ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
121-000 |
121-015 |
0-015 |
0.0% |
121-067 |
| High |
121-035 |
121-040 |
0-005 |
0.0% |
121-145 |
| Low |
120-305 |
121-007 |
0-022 |
0.1% |
120-305 |
| Close |
121-010 |
121-017 |
0-007 |
0.0% |
121-010 |
| Range |
0-050 |
0-033 |
-0-017 |
-34.0% |
0-160 |
| ATR |
0-086 |
0-082 |
-0-004 |
-4.4% |
0-000 |
| Volume |
7,285 |
17,378 |
10,093 |
138.5% |
83,167 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-120 |
121-102 |
121-035 |
|
| R3 |
121-087 |
121-069 |
121-026 |
|
| R2 |
121-054 |
121-054 |
121-023 |
|
| R1 |
121-036 |
121-036 |
121-020 |
121-045 |
| PP |
121-021 |
121-021 |
121-021 |
121-026 |
| S1 |
121-003 |
121-003 |
121-014 |
121-012 |
| S2 |
120-308 |
120-308 |
121-011 |
|
| S3 |
120-275 |
120-290 |
121-008 |
|
| S4 |
120-242 |
120-257 |
120-319 |
|
|
| 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% |
0-054 |
0.1% |
20% |
False |
False |
11,238 |
| 10 |
121-232 |
120-305 |
0-247 |
0.6% |
0-070 |
0.2% |
13% |
False |
False |
38,749 |
| 20 |
121-302 |
120-305 |
0-317 |
0.8% |
0-076 |
0.2% |
10% |
False |
False |
384,505 |
| 40 |
122-052 |
120-305 |
1-067 |
1.0% |
0-086 |
0.2% |
8% |
False |
False |
430,409 |
| 60 |
122-052 |
120-082 |
1-290 |
1.6% |
0-089 |
0.2% |
42% |
False |
False |
440,276 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-105 |
0.3% |
71% |
False |
False |
494,126 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-102 |
0.3% |
71% |
False |
False |
397,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-180 |
|
2.618 |
121-126 |
|
1.618 |
121-093 |
|
1.000 |
121-073 |
|
0.618 |
121-060 |
|
HIGH |
121-040 |
|
0.618 |
121-027 |
|
0.500 |
121-024 |
|
0.382 |
121-020 |
|
LOW |
121-007 |
|
0.618 |
120-307 |
|
1.000 |
120-294 |
|
1.618 |
120-274 |
|
2.618 |
120-241 |
|
4.250 |
120-187 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-024 |
121-030 |
| PP |
121-021 |
121-026 |
| S1 |
121-019 |
121-021 |
|