ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
120-220 |
120-180 |
-0-040 |
-0.1% |
120-220 |
| High |
120-220 |
120-190 |
-0-030 |
-0.1% |
120-230 |
| Low |
120-170 |
120-160 |
-0-010 |
0.0% |
119-280 |
| Close |
120-170 |
120-170 |
0-000 |
0.0% |
120-230 |
| Range |
0-050 |
0-030 |
-0-020 |
-40.0% |
0-270 |
| ATR |
0-101 |
0-096 |
-0-005 |
-5.0% |
0-000 |
| Volume |
2,088 |
621 |
-1,467 |
-70.3% |
4,974 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-263 |
120-247 |
120-186 |
|
| R3 |
120-233 |
120-217 |
120-178 |
|
| R2 |
120-203 |
120-203 |
120-176 |
|
| R1 |
120-187 |
120-187 |
120-173 |
120-180 |
| PP |
120-173 |
120-173 |
120-173 |
120-170 |
| S1 |
120-157 |
120-157 |
120-167 |
120-150 |
| S2 |
120-143 |
120-143 |
120-164 |
|
| S3 |
120-113 |
120-127 |
120-162 |
|
| S4 |
120-083 |
120-097 |
120-154 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-310 |
122-220 |
121-058 |
|
| R3 |
122-040 |
121-270 |
120-304 |
|
| R2 |
121-090 |
121-090 |
120-280 |
|
| R1 |
121-000 |
121-000 |
120-255 |
121-045 |
| PP |
120-140 |
120-140 |
120-140 |
120-162 |
| S1 |
120-050 |
120-050 |
120-205 |
120-095 |
| S2 |
119-190 |
119-190 |
120-180 |
|
| S3 |
118-240 |
119-100 |
120-156 |
|
| S4 |
117-290 |
118-150 |
120-082 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-318 |
|
2.618 |
120-269 |
|
1.618 |
120-239 |
|
1.000 |
120-220 |
|
0.618 |
120-209 |
|
HIGH |
120-190 |
|
0.618 |
120-179 |
|
0.500 |
120-175 |
|
0.382 |
120-171 |
|
LOW |
120-160 |
|
0.618 |
120-141 |
|
1.000 |
120-130 |
|
1.618 |
120-111 |
|
2.618 |
120-081 |
|
4.250 |
120-032 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-175 |
120-145 |
| PP |
120-173 |
120-120 |
| S1 |
120-172 |
120-095 |
|