ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
121-255 |
121-102 |
-0-153 |
-0.4% |
121-132 |
| High |
122-052 |
121-135 |
-0-237 |
-0.6% |
122-052 |
| Low |
121-055 |
121-082 |
0-027 |
0.1% |
121-055 |
| Close |
121-105 |
121-087 |
-0-018 |
0.0% |
121-105 |
| Range |
0-317 |
0-053 |
-0-264 |
-83.3% |
0-317 |
| ATR |
0-111 |
0-107 |
-0-004 |
-3.7% |
0-000 |
| Volume |
748,865 |
79,836 |
-669,029 |
-89.3% |
2,951,267 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-260 |
121-227 |
121-116 |
|
| R3 |
121-207 |
121-174 |
121-102 |
|
| R2 |
121-154 |
121-154 |
121-097 |
|
| R1 |
121-121 |
121-121 |
121-092 |
121-111 |
| PP |
121-101 |
121-101 |
121-101 |
121-096 |
| S1 |
121-068 |
121-068 |
121-082 |
121-058 |
| S2 |
121-048 |
121-048 |
121-077 |
|
| S3 |
120-315 |
121-015 |
121-072 |
|
| S4 |
120-262 |
120-282 |
121-058 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-168 |
123-294 |
121-279 |
|
| R3 |
123-171 |
122-297 |
121-192 |
|
| R2 |
122-174 |
122-174 |
121-163 |
|
| R1 |
121-300 |
121-300 |
121-134 |
121-238 |
| PP |
121-177 |
121-177 |
121-177 |
121-147 |
| S1 |
120-303 |
120-303 |
121-076 |
120-242 |
| S2 |
120-180 |
120-180 |
121-047 |
|
| S3 |
119-183 |
119-306 |
121-018 |
|
| S4 |
118-186 |
118-309 |
120-251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-052 |
121-055 |
0-317 |
0.8% |
0-135 |
0.3% |
10% |
False |
False |
549,666 |
| 10 |
122-052 |
121-055 |
0-317 |
0.8% |
0-110 |
0.3% |
10% |
False |
False |
512,448 |
| 20 |
122-052 |
120-230 |
1-142 |
1.2% |
0-096 |
0.2% |
38% |
False |
False |
471,918 |
| 40 |
122-052 |
119-140 |
2-232 |
2.2% |
0-105 |
0.3% |
67% |
False |
False |
488,563 |
| 60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-116 |
0.3% |
77% |
False |
False |
499,273 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-106 |
0.3% |
77% |
False |
False |
375,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-040 |
|
2.618 |
121-274 |
|
1.618 |
121-221 |
|
1.000 |
121-188 |
|
0.618 |
121-168 |
|
HIGH |
121-135 |
|
0.618 |
121-115 |
|
0.500 |
121-108 |
|
0.382 |
121-102 |
|
LOW |
121-082 |
|
0.618 |
121-049 |
|
1.000 |
121-029 |
|
1.618 |
120-316 |
|
2.618 |
120-263 |
|
4.250 |
120-177 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-108 |
121-214 |
| PP |
121-101 |
121-171 |
| S1 |
121-094 |
121-129 |
|