ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
121-102 |
121-085 |
-0-017 |
0.0% |
121-132 |
| High |
121-135 |
121-102 |
-0-033 |
-0.1% |
122-052 |
| Low |
121-082 |
121-030 |
-0-052 |
-0.1% |
121-055 |
| Close |
121-087 |
121-047 |
-0-040 |
-0.1% |
121-105 |
| Range |
0-053 |
0-072 |
0-019 |
35.8% |
0-317 |
| ATR |
0-107 |
0-105 |
-0-003 |
-2.3% |
0-000 |
| Volume |
79,836 |
463,789 |
383,953 |
480.9% |
2,951,267 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-276 |
121-233 |
121-087 |
|
| R3 |
121-204 |
121-161 |
121-067 |
|
| R2 |
121-132 |
121-132 |
121-060 |
|
| R1 |
121-089 |
121-089 |
121-054 |
121-074 |
| PP |
121-060 |
121-060 |
121-060 |
121-052 |
| S1 |
121-017 |
121-017 |
121-040 |
121-002 |
| S2 |
120-308 |
120-308 |
121-034 |
|
| S3 |
120-236 |
120-265 |
121-027 |
|
| S4 |
120-164 |
120-193 |
121-007 |
|
|
| 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 |
121-030 |
1-022 |
0.9% |
0-132 |
0.3% |
5% |
False |
True |
528,878 |
| 10 |
122-052 |
121-030 |
1-022 |
0.9% |
0-112 |
0.3% |
5% |
False |
True |
520,575 |
| 20 |
122-052 |
120-230 |
1-142 |
1.2% |
0-096 |
0.2% |
30% |
False |
False |
473,511 |
| 40 |
122-052 |
119-140 |
2-232 |
2.2% |
0-105 |
0.3% |
63% |
False |
False |
486,306 |
| 60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-116 |
0.3% |
74% |
False |
False |
506,866 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-107 |
0.3% |
74% |
False |
False |
380,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-088 |
|
2.618 |
121-290 |
|
1.618 |
121-218 |
|
1.000 |
121-174 |
|
0.618 |
121-146 |
|
HIGH |
121-102 |
|
0.618 |
121-074 |
|
0.500 |
121-066 |
|
0.382 |
121-058 |
|
LOW |
121-030 |
|
0.618 |
120-306 |
|
1.000 |
120-278 |
|
1.618 |
120-234 |
|
2.618 |
120-162 |
|
4.250 |
120-044 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-066 |
121-201 |
| PP |
121-060 |
121-150 |
| S1 |
121-053 |
121-098 |
|