ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
120-230 |
120-200 |
-0-030 |
-0.1% |
120-030 |
| High |
120-240 |
120-230 |
-0-010 |
0.0% |
120-250 |
| Low |
120-230 |
120-190 |
-0-040 |
-0.1% |
120-030 |
| Close |
120-230 |
120-220 |
-0-010 |
0.0% |
120-240 |
| Range |
0-010 |
0-040 |
0-030 |
300.0% |
0-220 |
| ATR |
0-088 |
0-084 |
-0-003 |
-3.9% |
0-000 |
| Volume |
503 |
278 |
-225 |
-44.7% |
1,623 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-013 |
120-317 |
120-242 |
|
| R3 |
120-293 |
120-277 |
120-231 |
|
| R2 |
120-253 |
120-253 |
120-227 |
|
| R1 |
120-237 |
120-237 |
120-224 |
120-245 |
| PP |
120-213 |
120-213 |
120-213 |
120-218 |
| S1 |
120-197 |
120-197 |
120-216 |
120-205 |
| S2 |
120-173 |
120-173 |
120-213 |
|
| S3 |
120-133 |
120-157 |
120-209 |
|
| S4 |
120-093 |
120-117 |
120-198 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-193 |
122-117 |
121-041 |
|
| R3 |
121-293 |
121-217 |
120-300 |
|
| R2 |
121-073 |
121-073 |
120-280 |
|
| R1 |
120-317 |
120-317 |
120-260 |
121-035 |
| PP |
120-173 |
120-173 |
120-173 |
120-192 |
| S1 |
120-097 |
120-097 |
120-220 |
120-135 |
| S2 |
119-273 |
119-273 |
120-200 |
|
| S3 |
119-053 |
119-197 |
120-180 |
|
| S4 |
118-153 |
118-297 |
120-119 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-080 |
|
2.618 |
121-015 |
|
1.618 |
120-295 |
|
1.000 |
120-270 |
|
0.618 |
120-255 |
|
HIGH |
120-230 |
|
0.618 |
120-215 |
|
0.500 |
120-210 |
|
0.382 |
120-205 |
|
LOW |
120-190 |
|
0.618 |
120-165 |
|
1.000 |
120-150 |
|
1.618 |
120-125 |
|
2.618 |
120-085 |
|
4.250 |
120-020 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-217 |
120-218 |
| PP |
120-213 |
120-217 |
| S1 |
120-210 |
120-215 |
|