% |
97% |
False |
False |
414,472 |
| 80 |
121-250 |
118-100 |
3-150 |
2.9% |
0-096 |
0.2% |
97% |
False |
False |
311,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-133 |
|
2.618 |
122-048 |
|
1.618 |
121-316 |
|
1.000 |
121-284 |
|
0.618 |
121-264 |
|
HIGH |
121-232 |
|
0.618 |
121-212 |
|
0.500 |
121-206 |
|
0.382 |
121-200 |
|
LOW |
121-180 |
|
0.618 |
121-148 |
|
1.000 |
121-128 |
|
1.618 |
121-096 |
|
2.618 |
121-044 |
|
4.250 |
120-279 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-217 |
121-215 |
| PP |
121-211 |
121-208 |
| S1 |
121-206 |
121-201 |
|