ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
119-145 |
119-102 |
-0-043 |
-0.1% |
119-110 |
| High |
119-150 |
119-115 |
-0-035 |
-0.1% |
119-292 |
| Low |
119-000 |
118-287 |
-0-033 |
-0.1% |
119-090 |
| Close |
119-107 |
118-307 |
-0-120 |
-0.3% |
119-217 |
| Range |
0-150 |
0-148 |
-0-002 |
-1.3% |
0-202 |
| ATR |
0-118 |
0-120 |
0-002 |
1.9% |
0-000 |
| Volume |
944,262 |
636,265 |
-307,997 |
-32.6% |
2,913,426 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-147 |
120-055 |
119-068 |
|
| R3 |
119-319 |
119-227 |
119-028 |
|
| R2 |
119-171 |
119-171 |
119-014 |
|
| R1 |
119-079 |
119-079 |
119-001 |
119-051 |
| PP |
119-023 |
119-023 |
119-023 |
119-009 |
| S1 |
118-251 |
118-251 |
118-293 |
118-223 |
| S2 |
118-195 |
118-195 |
118-280 |
|
| S3 |
118-047 |
118-103 |
118-266 |
|
| S4 |
117-219 |
117-275 |
118-226 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-166 |
121-073 |
120-008 |
|
| R3 |
120-284 |
120-191 |
119-273 |
|
| R2 |
120-082 |
120-082 |
119-254 |
|
| R1 |
119-309 |
119-309 |
119-236 |
120-036 |
| PP |
119-200 |
119-200 |
119-200 |
119-223 |
| S1 |
119-107 |
119-107 |
119-198 |
119-154 |
| S2 |
118-318 |
118-318 |
119-180 |
|
| S3 |
118-116 |
118-225 |
119-161 |
|
| S4 |
117-234 |
118-023 |
119-106 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-104 |
|
2.618 |
120-182 |
|
1.618 |
120-034 |
|
1.000 |
119-263 |
|
0.618 |
119-206 |
|
HIGH |
119-115 |
|
0.618 |
119-058 |
|
0.500 |
119-041 |
|
0.382 |
119-024 |
|
LOW |
118-287 |
|
0.618 |
118-196 |
|
1.000 |
118-139 |
|
1.618 |
118-048 |
|
2.618 |
117-220 |
|
4.250 |
116-298 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
119-041 |
119-104 |
| PP |
119-023 |
119-065 |
| S1 |
119-005 |
119-026 |
|