ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
121-070 |
121-002 |
-0-068 |
-0.2% |
121-017 |
| High |
121-072 |
121-052 |
-0-020 |
-0.1% |
121-097 |
| Low |
120-290 |
120-302 |
0-012 |
0.0% |
120-252 |
| Close |
120-307 |
120-307 |
0-000 |
0.0% |
120-307 |
| Range |
0-102 |
0-070 |
-0-032 |
-31.4% |
0-165 |
| ATR |
0-127 |
0-123 |
-0-004 |
-3.2% |
0-000 |
| Volume |
370,634 |
290,008 |
-80,626 |
-21.8% |
2,548,231 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-217 |
121-172 |
121-026 |
|
| R3 |
121-147 |
121-102 |
121-006 |
|
| R2 |
121-077 |
121-077 |
121-000 |
|
| R1 |
121-032 |
121-032 |
120-313 |
121-020 |
| PP |
121-007 |
121-007 |
121-007 |
121-001 |
| S1 |
120-282 |
120-282 |
120-301 |
120-270 |
| S2 |
120-257 |
120-257 |
120-294 |
|
| S3 |
120-187 |
120-212 |
120-288 |
|
| S4 |
120-117 |
120-142 |
120-268 |
|
|
| 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% |
0-099 |
0.3% |
33% |
False |
False |
449,104 |
| 10 |
121-097 |
120-165 |
0-252 |
0.7% |
0-095 |
0.2% |
56% |
False |
False |
479,071 |
| 20 |
121-097 |
118-262 |
2-155 |
2.1% |
0-123 |
0.3% |
86% |
False |
False |
564,967 |
| 40 |
121-097 |
118-100 |
2-317 |
2.5% |
0-128 |
0.3% |
89% |
False |
False |
462,255 |
| 60 |
121-097 |
118-100 |
2-317 |
2.5% |
0-103 |
0.3% |
89% |
False |
False |
308,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-030 |
|
2.618 |
121-235 |
|
1.618 |
121-165 |
|
1.000 |
121-122 |
|
0.618 |
121-095 |
|
HIGH |
121-052 |
|
0.618 |
121-025 |
|
0.500 |
121-017 |
|
0.382 |
121-009 |
|
LOW |
120-302 |
|
0.618 |
120-259 |
|
1.000 |
120-232 |
|
1.618 |
120-189 |
|
2.618 |
120-119 |
|
4.250 |
120-004 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-017 |
121-034 |
| PP |
121-007 |
121-018 |
| S1 |
120-317 |
121-002 |
|