ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
120-310 |
120-270 |
-0-040 |
-0.1% |
121-017 |
| High |
121-025 |
121-020 |
-0-005 |
0.0% |
121-097 |
| Low |
120-255 |
120-247 |
-0-008 |
0.0% |
120-252 |
| Close |
120-277 |
120-300 |
0-023 |
0.1% |
120-307 |
| Range |
0-090 |
0-093 |
0-003 |
3.3% |
0-165 |
| ATR |
0-121 |
0-119 |
-0-002 |
-1.6% |
0-000 |
| Volume |
455,542 |
491,481 |
35,939 |
7.9% |
2,548,231 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-255 |
121-210 |
121-031 |
|
| R3 |
121-162 |
121-117 |
121-006 |
|
| R2 |
121-069 |
121-069 |
120-317 |
|
| R1 |
121-024 |
121-024 |
120-309 |
121-046 |
| PP |
120-296 |
120-296 |
120-296 |
120-307 |
| S1 |
120-251 |
120-251 |
120-291 |
120-274 |
| S2 |
120-203 |
120-203 |
120-283 |
|
| S3 |
120-110 |
120-158 |
120-274 |
|
| S4 |
120-017 |
120-065 |
120-249 |
|
|
| 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 |
120-247 |
0-170 |
0.4% |
0-094 |
0.2% |
31% |
False |
True |
420,111 |
| 10 |
121-097 |
120-222 |
0-195 |
0.5% |
0-095 |
0.2% |
40% |
False |
False |
471,310 |
| 20 |
121-097 |
118-280 |
2-137 |
2.0% |
0-121 |
0.3% |
85% |
False |
False |
543,293 |
| 40 |
121-097 |
118-100 |
2-317 |
2.5% |
0-128 |
0.3% |
88% |
False |
False |
485,894 |
| 60 |
121-097 |
118-100 |
2-317 |
2.5% |
0-105 |
0.3% |
88% |
False |
False |
324,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-095 |
|
2.618 |
121-263 |
|
1.618 |
121-170 |
|
1.000 |
121-113 |
|
0.618 |
121-077 |
|
HIGH |
121-020 |
|
0.618 |
120-304 |
|
0.500 |
120-294 |
|
0.382 |
120-283 |
|
LOW |
120-247 |
|
0.618 |
120-190 |
|
1.000 |
120-154 |
|
1.618 |
120-097 |
|
2.618 |
120-004 |
|
4.250 |
119-172 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-298 |
120-310 |
| PP |
120-296 |
120-306 |
| S1 |
120-294 |
120-303 |
|