ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
120-200 |
120-220 |
0-020 |
0.1% |
120-230 |
| High |
120-210 |
120-220 |
0-010 |
0.0% |
120-250 |
| Low |
120-200 |
120-170 |
-0-030 |
-0.1% |
120-080 |
| Close |
120-210 |
120-190 |
-0-020 |
-0.1% |
120-210 |
| Range |
0-010 |
0-050 |
0-040 |
400.0% |
0-170 |
| ATR |
0-085 |
0-083 |
-0-003 |
-3.0% |
0-000 |
| Volume |
842 |
358 |
-484 |
-57.5% |
11,032 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-023 |
120-317 |
120-218 |
|
| R3 |
120-293 |
120-267 |
120-204 |
|
| R2 |
120-243 |
120-243 |
120-199 |
|
| R1 |
120-217 |
120-217 |
120-195 |
120-205 |
| PP |
120-193 |
120-193 |
120-193 |
120-188 |
| S1 |
120-167 |
120-167 |
120-185 |
120-155 |
| S2 |
120-143 |
120-143 |
120-181 |
|
| S3 |
120-093 |
120-117 |
120-176 |
|
| S4 |
120-043 |
120-067 |
120-162 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-050 |
121-300 |
120-304 |
|
| R3 |
121-200 |
121-130 |
120-257 |
|
| R2 |
121-030 |
121-030 |
120-241 |
|
| R1 |
120-280 |
120-280 |
120-226 |
120-230 |
| PP |
120-180 |
120-180 |
120-180 |
120-155 |
| S1 |
120-110 |
120-110 |
120-194 |
120-060 |
| S2 |
120-010 |
120-010 |
120-179 |
|
| S3 |
119-160 |
119-260 |
120-163 |
|
| S4 |
118-310 |
119-090 |
120-116 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-112 |
|
2.618 |
121-031 |
|
1.618 |
120-301 |
|
1.000 |
120-270 |
|
0.618 |
120-251 |
|
HIGH |
120-220 |
|
0.618 |
120-201 |
|
0.500 |
120-195 |
|
0.382 |
120-189 |
|
LOW |
120-170 |
|
0.618 |
120-139 |
|
1.000 |
120-120 |
|
1.618 |
120-089 |
|
2.618 |
120-039 |
|
4.250 |
119-278 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-195 |
120-177 |
| PP |
120-193 |
120-163 |
| S1 |
120-192 |
120-150 |
|