ECBOT 5 Year T-Note Future December 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 |
120-090 |
120-250 |
0-160 |
0.4% |
119-200 |
| High |
120-120 |
120-250 |
0-130 |
0.3% |
120-140 |
| Low |
120-090 |
120-210 |
0-120 |
0.3% |
119-190 |
| Close |
120-120 |
120-210 |
0-090 |
0.2% |
120-010 |
| Range |
0-030 |
0-040 |
0-010 |
33.3% |
0-270 |
| ATR |
|
|
|
|
|
| Volume |
73 |
5 |
-68 |
-93.2% |
2,740 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-023 |
120-317 |
120-232 |
|
| R3 |
120-303 |
120-277 |
120-221 |
|
| R2 |
120-263 |
120-263 |
120-217 |
|
| R1 |
120-237 |
120-237 |
120-214 |
120-230 |
| PP |
120-223 |
120-223 |
120-223 |
120-220 |
| S1 |
120-197 |
120-197 |
120-206 |
120-190 |
| S2 |
120-183 |
120-183 |
120-203 |
|
| S3 |
120-143 |
120-157 |
120-199 |
|
| S4 |
120-103 |
120-117 |
120-188 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-177 |
122-043 |
120-158 |
|
| R3 |
121-227 |
121-093 |
120-084 |
|
| R2 |
120-277 |
120-277 |
120-060 |
|
| R1 |
120-143 |
120-143 |
120-035 |
120-210 |
| PP |
120-007 |
120-007 |
120-007 |
120-040 |
| S1 |
119-193 |
119-193 |
119-305 |
119-260 |
| S2 |
119-057 |
119-057 |
119-280 |
|
| S3 |
118-107 |
118-243 |
119-256 |
|
| S4 |
117-157 |
117-293 |
119-182 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-100 |
|
2.618 |
121-035 |
|
1.618 |
120-315 |
|
1.000 |
120-290 |
|
0.618 |
120-275 |
|
HIGH |
120-250 |
|
0.618 |
120-235 |
|
0.500 |
120-230 |
|
0.382 |
120-225 |
|
LOW |
120-210 |
|
0.618 |
120-185 |
|
1.000 |
120-170 |
|
1.618 |
120-145 |
|
2.618 |
120-105 |
|
4.250 |
120-040 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-230 |
120-187 |
| PP |
120-223 |
120-163 |
| S1 |
120-217 |
120-140 |
|