ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
120-295 |
121-040 |
0-065 |
0.2% |
121-002 |
| High |
121-035 |
121-040 |
0-005 |
0.0% |
121-052 |
| Low |
120-277 |
120-242 |
-0-035 |
-0.1% |
120-210 |
| Close |
121-002 |
120-270 |
-0-052 |
-0.1% |
121-002 |
| Range |
0-078 |
0-118 |
0-040 |
51.3% |
0-162 |
| ATR |
0-114 |
0-114 |
0-000 |
0.3% |
0-000 |
| Volume |
383,767 |
76,186 |
-307,581 |
-80.1% |
2,269,759 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-005 |
121-255 |
121-015 |
|
| R3 |
121-207 |
121-137 |
120-302 |
|
| R2 |
121-089 |
121-089 |
120-292 |
|
| R1 |
121-019 |
121-019 |
120-281 |
120-315 |
| PP |
120-291 |
120-291 |
120-291 |
120-278 |
| S1 |
120-221 |
120-221 |
120-259 |
120-197 |
| S2 |
120-173 |
120-173 |
120-248 |
|
| S3 |
120-055 |
120-103 |
120-238 |
|
| S4 |
119-257 |
119-305 |
120-205 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-147 |
122-077 |
121-091 |
|
| R3 |
121-305 |
121-235 |
121-047 |
|
| R2 |
121-143 |
121-143 |
121-032 |
|
| R1 |
121-073 |
121-073 |
121-017 |
121-083 |
| PP |
120-301 |
120-301 |
120-301 |
120-306 |
| S1 |
120-231 |
120-231 |
120-307 |
120-241 |
| S2 |
120-139 |
120-139 |
120-292 |
|
| S3 |
119-297 |
120-069 |
120-277 |
|
| S4 |
119-135 |
119-227 |
120-233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-040 |
120-210 |
0-150 |
0.4% |
0-094 |
0.2% |
40% |
True |
False |
411,187 |
| 10 |
121-097 |
120-210 |
0-207 |
0.5% |
0-096 |
0.2% |
29% |
False |
False |
430,145 |
| 20 |
121-097 |
119-140 |
1-277 |
1.5% |
0-114 |
0.3% |
75% |
False |
False |
505,207 |
| 40 |
121-097 |
118-100 |
2-317 |
2.5% |
0-126 |
0.3% |
85% |
False |
False |
512,951 |
| 60 |
121-097 |
118-100 |
2-317 |
2.5% |
0-109 |
0.3% |
85% |
False |
False |
342,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-222 |
|
2.618 |
122-029 |
|
1.618 |
121-231 |
|
1.000 |
121-158 |
|
0.618 |
121-113 |
|
HIGH |
121-040 |
|
0.618 |
120-315 |
|
0.500 |
120-301 |
|
0.382 |
120-287 |
|
LOW |
120-242 |
|
0.618 |
120-169 |
|
1.000 |
120-124 |
|
1.618 |
120-051 |
|
2.618 |
119-253 |
|
4.250 |
119-060 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-301 |
120-285 |
| PP |
120-291 |
120-280 |
| S1 |
120-280 |
120-275 |
|