ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
121-130 |
121-062 |
-0-068 |
-0.2% |
121-227 |
| High |
121-130 |
121-075 |
-0-055 |
-0.1% |
121-247 |
| Low |
121-077 |
121-002 |
-0-075 |
-0.2% |
120-312 |
| Close |
121-080 |
121-012 |
-0-068 |
-0.2% |
121-052 |
| Range |
0-053 |
0-073 |
0-020 |
37.7% |
0-255 |
| ATR |
0-089 |
0-088 |
-0-001 |
-0.9% |
0-000 |
| Volume |
8,151 |
8,855 |
704 |
8.6% |
485,503 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-249 |
121-203 |
121-052 |
|
| R3 |
121-176 |
121-130 |
121-032 |
|
| R2 |
121-103 |
121-103 |
121-025 |
|
| R1 |
121-057 |
121-057 |
121-019 |
121-044 |
| PP |
121-030 |
121-030 |
121-030 |
121-023 |
| S1 |
120-304 |
120-304 |
121-005 |
120-290 |
| S2 |
120-277 |
120-277 |
120-319 |
|
| S3 |
120-204 |
120-231 |
120-312 |
|
| S4 |
120-131 |
120-158 |
120-292 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-222 |
123-072 |
121-192 |
|
| R3 |
122-287 |
122-137 |
121-122 |
|
| R2 |
122-032 |
122-032 |
121-099 |
|
| R1 |
121-202 |
121-202 |
121-075 |
121-150 |
| PP |
121-097 |
121-097 |
121-097 |
121-071 |
| S1 |
120-267 |
120-267 |
121-029 |
120-214 |
| S2 |
120-162 |
120-162 |
121-005 |
|
| S3 |
119-227 |
120-012 |
120-302 |
|
| S4 |
118-292 |
119-077 |
120-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-145 |
120-312 |
0-153 |
0.4% |
0-070 |
0.2% |
13% |
False |
False |
27,772 |
| 10 |
121-262 |
120-312 |
0-270 |
0.7% |
0-077 |
0.2% |
7% |
False |
False |
68,107 |
| 20 |
121-302 |
120-312 |
0-310 |
0.8% |
0-079 |
0.2% |
6% |
False |
False |
438,317 |
| 40 |
122-052 |
120-312 |
1-060 |
1.0% |
0-088 |
0.2% |
5% |
False |
False |
455,027 |
| 60 |
122-052 |
120-070 |
1-302 |
1.6% |
0-092 |
0.2% |
42% |
False |
False |
460,898 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-108 |
0.3% |
71% |
False |
False |
496,053 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-102 |
0.3% |
71% |
False |
False |
397,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-065 |
|
2.618 |
121-266 |
|
1.618 |
121-193 |
|
1.000 |
121-148 |
|
0.618 |
121-120 |
|
HIGH |
121-075 |
|
0.618 |
121-047 |
|
0.500 |
121-038 |
|
0.382 |
121-030 |
|
LOW |
121-002 |
|
0.618 |
120-277 |
|
1.000 |
120-249 |
|
1.618 |
120-204 |
|
2.618 |
120-131 |
|
4.250 |
120-012 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-038 |
121-074 |
| PP |
121-030 |
121-053 |
| S1 |
121-021 |
121-032 |
|