ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
121-202 |
121-190 |
-0-012 |
0.0% |
121-040 |
| High |
121-250 |
121-232 |
-0-018 |
0.0% |
121-187 |
| Low |
121-187 |
121-170 |
-0-017 |
0.0% |
120-230 |
| Close |
121-215 |
121-175 |
-0-040 |
-0.1% |
121-120 |
| Range |
0-063 |
0-062 |
-0-001 |
-1.6% |
0-277 |
| ATR |
0-105 |
0-102 |
-0-003 |
-2.9% |
0-000 |
| Volume |
487,778 |
429,412 |
-58,366 |
-12.0% |
2,069,453 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-058 |
122-019 |
121-209 |
|
| R3 |
121-316 |
121-277 |
121-192 |
|
| R2 |
121-254 |
121-254 |
121-186 |
|
| R1 |
121-215 |
121-215 |
121-181 |
121-204 |
| PP |
121-192 |
121-192 |
121-192 |
121-187 |
| S1 |
121-153 |
121-153 |
121-169 |
121-142 |
| S2 |
121-130 |
121-130 |
121-164 |
|
| S3 |
121-068 |
121-091 |
121-158 |
|
| S4 |
121-006 |
121-029 |
121-141 |
|
|
| 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 |
121-250 |
121-075 |
0-175 |
0.4% |
0-077 |
0.2% |
57% |
False |
False |
443,800 |
| 10 |
121-250 |
120-230 |
1-020 |
0.9% |
0-091 |
0.2% |
78% |
False |
False |
420,199 |
| 20 |
121-250 |
120-210 |
1-040 |
0.9% |
0-095 |
0.2% |
79% |
False |
False |
454,665 |
| 40 |
121-250 |
118-100 |
3-150 |
2.9% |
0-119 |
0.3% |
93% |
False |
False |
556,954 |
| 60 |
121-250 |
118-100 |
3-150 |
2.9% |
0-113 |
0.3% |
93% |
False |
False |
404,981 |
| 80 |
121-250 |
118-100 |
3-150 |
2.9% |
0-095 |
0.2% |
93% |
False |
False |
303,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-176 |
|
2.618 |
122-074 |
|
1.618 |
122-012 |
|
1.000 |
121-294 |
|
0.618 |
121-270 |
|
HIGH |
121-232 |
|
0.618 |
121-208 |
|
0.500 |
121-201 |
|
0.382 |
121-194 |
|
LOW |
121-170 |
|
0.618 |
121-132 |
|
1.000 |
121-108 |
|
1.618 |
121-070 |
|
2.618 |
121-008 |
|
4.250 |
120-226 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-201 |
121-173 |
| PP |
121-192 |
121-171 |
| S1 |
121-184 |
121-168 |
|