ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
121-030 |
121-070 |
0-040 |
0.1% |
121-017 |
| High |
121-097 |
121-072 |
-0-025 |
-0.1% |
121-097 |
| Low |
120-300 |
120-290 |
-0-010 |
0.0% |
120-252 |
| Close |
121-055 |
120-307 |
-0-068 |
-0.2% |
120-307 |
| Range |
0-117 |
0-102 |
-0-015 |
-12.8% |
0-165 |
| ATR |
0-129 |
0-127 |
-0-002 |
-1.5% |
0-000 |
| Volume |
492,891 |
370,634 |
-122,257 |
-24.8% |
2,548,231 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-316 |
121-253 |
121-043 |
|
| R3 |
121-214 |
121-151 |
121-015 |
|
| R2 |
121-112 |
121-112 |
121-006 |
|
| R1 |
121-049 |
121-049 |
120-316 |
121-030 |
| PP |
121-010 |
121-010 |
121-010 |
121-000 |
| S1 |
120-267 |
120-267 |
120-298 |
120-248 |
| S2 |
120-228 |
120-228 |
120-288 |
|
| S3 |
120-126 |
120-165 |
120-279 |
|
| S4 |
120-024 |
120-063 |
120-251 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-180 |
122-089 |
121-078 |
|
| R3 |
122-015 |
121-244 |
121-032 |
|
| R2 |
121-170 |
121-170 |
121-017 |
|
| R1 |
121-079 |
121-079 |
121-002 |
121-042 |
| PP |
121-005 |
121-005 |
121-005 |
120-307 |
| S1 |
120-234 |
120-234 |
120-292 |
120-197 |
| S2 |
120-160 |
120-160 |
120-277 |
|
| S3 |
119-315 |
120-069 |
120-262 |
|
| S4 |
119-150 |
119-224 |
120-216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-097 |
120-252 |
0-165 |
0.4% |
0-105 |
0.3% |
33% |
False |
False |
509,646 |
| 10 |
121-097 |
120-082 |
1-015 |
0.9% |
0-098 |
0.3% |
67% |
False |
False |
486,099 |
| 20 |
121-097 |
118-262 |
2-155 |
2.1% |
0-126 |
0.3% |
86% |
False |
False |
578,470 |
| 40 |
121-097 |
118-100 |
2-317 |
2.5% |
0-127 |
0.3% |
89% |
False |
False |
455,023 |
| 60 |
121-097 |
118-100 |
2-317 |
2.5% |
0-104 |
0.3% |
89% |
False |
False |
303,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-186 |
|
2.618 |
122-019 |
|
1.618 |
121-237 |
|
1.000 |
121-174 |
|
0.618 |
121-135 |
|
HIGH |
121-072 |
|
0.618 |
121-033 |
|
0.500 |
121-021 |
|
0.382 |
121-009 |
|
LOW |
120-290 |
|
0.618 |
120-227 |
|
1.000 |
120-188 |
|
1.618 |
120-125 |
|
2.618 |
120-023 |
|
4.250 |
119-176 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-021 |
121-014 |
| PP |
121-010 |
121-005 |
| S1 |
120-318 |
120-316 |
|