ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
120-060 |
119-280 |
-0-100 |
-0.3% |
120-220 |
| High |
120-060 |
119-290 |
-0-090 |
-0.2% |
120-250 |
| Low |
119-200 |
119-150 |
-0-050 |
-0.1% |
119-150 |
| Close |
119-290 |
119-220 |
-0-070 |
-0.2% |
119-220 |
| Range |
0-180 |
0-140 |
-0-040 |
-22.2% |
1-100 |
| ATR |
0-090 |
0-094 |
0-004 |
4.0% |
0-000 |
| Volume |
3,760 |
14,806 |
11,046 |
293.8% |
28,079 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-000 |
120-250 |
119-297 |
|
| R3 |
120-180 |
120-110 |
119-258 |
|
| R2 |
120-040 |
120-040 |
119-246 |
|
| R1 |
119-290 |
119-290 |
119-233 |
119-255 |
| PP |
119-220 |
119-220 |
119-220 |
119-202 |
| S1 |
119-150 |
119-150 |
119-207 |
119-115 |
| S2 |
119-080 |
119-080 |
119-194 |
|
| S3 |
118-260 |
119-010 |
119-182 |
|
| S4 |
118-120 |
118-190 |
119-143 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-293 |
123-037 |
120-131 |
|
| R3 |
122-193 |
121-257 |
120-016 |
|
| R2 |
121-093 |
121-093 |
119-297 |
|
| R1 |
120-157 |
120-157 |
119-258 |
120-075 |
| PP |
119-313 |
119-313 |
119-313 |
119-272 |
| S1 |
119-057 |
119-057 |
119-182 |
118-295 |
| S2 |
118-213 |
118-213 |
119-143 |
|
| S3 |
117-113 |
117-277 |
119-104 |
|
| S4 |
116-013 |
116-177 |
118-309 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-245 |
|
2.618 |
121-017 |
|
1.618 |
120-197 |
|
1.000 |
120-110 |
|
0.618 |
120-057 |
|
HIGH |
119-290 |
|
0.618 |
119-237 |
|
0.500 |
119-220 |
|
0.382 |
119-203 |
|
LOW |
119-150 |
|
0.618 |
119-063 |
|
1.000 |
119-010 |
|
1.618 |
118-243 |
|
2.618 |
118-103 |
|
4.250 |
117-195 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
119-220 |
119-270 |
| PP |
119-220 |
119-253 |
| S1 |
119-220 |
119-237 |
|