ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
120-267 |
120-005 |
-0-262 |
-0.7% |
120-300 |
| High |
121-040 |
120-172 |
-0-188 |
-0.5% |
121-110 |
| Low |
119-305 |
119-272 |
-0-033 |
-0.1% |
119-305 |
| Close |
120-010 |
120-157 |
0-147 |
0.4% |
120-010 |
| Range |
1-055 |
0-220 |
-0-155 |
-41.3% |
1-125 |
| ATR |
0-170 |
0-173 |
0-004 |
2.1% |
0-000 |
| Volume |
924,408 |
524,429 |
-399,979 |
-43.3% |
2,251,577 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-114 |
122-035 |
120-278 |
|
| R3 |
121-214 |
121-135 |
120-218 |
|
| R2 |
120-314 |
120-314 |
120-197 |
|
| R1 |
120-235 |
120-235 |
120-177 |
120-274 |
| PP |
120-094 |
120-094 |
120-094 |
120-113 |
| S1 |
120-015 |
120-015 |
120-137 |
120-054 |
| S2 |
119-194 |
119-194 |
120-117 |
|
| S3 |
118-294 |
119-115 |
120-096 |
|
| S4 |
118-074 |
118-215 |
120-036 |
|
|
| 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 |
119-272 |
1-158 |
1.2% |
0-196 |
0.5% |
43% |
False |
True |
555,201 |
| 10 |
121-110 |
119-272 |
1-158 |
1.2% |
0-192 |
0.5% |
43% |
False |
True |
707,152 |
| 20 |
122-225 |
119-272 |
2-273 |
2.4% |
0-178 |
0.5% |
22% |
False |
True |
766,646 |
| 40 |
123-280 |
119-272 |
4-008 |
3.3% |
0-150 |
0.4% |
16% |
False |
True |
617,827 |
| 60 |
124-150 |
119-272 |
4-198 |
3.8% |
0-107 |
0.3% |
14% |
False |
True |
412,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-147 |
|
2.618 |
122-108 |
|
1.618 |
121-208 |
|
1.000 |
121-072 |
|
0.618 |
120-308 |
|
HIGH |
120-172 |
|
0.618 |
120-088 |
|
0.500 |
120-062 |
|
0.382 |
120-036 |
|
LOW |
119-272 |
|
0.618 |
119-136 |
|
1.000 |
119-052 |
|
1.618 |
118-236 |
|
2.618 |
118-016 |
|
4.250 |
116-297 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-125 |
120-191 |
| PP |
120-094 |
120-180 |
| S1 |
120-062 |
120-168 |
|