ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
121-187 |
121-207 |
0-020 |
0.1% |
121-210 |
| High |
121-240 |
121-230 |
-0-010 |
0.0% |
121-282 |
| Low |
121-135 |
121-180 |
0-045 |
0.1% |
121-135 |
| Close |
121-207 |
121-220 |
0-013 |
0.0% |
121-220 |
| Range |
0-105 |
0-050 |
-0-055 |
-52.4% |
0-147 |
| ATR |
0-103 |
0-099 |
-0-004 |
-3.7% |
0-000 |
| Volume |
944,233 |
716,871 |
-227,362 |
-24.1% |
3,548,448 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-040 |
122-020 |
121-248 |
|
| R3 |
121-310 |
121-290 |
121-234 |
|
| R2 |
121-260 |
121-260 |
121-229 |
|
| R1 |
121-240 |
121-240 |
121-225 |
121-250 |
| PP |
121-210 |
121-210 |
121-210 |
121-215 |
| S1 |
121-190 |
121-190 |
121-215 |
121-200 |
| S2 |
121-160 |
121-160 |
121-211 |
|
| S3 |
121-110 |
121-140 |
121-206 |
|
| S4 |
121-060 |
121-090 |
121-192 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-013 |
122-264 |
121-301 |
|
| R3 |
122-186 |
122-117 |
121-260 |
|
| R2 |
122-039 |
122-039 |
121-247 |
|
| R1 |
121-290 |
121-290 |
121-233 |
122-004 |
| PP |
121-212 |
121-212 |
121-212 |
121-230 |
| S1 |
121-143 |
121-143 |
121-207 |
121-178 |
| S2 |
121-065 |
121-065 |
121-193 |
|
| S3 |
120-238 |
120-316 |
121-180 |
|
| S4 |
120-091 |
120-169 |
121-139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-282 |
121-135 |
0-147 |
0.4% |
0-085 |
0.2% |
58% |
False |
False |
709,689 |
| 10 |
121-282 |
121-030 |
0-252 |
0.6% |
0-086 |
0.2% |
75% |
False |
False |
570,943 |
| 20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-098 |
0.3% |
56% |
False |
False |
552,189 |
| 40 |
122-052 |
120-210 |
1-162 |
1.2% |
0-095 |
0.2% |
68% |
False |
False |
499,053 |
| 60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-111 |
0.3% |
88% |
False |
False |
550,540 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-109 |
0.3% |
88% |
False |
False |
445,291 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-096 |
0.2% |
88% |
False |
False |
356,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-122 |
|
2.618 |
122-041 |
|
1.618 |
121-311 |
|
1.000 |
121-280 |
|
0.618 |
121-261 |
|
HIGH |
121-230 |
|
0.618 |
121-211 |
|
0.500 |
121-205 |
|
0.382 |
121-199 |
|
LOW |
121-180 |
|
0.618 |
121-149 |
|
1.000 |
121-130 |
|
1.618 |
121-099 |
|
2.618 |
121-049 |
|
4.250 |
120-288 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-215 |
121-215 |
| PP |
121-210 |
121-210 |
| S1 |
121-205 |
121-205 |
|