ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
120-160 |
120-182 |
0-022 |
0.1% |
120-300 |
| High |
120-210 |
120-250 |
0-040 |
0.1% |
121-110 |
| Low |
120-127 |
120-127 |
0-000 |
0.0% |
119-305 |
| Close |
120-190 |
120-155 |
-0-035 |
-0.1% |
120-010 |
| Range |
0-083 |
0-123 |
0-040 |
48.2% |
1-125 |
| ATR |
0-167 |
0-164 |
-0-003 |
-1.9% |
0-000 |
| Volume |
460,467 |
622,420 |
161,953 |
35.2% |
2,251,577 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-226 |
121-154 |
120-223 |
|
| R3 |
121-103 |
121-031 |
120-189 |
|
| R2 |
120-300 |
120-300 |
120-178 |
|
| R1 |
120-228 |
120-228 |
120-166 |
120-202 |
| PP |
120-177 |
120-177 |
120-177 |
120-165 |
| S1 |
120-105 |
120-105 |
120-144 |
120-080 |
| S2 |
120-054 |
120-054 |
120-132 |
|
| S3 |
119-251 |
119-302 |
120-121 |
|
| S4 |
119-128 |
119-179 |
120-087 |
|
|
| 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% |
0-197 |
0.5% |
42% |
False |
False |
592,593 |
| 10 |
121-110 |
119-272 |
1-158 |
1.2% |
0-171 |
0.4% |
42% |
False |
False |
625,172 |
| 20 |
122-225 |
119-272 |
2-273 |
2.4% |
0-175 |
0.5% |
22% |
False |
False |
724,465 |
| 40 |
123-250 |
119-272 |
3-298 |
3.3% |
0-151 |
0.4% |
16% |
False |
False |
644,546 |
| 60 |
124-150 |
119-272 |
4-198 |
3.8% |
0-110 |
0.3% |
14% |
False |
False |
430,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-133 |
|
2.618 |
121-252 |
|
1.618 |
121-129 |
|
1.000 |
121-053 |
|
0.618 |
121-006 |
|
HIGH |
120-250 |
|
0.618 |
120-203 |
|
0.500 |
120-188 |
|
0.382 |
120-174 |
|
LOW |
120-127 |
|
0.618 |
120-051 |
|
1.000 |
120-004 |
|
1.618 |
119-248 |
|
2.618 |
119-125 |
|
4.250 |
118-244 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-188 |
120-137 |
| PP |
120-177 |
120-119 |
| S1 |
120-166 |
120-101 |
|