ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
119-250 |
119-100 |
-0-150 |
-0.4% |
120-220 |
| High |
119-260 |
119-110 |
-0-150 |
-0.4% |
120-250 |
| Low |
119-100 |
119-000 |
-0-100 |
-0.3% |
119-150 |
| Close |
119-150 |
119-020 |
-0-130 |
-0.3% |
119-220 |
| Range |
0-160 |
0-110 |
-0-050 |
-31.3% |
1-100 |
| ATR |
0-099 |
0-103 |
0-004 |
3.7% |
0-000 |
| Volume |
101,777 |
77,077 |
-24,700 |
-24.3% |
28,079 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-053 |
119-307 |
119-080 |
|
| R3 |
119-263 |
119-197 |
119-050 |
|
| R2 |
119-153 |
119-153 |
119-040 |
|
| R1 |
119-087 |
119-087 |
119-030 |
119-065 |
| PP |
119-043 |
119-043 |
119-043 |
119-032 |
| S1 |
118-297 |
118-297 |
119-010 |
118-275 |
| S2 |
118-253 |
118-253 |
119-000 |
|
| S3 |
118-143 |
118-187 |
118-310 |
|
| S4 |
118-033 |
118-077 |
118-280 |
|
|
| 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 |
120-258 |
|
2.618 |
120-078 |
|
1.618 |
119-288 |
|
1.000 |
119-220 |
|
0.618 |
119-178 |
|
HIGH |
119-110 |
|
0.618 |
119-068 |
|
0.500 |
119-055 |
|
0.382 |
119-042 |
|
LOW |
119-000 |
|
0.618 |
118-252 |
|
1.000 |
118-210 |
|
1.618 |
118-142 |
|
2.618 |
118-032 |
|
4.250 |
117-172 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
119-055 |
119-130 |
| PP |
119-043 |
119-093 |
| S1 |
119-032 |
119-057 |
|