ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
120-255 |
120-292 |
0-037 |
0.1% |
121-002 |
| High |
121-000 |
121-042 |
0-042 |
0.1% |
121-052 |
| Low |
120-245 |
120-230 |
-0-015 |
0.0% |
120-210 |
| Close |
120-295 |
121-035 |
0-060 |
0.2% |
121-002 |
| Range |
0-075 |
0-132 |
0-057 |
76.0% |
0-162 |
| ATR |
0-111 |
0-113 |
0-001 |
1.3% |
0-000 |
| Volume |
431,929 |
551,949 |
120,020 |
27.8% |
2,269,759 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-072 |
122-025 |
121-108 |
|
| R3 |
121-260 |
121-213 |
121-071 |
|
| R2 |
121-128 |
121-128 |
121-059 |
|
| R1 |
121-081 |
121-081 |
121-047 |
121-104 |
| PP |
120-316 |
120-316 |
120-316 |
121-007 |
| S1 |
120-269 |
120-269 |
121-023 |
120-292 |
| S2 |
120-184 |
120-184 |
121-011 |
|
| S3 |
120-052 |
120-137 |
120-319 |
|
| S4 |
119-240 |
120-005 |
120-282 |
|
|
| 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 |
121-042 |
120-210 |
0-152 |
0.4% |
0-099 |
0.3% |
95% |
True |
False |
418,558 |
| 10 |
121-097 |
120-210 |
0-207 |
0.5% |
0-096 |
0.2% |
70% |
False |
False |
419,334 |
| 20 |
121-097 |
120-070 |
1-027 |
0.9% |
0-100 |
0.3% |
82% |
False |
False |
472,640 |
| 40 |
121-097 |
118-100 |
2-317 |
2.5% |
0-127 |
0.3% |
94% |
False |
False |
537,079 |
| 60 |
121-097 |
118-100 |
2-317 |
2.5% |
0-112 |
0.3% |
94% |
False |
False |
359,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-283 |
|
2.618 |
122-068 |
|
1.618 |
121-256 |
|
1.000 |
121-174 |
|
0.618 |
121-124 |
|
HIGH |
121-042 |
|
0.618 |
120-312 |
|
0.500 |
120-296 |
|
0.382 |
120-280 |
|
LOW |
120-230 |
|
0.618 |
120-148 |
|
1.000 |
120-098 |
|
1.618 |
120-016 |
|
2.618 |
119-204 |
|
4.250 |
118-309 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-015 |
121-015 |
| PP |
120-316 |
120-316 |
| S1 |
120-296 |
120-296 |
|