ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
121-017 |
121-025 |
0-008 |
0.0% |
120-237 |
| High |
121-055 |
121-110 |
0-055 |
0.1% |
121-077 |
| Low |
120-305 |
120-245 |
-0-060 |
-0.2% |
119-317 |
| Close |
121-025 |
120-290 |
-0-055 |
-0.1% |
121-015 |
| Range |
0-070 |
0-185 |
0-115 |
164.3% |
1-080 |
| ATR |
0-152 |
0-154 |
0-002 |
1.6% |
0-000 |
| Volume |
435,753 |
431,244 |
-4,509 |
-1.0% |
4,295,517 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-237 |
122-128 |
121-072 |
|
| R3 |
122-052 |
121-263 |
121-021 |
|
| R2 |
121-187 |
121-187 |
121-004 |
|
| R1 |
121-078 |
121-078 |
120-307 |
121-040 |
| PP |
121-002 |
121-002 |
121-002 |
120-302 |
| S1 |
120-213 |
120-213 |
120-273 |
120-175 |
| S2 |
120-137 |
120-137 |
120-256 |
|
| S3 |
119-272 |
120-028 |
120-239 |
|
| S4 |
119-087 |
119-163 |
120-188 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-163 |
124-009 |
121-235 |
|
| R3 |
123-083 |
122-249 |
121-125 |
|
| R2 |
122-003 |
122-003 |
121-088 |
|
| R1 |
121-169 |
121-169 |
121-052 |
121-246 |
| PP |
120-243 |
120-243 |
120-243 |
120-282 |
| S1 |
120-089 |
120-089 |
120-298 |
120-166 |
| S2 |
119-163 |
119-163 |
120-262 |
|
| S3 |
118-083 |
119-009 |
120-225 |
|
| S4 |
117-003 |
117-249 |
120-115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-110 |
120-210 |
0-220 |
0.6% |
0-141 |
0.4% |
36% |
True |
False |
573,408 |
| 10 |
121-182 |
119-317 |
1-185 |
1.3% |
0-178 |
0.5% |
58% |
False |
False |
772,916 |
| 20 |
122-310 |
119-317 |
2-313 |
2.5% |
0-168 |
0.4% |
31% |
False |
False |
781,777 |
| 40 |
123-310 |
119-317 |
3-313 |
3.3% |
0-136 |
0.4% |
23% |
False |
False |
581,704 |
| 60 |
124-150 |
119-317 |
4-153 |
3.7% |
0-098 |
0.3% |
20% |
False |
False |
388,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-256 |
|
2.618 |
122-274 |
|
1.618 |
122-089 |
|
1.000 |
121-295 |
|
0.618 |
121-224 |
|
HIGH |
121-110 |
|
0.618 |
121-039 |
|
0.500 |
121-018 |
|
0.382 |
120-316 |
|
LOW |
120-245 |
|
0.618 |
120-131 |
|
1.000 |
120-060 |
|
1.618 |
119-266 |
|
2.618 |
119-081 |
|
4.250 |
118-099 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-018 |
121-008 |
| PP |
121-002 |
120-316 |
| S1 |
120-306 |
120-303 |
|