ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
121-025 |
120-267 |
-0-078 |
-0.2% |
120-300 |
| High |
121-110 |
121-040 |
-0-070 |
-0.2% |
121-110 |
| Low |
120-245 |
119-305 |
-0-260 |
-0.7% |
119-305 |
| Close |
120-290 |
120-010 |
-0-280 |
-0.7% |
120-010 |
| Range |
0-185 |
1-055 |
0-190 |
102.7% |
1-125 |
| ATR |
0-154 |
0-170 |
0-016 |
10.3% |
0-000 |
| Volume |
431,244 |
924,408 |
493,164 |
114.4% |
2,251,577 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-283 |
123-042 |
120-216 |
|
| R3 |
122-228 |
121-307 |
120-113 |
|
| R2 |
121-173 |
121-173 |
120-079 |
|
| R1 |
120-252 |
120-252 |
120-044 |
120-185 |
| PP |
120-118 |
120-118 |
120-118 |
120-085 |
| S1 |
119-197 |
119-197 |
119-296 |
119-130 |
| S2 |
119-063 |
119-063 |
119-261 |
|
| S3 |
118-008 |
118-142 |
119-227 |
|
| S4 |
116-273 |
117-087 |
119-124 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-197 |
123-228 |
120-255 |
|
| R3 |
123-072 |
122-103 |
120-132 |
|
| R2 |
121-267 |
121-267 |
120-092 |
|
| R1 |
120-298 |
120-298 |
120-051 |
120-220 |
| PP |
120-142 |
120-142 |
120-142 |
120-102 |
| S1 |
119-173 |
119-173 |
119-289 |
119-095 |
| S2 |
119-017 |
119-017 |
119-248 |
|
| S3 |
117-212 |
118-048 |
119-208 |
|
| S4 |
116-087 |
116-243 |
119-085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-110 |
119-305 |
1-125 |
1.2% |
0-188 |
0.5% |
6% |
False |
True |
609,325 |
| 10 |
121-127 |
119-305 |
1-142 |
1.2% |
0-198 |
0.5% |
5% |
False |
True |
750,293 |
| 20 |
122-250 |
119-305 |
2-265 |
2.4% |
0-178 |
0.5% |
3% |
False |
True |
786,154 |
| 40 |
123-310 |
119-305 |
4-005 |
3.3% |
0-145 |
0.4% |
2% |
False |
True |
604,792 |
| 60 |
124-150 |
119-305 |
4-165 |
3.8% |
0-103 |
0.3% |
2% |
False |
True |
404,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-034 |
|
2.618 |
124-062 |
|
1.618 |
123-007 |
|
1.000 |
122-095 |
|
0.618 |
121-272 |
|
HIGH |
121-040 |
|
0.618 |
120-217 |
|
0.500 |
120-172 |
|
0.382 |
120-128 |
|
LOW |
119-305 |
|
0.618 |
119-073 |
|
1.000 |
118-250 |
|
1.618 |
118-018 |
|
2.618 |
116-283 |
|
4.250 |
114-311 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-172 |
120-208 |
| PP |
120-118 |
120-142 |
| S1 |
120-064 |
120-076 |
|