ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
121-052 |
121-060 |
0-008 |
0.0% |
120-005 |
| High |
121-090 |
121-212 |
0-122 |
0.3% |
121-105 |
| Low |
121-025 |
121-032 |
0-007 |
0.0% |
119-272 |
| Close |
121-067 |
121-152 |
0-085 |
0.2% |
120-285 |
| Range |
0-065 |
0-180 |
0-115 |
176.9% |
1-153 |
| ATR |
0-156 |
0-158 |
0-002 |
1.1% |
0-000 |
| Volume |
478,606 |
628,029 |
149,423 |
31.2% |
2,881,344 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-032 |
122-272 |
121-251 |
|
| R3 |
122-172 |
122-092 |
121-202 |
|
| R2 |
121-312 |
121-312 |
121-185 |
|
| R1 |
121-232 |
121-232 |
121-168 |
121-272 |
| PP |
121-132 |
121-132 |
121-132 |
121-152 |
| S1 |
121-052 |
121-052 |
121-136 |
121-092 |
| S2 |
120-272 |
120-272 |
121-119 |
|
| S3 |
120-092 |
120-192 |
121-102 |
|
| S4 |
119-232 |
120-012 |
121-053 |
|
|
| 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 |
121-212 |
120-245 |
0-287 |
0.7% |
0-123 |
0.3% |
79% |
True |
False |
553,702 |
| 10 |
121-212 |
119-272 |
1-260 |
1.5% |
0-160 |
0.4% |
90% |
True |
False |
573,147 |
| 20 |
122-182 |
119-272 |
2-230 |
2.2% |
0-179 |
0.5% |
60% |
False |
False |
699,789 |
| 40 |
123-227 |
119-272 |
3-275 |
3.2% |
0-155 |
0.4% |
42% |
False |
False |
711,269 |
| 60 |
124-150 |
119-272 |
4-198 |
3.8% |
0-120 |
0.3% |
35% |
False |
False |
476,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-017 |
|
2.618 |
123-043 |
|
1.618 |
122-183 |
|
1.000 |
122-072 |
|
0.618 |
122-003 |
|
HIGH |
121-212 |
|
0.618 |
121-143 |
|
0.500 |
121-122 |
|
0.382 |
121-101 |
|
LOW |
121-032 |
|
0.618 |
120-241 |
|
1.000 |
120-172 |
|
1.618 |
120-061 |
|
2.618 |
119-201 |
|
4.250 |
118-227 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-142 |
121-124 |
| PP |
121-132 |
121-096 |
| S1 |
121-122 |
121-068 |
|