ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
121-062 |
121-000 |
-0-062 |
-0.2% |
121-067 |
| High |
121-075 |
121-035 |
-0-040 |
-0.1% |
121-145 |
| Low |
121-002 |
120-305 |
-0-017 |
0.0% |
120-305 |
| Close |
121-012 |
121-010 |
-0-002 |
0.0% |
121-010 |
| Range |
0-073 |
0-050 |
-0-023 |
-31.5% |
0-160 |
| ATR |
0-088 |
0-086 |
-0-003 |
-3.1% |
0-000 |
| Volume |
8,855 |
7,285 |
-1,570 |
-17.7% |
83,167 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-160 |
121-135 |
121-038 |
|
| R3 |
121-110 |
121-085 |
121-024 |
|
| R2 |
121-060 |
121-060 |
121-019 |
|
| R1 |
121-035 |
121-035 |
121-015 |
121-048 |
| PP |
121-010 |
121-010 |
121-010 |
121-016 |
| S1 |
120-305 |
120-305 |
121-005 |
120-318 |
| S2 |
120-280 |
120-280 |
121-001 |
|
| S3 |
120-230 |
120-255 |
120-316 |
|
| S4 |
120-180 |
120-205 |
120-302 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-207 |
122-108 |
121-098 |
|
| R3 |
122-047 |
121-268 |
121-054 |
|
| R2 |
121-207 |
121-207 |
121-039 |
|
| R1 |
121-108 |
121-108 |
121-025 |
121-078 |
| PP |
121-047 |
121-047 |
121-047 |
121-031 |
| S1 |
120-268 |
120-268 |
120-315 |
120-238 |
| S2 |
120-207 |
120-207 |
120-301 |
|
| S3 |
120-047 |
120-108 |
120-286 |
|
| S4 |
119-207 |
119-268 |
120-242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-145 |
120-305 |
0-160 |
0.4% |
0-056 |
0.1% |
16% |
False |
True |
16,633 |
| 10 |
121-247 |
120-305 |
0-262 |
0.7% |
0-076 |
0.2% |
10% |
False |
True |
56,867 |
| 20 |
121-302 |
120-305 |
0-317 |
0.8% |
0-077 |
0.2% |
8% |
False |
True |
404,546 |
| 40 |
122-052 |
120-305 |
1-067 |
1.0% |
0-087 |
0.2% |
6% |
False |
True |
441,730 |
| 60 |
122-052 |
120-070 |
1-302 |
1.6% |
0-090 |
0.2% |
42% |
False |
False |
448,405 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-106 |
0.3% |
71% |
False |
False |
494,872 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-102 |
0.3% |
71% |
False |
False |
397,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-248 |
|
2.618 |
121-166 |
|
1.618 |
121-116 |
|
1.000 |
121-085 |
|
0.618 |
121-066 |
|
HIGH |
121-035 |
|
0.618 |
121-016 |
|
0.500 |
121-010 |
|
0.382 |
121-004 |
|
LOW |
120-305 |
|
0.618 |
120-274 |
|
1.000 |
120-255 |
|
1.618 |
120-224 |
|
2.618 |
120-174 |
|
4.250 |
120-092 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-010 |
121-058 |
| PP |
121-010 |
121-042 |
| S1 |
121-010 |
121-026 |
|