ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
121-117 |
121-115 |
-0-002 |
0.0% |
121-040 |
| High |
121-187 |
121-137 |
-0-050 |
-0.1% |
121-187 |
| Low |
121-112 |
121-075 |
-0-037 |
-0.1% |
120-230 |
| Close |
121-120 |
121-095 |
-0-025 |
-0.1% |
121-120 |
| Range |
0-075 |
0-062 |
-0-013 |
-17.3% |
0-277 |
| ATR |
0-111 |
0-107 |
-0-003 |
-3.1% |
0-000 |
| Volume |
470,229 |
289,461 |
-180,768 |
-38.4% |
2,069,453 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-288 |
121-254 |
121-129 |
|
| R3 |
121-226 |
121-192 |
121-112 |
|
| R2 |
121-164 |
121-164 |
121-106 |
|
| R1 |
121-130 |
121-130 |
121-101 |
121-116 |
| PP |
121-102 |
121-102 |
121-102 |
121-096 |
| S1 |
121-068 |
121-068 |
121-089 |
121-054 |
| S2 |
121-040 |
121-040 |
121-084 |
|
| S3 |
120-298 |
121-006 |
121-078 |
|
| S4 |
120-236 |
120-264 |
121-061 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-263 |
123-149 |
121-272 |
|
| R3 |
122-306 |
122-192 |
121-196 |
|
| R2 |
122-029 |
122-029 |
121-171 |
|
| R1 |
121-235 |
121-235 |
121-145 |
121-292 |
| PP |
121-072 |
121-072 |
121-072 |
121-101 |
| S1 |
120-278 |
120-278 |
121-095 |
121-015 |
| S2 |
120-115 |
120-115 |
121-069 |
|
| S3 |
119-158 |
120-001 |
121-044 |
|
| S4 |
118-201 |
119-044 |
120-288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-187 |
120-230 |
0-277 |
0.7% |
0-093 |
0.2% |
67% |
False |
False |
456,545 |
| 10 |
121-187 |
120-210 |
0-297 |
0.8% |
0-093 |
0.2% |
69% |
False |
False |
433,866 |
| 20 |
121-187 |
120-165 |
1-022 |
0.9% |
0-094 |
0.2% |
73% |
False |
False |
456,469 |
| 40 |
121-187 |
118-100 |
3-087 |
2.7% |
0-122 |
0.3% |
91% |
False |
False |
562,285 |
| 60 |
121-187 |
118-100 |
3-087 |
2.7% |
0-113 |
0.3% |
91% |
False |
False |
380,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-080 |
|
2.618 |
121-299 |
|
1.618 |
121-237 |
|
1.000 |
121-199 |
|
0.618 |
121-175 |
|
HIGH |
121-137 |
|
0.618 |
121-113 |
|
0.500 |
121-106 |
|
0.382 |
121-099 |
|
LOW |
121-075 |
|
0.618 |
121-037 |
|
1.000 |
121-013 |
|
1.618 |
120-295 |
|
2.618 |
120-233 |
|
4.250 |
120-132 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-106 |
121-111 |
| PP |
121-102 |
121-106 |
| S1 |
121-099 |
121-100 |
|