ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
120-220 |
120-170 |
-0-050 |
-0.1% |
120-220 |
| High |
120-250 |
120-170 |
-0-080 |
-0.2% |
120-230 |
| Low |
120-200 |
120-020 |
-0-180 |
-0.5% |
120-160 |
| Close |
120-200 |
120-040 |
-0-160 |
-0.4% |
120-220 |
| Range |
0-050 |
0-150 |
0-100 |
200.0% |
0-070 |
| ATR |
0-079 |
0-086 |
0-007 |
9.1% |
0-000 |
| Volume |
302 |
1,146 |
844 |
279.5% |
8,292 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-207 |
121-113 |
120-122 |
|
| R3 |
121-057 |
120-283 |
120-081 |
|
| R2 |
120-227 |
120-227 |
120-068 |
|
| R1 |
120-133 |
120-133 |
120-054 |
120-105 |
| PP |
120-077 |
120-077 |
120-077 |
120-062 |
| S1 |
119-303 |
119-303 |
120-026 |
119-275 |
| S2 |
119-247 |
119-247 |
120-012 |
|
| S3 |
119-097 |
119-153 |
119-319 |
|
| S4 |
118-267 |
119-003 |
119-278 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-093 |
121-067 |
120-258 |
|
| R3 |
121-023 |
120-317 |
120-239 |
|
| R2 |
120-273 |
120-273 |
120-233 |
|
| R1 |
120-247 |
120-247 |
120-226 |
120-255 |
| PP |
120-203 |
120-203 |
120-203 |
120-208 |
| S1 |
120-177 |
120-177 |
120-214 |
120-185 |
| S2 |
120-133 |
120-133 |
120-207 |
|
| S3 |
120-063 |
120-107 |
120-201 |
|
| S4 |
119-313 |
120-037 |
120-182 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-168 |
|
2.618 |
121-243 |
|
1.618 |
121-093 |
|
1.000 |
121-000 |
|
0.618 |
120-263 |
|
HIGH |
120-170 |
|
0.618 |
120-113 |
|
0.500 |
120-095 |
|
0.382 |
120-077 |
|
LOW |
120-020 |
|
0.618 |
119-247 |
|
1.000 |
119-190 |
|
1.618 |
119-097 |
|
2.618 |
118-267 |
|
4.250 |
118-022 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-095 |
120-135 |
| PP |
120-077 |
120-103 |
| S1 |
120-058 |
120-072 |
|