ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
121-210 |
121-262 |
0-052 |
0.1% |
121-102 |
| High |
121-282 |
121-275 |
-0-007 |
0.0% |
121-247 |
| Low |
121-202 |
121-195 |
-0-007 |
0.0% |
121-030 |
| Close |
121-257 |
121-200 |
-0-057 |
-0.1% |
121-217 |
| Range |
0-080 |
0-080 |
0-000 |
0.0% |
0-217 |
| ATR |
0-104 |
0-102 |
-0-002 |
-1.6% |
0-000 |
| Volume |
366,112 |
509,313 |
143,201 |
39.1% |
2,160,987 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-143 |
122-092 |
121-244 |
|
| R3 |
122-063 |
122-012 |
121-222 |
|
| R2 |
121-303 |
121-303 |
121-215 |
|
| R1 |
121-252 |
121-252 |
121-207 |
121-238 |
| PP |
121-223 |
121-223 |
121-223 |
121-216 |
| S1 |
121-172 |
121-172 |
121-193 |
121-158 |
| S2 |
121-143 |
121-143 |
121-185 |
|
| S3 |
121-063 |
121-092 |
121-178 |
|
| S4 |
120-303 |
121-012 |
121-156 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-176 |
123-093 |
122-016 |
|
| R3 |
122-279 |
122-196 |
121-277 |
|
| R2 |
122-062 |
122-062 |
121-257 |
|
| R1 |
121-299 |
121-299 |
121-237 |
122-020 |
| PP |
121-165 |
121-165 |
121-165 |
121-185 |
| S1 |
121-082 |
121-082 |
121-197 |
121-124 |
| S2 |
120-268 |
120-268 |
121-177 |
|
| S3 |
120-051 |
120-185 |
121-157 |
|
| S4 |
119-154 |
119-288 |
121-098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-282 |
121-047 |
0-235 |
0.6% |
0-094 |
0.2% |
65% |
False |
False |
498,557 |
| 10 |
122-052 |
121-030 |
1-022 |
0.9% |
0-113 |
0.3% |
50% |
False |
False |
513,717 |
| 20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-094 |
0.2% |
50% |
False |
False |
478,504 |
| 40 |
122-052 |
120-195 |
1-177 |
1.3% |
0-095 |
0.2% |
65% |
False |
False |
468,089 |
| 60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-113 |
0.3% |
86% |
False |
False |
539,108 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-109 |
0.3% |
86% |
False |
False |
411,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-295 |
|
2.618 |
122-164 |
|
1.618 |
122-084 |
|
1.000 |
122-035 |
|
0.618 |
122-004 |
|
HIGH |
121-275 |
|
0.618 |
121-244 |
|
0.500 |
121-235 |
|
0.382 |
121-226 |
|
LOW |
121-195 |
|
0.618 |
121-146 |
|
1.000 |
121-115 |
|
1.618 |
121-066 |
|
2.618 |
120-306 |
|
4.250 |
120-175 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-235 |
121-234 |
| PP |
121-223 |
121-223 |
| S1 |
121-212 |
121-212 |
|