ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
120-295 |
121-052 |
0-077 |
0.2% |
120-005 |
| High |
121-057 |
121-090 |
0-033 |
0.1% |
121-105 |
| Low |
120-245 |
121-025 |
0-100 |
0.3% |
119-272 |
| Close |
121-030 |
121-067 |
0-037 |
0.1% |
120-285 |
| Range |
0-132 |
0-065 |
-0-067 |
-50.8% |
1-153 |
| ATR |
0-164 |
0-156 |
-0-007 |
-4.3% |
0-000 |
| Volume |
387,847 |
478,606 |
90,759 |
23.4% |
2,881,344 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-256 |
121-226 |
121-103 |
|
| R3 |
121-191 |
121-161 |
121-085 |
|
| R2 |
121-126 |
121-126 |
121-079 |
|
| R1 |
121-096 |
121-096 |
121-073 |
121-111 |
| PP |
121-061 |
121-061 |
121-061 |
121-068 |
| S1 |
121-031 |
121-031 |
121-061 |
121-046 |
| S2 |
120-316 |
120-316 |
121-055 |
|
| S3 |
120-251 |
120-286 |
121-049 |
|
| S4 |
120-186 |
120-221 |
121-031 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-040 |
124-155 |
121-225 |
|
| R3 |
123-207 |
123-002 |
121-095 |
|
| R2 |
122-054 |
122-054 |
121-052 |
|
| R1 |
121-169 |
121-169 |
121-008 |
121-272 |
| PP |
120-221 |
120-221 |
120-221 |
120-272 |
| S1 |
120-016 |
120-016 |
120-242 |
120-118 |
| S2 |
119-068 |
119-068 |
120-198 |
|
| S3 |
117-235 |
118-183 |
120-155 |
|
| S4 |
116-082 |
117-030 |
120-025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-105 |
120-127 |
0-298 |
0.8% |
0-111 |
0.3% |
87% |
False |
False |
552,580 |
| 10 |
121-110 |
119-272 |
1-158 |
1.2% |
0-149 |
0.4% |
91% |
False |
False |
553,920 |
| 20 |
122-182 |
119-272 |
2-230 |
2.2% |
0-174 |
0.4% |
50% |
False |
False |
696,249 |
| 40 |
123-227 |
119-272 |
3-275 |
3.2% |
0-152 |
0.4% |
35% |
False |
False |
696,632 |
| 60 |
124-150 |
119-272 |
4-198 |
3.8% |
0-117 |
0.3% |
29% |
False |
False |
466,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-046 |
|
2.618 |
121-260 |
|
1.618 |
121-195 |
|
1.000 |
121-155 |
|
0.618 |
121-130 |
|
HIGH |
121-090 |
|
0.618 |
121-065 |
|
0.500 |
121-058 |
|
0.382 |
121-050 |
|
LOW |
121-025 |
|
0.618 |
120-305 |
|
1.000 |
120-280 |
|
1.618 |
120-240 |
|
2.618 |
120-175 |
|
4.250 |
120-069 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-064 |
121-050 |
| PP |
121-061 |
121-032 |
| S1 |
121-058 |
121-015 |
|