ECBOT 5 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
120-140 |
120-220 |
0-080 |
0.2% |
121-167 |
| High |
120-242 |
120-237 |
-0-005 |
0.0% |
121-207 |
| Low |
120-140 |
120-075 |
-0-065 |
-0.2% |
120-125 |
| Close |
120-227 |
120-130 |
-0-097 |
-0.3% |
120-192 |
| Range |
0-102 |
0-162 |
0-060 |
58.8% |
1-082 |
| ATR |
0-117 |
0-120 |
0-003 |
2.7% |
0-000 |
| Volume |
564,248 |
714,824 |
150,576 |
26.7% |
2,747,156 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-313 |
121-224 |
120-219 |
|
| R3 |
121-151 |
121-062 |
120-175 |
|
| R2 |
120-309 |
120-309 |
120-160 |
|
| R1 |
120-220 |
120-220 |
120-145 |
120-184 |
| PP |
120-147 |
120-147 |
120-147 |
120-129 |
| S1 |
120-058 |
120-058 |
120-115 |
120-022 |
| S2 |
119-305 |
119-305 |
120-100 |
|
| S3 |
119-143 |
119-216 |
120-085 |
|
| S4 |
118-301 |
119-054 |
120-041 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-207 |
123-282 |
121-093 |
|
| R3 |
123-125 |
122-200 |
120-303 |
|
| R2 |
122-043 |
122-043 |
120-266 |
|
| R1 |
121-118 |
121-118 |
120-229 |
121-040 |
| PP |
120-281 |
120-281 |
120-281 |
120-242 |
| S1 |
120-036 |
120-036 |
120-155 |
119-278 |
| S2 |
119-199 |
119-199 |
120-118 |
|
| S3 |
118-117 |
118-274 |
120-081 |
|
| S4 |
117-035 |
117-192 |
119-291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-027 |
120-075 |
0-272 |
0.7% |
0-137 |
0.4% |
20% |
False |
True |
640,670 |
| 10 |
121-207 |
120-075 |
1-132 |
1.2% |
0-108 |
0.3% |
12% |
False |
True |
536,395 |
| 20 |
121-207 |
120-075 |
1-132 |
1.2% |
0-110 |
0.3% |
12% |
False |
True |
533,311 |
| 40 |
121-225 |
119-272 |
1-273 |
1.5% |
0-124 |
0.3% |
30% |
False |
False |
555,807 |
| 60 |
122-310 |
119-272 |
3-038 |
2.6% |
0-137 |
0.4% |
18% |
False |
False |
666,097 |
| 80 |
124-150 |
119-272 |
4-198 |
3.8% |
0-122 |
0.3% |
12% |
False |
False |
522,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-286 |
|
2.618 |
122-021 |
|
1.618 |
121-179 |
|
1.000 |
121-079 |
|
0.618 |
121-017 |
|
HIGH |
120-237 |
|
0.618 |
120-175 |
|
0.500 |
120-156 |
|
0.382 |
120-137 |
|
LOW |
120-075 |
|
0.618 |
119-295 |
|
1.000 |
119-233 |
|
1.618 |
119-133 |
|
2.618 |
118-291 |
|
4.250 |
118-026 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-156 |
120-158 |
| PP |
120-147 |
120-149 |
| S1 |
120-139 |
120-140 |
|