ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
121-165 |
121-167 |
0-002 |
0.0% |
121-167 |
| High |
121-185 |
121-207 |
0-022 |
0.1% |
121-192 |
| Low |
121-140 |
121-127 |
-0-013 |
0.0% |
121-097 |
| Close |
121-170 |
121-147 |
-0-023 |
-0.1% |
121-170 |
| Range |
0-045 |
0-080 |
0-035 |
77.8% |
0-095 |
| ATR |
0-115 |
0-113 |
-0-003 |
-2.2% |
0-000 |
| Volume |
335,285 |
361,936 |
26,651 |
7.9% |
2,033,759 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-080 |
122-034 |
121-191 |
|
| R3 |
122-000 |
121-274 |
121-169 |
|
| R2 |
121-240 |
121-240 |
121-162 |
|
| R1 |
121-194 |
121-194 |
121-154 |
121-177 |
| PP |
121-160 |
121-160 |
121-160 |
121-152 |
| S1 |
121-114 |
121-114 |
121-140 |
121-097 |
| S2 |
121-080 |
121-080 |
121-132 |
|
| S3 |
121-000 |
121-034 |
121-125 |
|
| S4 |
120-240 |
120-274 |
121-103 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-118 |
122-079 |
121-222 |
|
| R3 |
122-023 |
121-304 |
121-196 |
|
| R2 |
121-248 |
121-248 |
121-187 |
|
| R1 |
121-209 |
121-209 |
121-179 |
121-228 |
| PP |
121-153 |
121-153 |
121-153 |
121-163 |
| S1 |
121-114 |
121-114 |
121-161 |
121-134 |
| S2 |
121-058 |
121-058 |
121-153 |
|
| S3 |
120-283 |
121-019 |
121-144 |
|
| S4 |
120-188 |
120-244 |
121-118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-207 |
121-097 |
0-110 |
0.3% |
0-058 |
0.1% |
45% |
True |
False |
398,113 |
| 10 |
121-207 |
120-232 |
0-295 |
0.8% |
0-105 |
0.3% |
80% |
True |
False |
510,654 |
| 20 |
121-225 |
120-232 |
0-313 |
0.8% |
0-100 |
0.3% |
75% |
False |
False |
506,166 |
| 40 |
122-225 |
119-272 |
2-273 |
2.3% |
0-137 |
0.4% |
56% |
False |
False |
601,644 |
| 60 |
123-240 |
119-272 |
3-288 |
3.2% |
0-136 |
0.3% |
41% |
False |
False |
625,416 |
| 80 |
124-150 |
119-272 |
4-198 |
3.8% |
0-112 |
0.3% |
35% |
False |
False |
470,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-227 |
|
2.618 |
122-096 |
|
1.618 |
122-016 |
|
1.000 |
121-287 |
|
0.618 |
121-256 |
|
HIGH |
121-207 |
|
0.618 |
121-176 |
|
0.500 |
121-167 |
|
0.382 |
121-158 |
|
LOW |
121-127 |
|
0.618 |
121-078 |
|
1.000 |
121-047 |
|
1.618 |
120-318 |
|
2.618 |
120-238 |
|
4.250 |
120-107 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-167 |
121-167 |
| PP |
121-160 |
121-160 |
| S1 |
121-154 |
121-154 |
|