ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
121-132 |
121-165 |
0-033 |
0.1% |
121-217 |
| High |
121-190 |
121-182 |
-0-008 |
0.0% |
121-305 |
| Low |
121-122 |
121-097 |
-0-025 |
-0.1% |
121-125 |
| Close |
121-175 |
121-137 |
-0-038 |
-0.1% |
121-140 |
| Range |
0-068 |
0-085 |
0-017 |
25.0% |
0-180 |
| ATR |
0-094 |
0-093 |
-0-001 |
-0.7% |
0-000 |
| Volume |
282,773 |
567,728 |
284,955 |
100.8% |
2,383,094 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-074 |
122-030 |
121-184 |
|
| R3 |
121-309 |
121-265 |
121-160 |
|
| R2 |
121-224 |
121-224 |
121-153 |
|
| R1 |
121-180 |
121-180 |
121-145 |
121-160 |
| PP |
121-139 |
121-139 |
121-139 |
121-128 |
| S1 |
121-095 |
121-095 |
121-129 |
121-074 |
| S2 |
121-054 |
121-054 |
121-121 |
|
| S3 |
120-289 |
121-010 |
121-114 |
|
| S4 |
120-204 |
120-245 |
121-090 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-090 |
122-295 |
121-239 |
|
| R3 |
122-230 |
122-115 |
121-190 |
|
| R2 |
122-050 |
122-050 |
121-173 |
|
| R1 |
121-255 |
121-255 |
121-156 |
121-222 |
| PP |
121-190 |
121-190 |
121-190 |
121-174 |
| S1 |
121-075 |
121-075 |
121-124 |
121-042 |
| S2 |
121-010 |
121-010 |
121-107 |
|
| S3 |
120-150 |
120-215 |
121-090 |
|
| S4 |
119-290 |
120-035 |
121-041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-305 |
121-097 |
0-208 |
0.5% |
0-093 |
0.2% |
19% |
False |
True |
512,273 |
| 10 |
121-305 |
121-097 |
0-208 |
0.5% |
0-075 |
0.2% |
19% |
False |
True |
443,291 |
| 20 |
121-305 |
120-210 |
1-095 |
1.1% |
0-086 |
0.2% |
60% |
False |
False |
442,907 |
| 40 |
121-305 |
118-262 |
3-043 |
2.6% |
0-104 |
0.3% |
83% |
False |
False |
501,272 |
| 60 |
121-305 |
118-100 |
3-205 |
3.0% |
0-115 |
0.3% |
86% |
False |
False |
463,393 |
| 80 |
121-305 |
118-100 |
3-205 |
3.0% |
0-100 |
0.3% |
86% |
False |
False |
347,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-223 |
|
2.618 |
122-085 |
|
1.618 |
122-000 |
|
1.000 |
121-267 |
|
0.618 |
121-235 |
|
HIGH |
121-182 |
|
0.618 |
121-150 |
|
0.500 |
121-140 |
|
0.382 |
121-129 |
|
LOW |
121-097 |
|
0.618 |
121-044 |
|
1.000 |
121-012 |
|
1.618 |
120-279 |
|
2.618 |
120-194 |
|
4.250 |
120-056 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-140 |
121-150 |
| PP |
121-139 |
121-145 |
| S1 |
121-138 |
121-141 |
|