ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
121-050 |
121-205 |
0-155 |
0.4% |
121-132 |
| High |
121-217 |
121-247 |
0-030 |
0.1% |
122-052 |
| Low |
121-047 |
121-162 |
0-115 |
0.3% |
121-055 |
| Close |
121-135 |
121-230 |
0-095 |
0.2% |
121-105 |
| Range |
0-170 |
0-085 |
-0-085 |
-50.0% |
0-317 |
| ATR |
0-109 |
0-109 |
0-000 |
0.2% |
0-000 |
| Volume |
516,469 |
682,710 |
166,241 |
32.2% |
2,951,267 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-148 |
122-114 |
121-277 |
|
| R3 |
122-063 |
122-029 |
121-253 |
|
| R2 |
121-298 |
121-298 |
121-246 |
|
| R1 |
121-264 |
121-264 |
121-238 |
121-281 |
| PP |
121-213 |
121-213 |
121-213 |
121-222 |
| S1 |
121-179 |
121-179 |
121-222 |
121-196 |
| S2 |
121-128 |
121-128 |
121-214 |
|
| S3 |
121-043 |
121-094 |
121-207 |
|
| S4 |
120-278 |
121-009 |
121-183 |
|
|
| 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% |
0-139 |
0.4% |
58% |
False |
False |
498,333 |
| 10 |
122-052 |
121-030 |
1-022 |
0.9% |
0-115 |
0.3% |
58% |
False |
False |
521,560 |
| 20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-096 |
0.2% |
58% |
False |
False |
478,914 |
| 40 |
122-052 |
120-070 |
1-302 |
1.6% |
0-097 |
0.2% |
77% |
False |
False |
470,334 |
| 60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-116 |
0.3% |
88% |
False |
False |
524,980 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-108 |
0.3% |
88% |
False |
False |
395,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-288 |
|
2.618 |
122-150 |
|
1.618 |
122-065 |
|
1.000 |
122-012 |
|
0.618 |
121-300 |
|
HIGH |
121-247 |
|
0.618 |
121-215 |
|
0.500 |
121-204 |
|
0.382 |
121-194 |
|
LOW |
121-162 |
|
0.618 |
121-109 |
|
1.000 |
121-077 |
|
1.618 |
121-024 |
|
2.618 |
120-259 |
|
4.250 |
120-121 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-222 |
121-200 |
| PP |
121-213 |
121-169 |
| S1 |
121-204 |
121-138 |
|