ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
120-005 |
120-160 |
0-155 |
0.4% |
120-300 |
| High |
120-172 |
120-210 |
0-038 |
0.1% |
121-110 |
| Low |
119-272 |
120-127 |
0-175 |
0.5% |
119-305 |
| Close |
120-157 |
120-190 |
0-033 |
0.1% |
120-010 |
| Range |
0-220 |
0-083 |
-0-137 |
-62.3% |
1-125 |
| ATR |
0-173 |
0-167 |
-0-006 |
-3.7% |
0-000 |
| Volume |
524,429 |
460,467 |
-63,962 |
-12.2% |
2,251,577 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-105 |
121-070 |
120-236 |
|
| R3 |
121-022 |
120-307 |
120-213 |
|
| R2 |
120-259 |
120-259 |
120-205 |
|
| R1 |
120-224 |
120-224 |
120-198 |
120-242 |
| PP |
120-176 |
120-176 |
120-176 |
120-184 |
| S1 |
120-141 |
120-141 |
120-182 |
120-158 |
| S2 |
120-093 |
120-093 |
120-175 |
|
| S3 |
120-010 |
120-058 |
120-167 |
|
| S4 |
119-247 |
119-295 |
120-144 |
|
|
| 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% |
0-187 |
0.5% |
50% |
False |
False |
555,260 |
| 10 |
121-110 |
119-272 |
1-158 |
1.2% |
0-177 |
0.5% |
50% |
False |
False |
651,784 |
| 20 |
122-225 |
119-272 |
2-273 |
2.4% |
0-177 |
0.5% |
26% |
False |
False |
749,716 |
| 40 |
123-250 |
119-272 |
3-298 |
3.3% |
0-149 |
0.4% |
19% |
False |
False |
629,304 |
| 60 |
124-150 |
119-272 |
4-198 |
3.8% |
0-108 |
0.3% |
16% |
False |
False |
420,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-243 |
|
2.618 |
121-107 |
|
1.618 |
121-024 |
|
1.000 |
120-293 |
|
0.618 |
120-261 |
|
HIGH |
120-210 |
|
0.618 |
120-178 |
|
0.500 |
120-168 |
|
0.382 |
120-159 |
|
LOW |
120-127 |
|
0.618 |
120-076 |
|
1.000 |
120-044 |
|
1.618 |
119-313 |
|
2.618 |
119-230 |
|
4.250 |
119-094 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-183 |
120-179 |
| PP |
120-176 |
120-167 |
| S1 |
120-168 |
120-156 |
|