ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
120-275 |
120-272 |
-0-003 |
0.0% |
120-267 |
| High |
120-302 |
120-290 |
-0-012 |
0.0% |
121-030 |
| Low |
120-245 |
120-180 |
-0-065 |
-0.2% |
120-230 |
| Close |
120-295 |
120-207 |
-0-088 |
-0.2% |
120-295 |
| Range |
0-057 |
0-110 |
0-053 |
93.0% |
0-120 |
| ATR |
0-076 |
0-079 |
0-003 |
3.7% |
0-000 |
| Volume |
315,380 |
663,198 |
347,818 |
110.3% |
2,793,145 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-236 |
121-171 |
120-268 |
|
| R3 |
121-126 |
121-061 |
120-237 |
|
| R2 |
121-016 |
121-016 |
120-227 |
|
| R1 |
120-271 |
120-271 |
120-217 |
120-248 |
| PP |
120-226 |
120-226 |
120-226 |
120-214 |
| S1 |
120-161 |
120-161 |
120-197 |
120-138 |
| S2 |
120-116 |
120-116 |
120-187 |
|
| S3 |
120-006 |
120-051 |
120-177 |
|
| S4 |
119-216 |
119-261 |
120-146 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-012 |
121-273 |
121-041 |
|
| R3 |
121-212 |
121-153 |
121-008 |
|
| R2 |
121-092 |
121-092 |
120-317 |
|
| R1 |
121-033 |
121-033 |
120-306 |
121-062 |
| PP |
120-292 |
120-292 |
120-292 |
120-306 |
| S1 |
120-233 |
120-233 |
120-284 |
120-262 |
| S2 |
120-172 |
120-172 |
120-273 |
|
| S3 |
120-052 |
120-113 |
120-262 |
|
| S4 |
119-252 |
119-313 |
120-229 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-118 |
|
2.618 |
121-258 |
|
1.618 |
121-148 |
|
1.000 |
121-080 |
|
0.618 |
121-038 |
|
HIGH |
120-290 |
|
0.618 |
120-248 |
|
0.500 |
120-235 |
|
0.382 |
120-222 |
|
LOW |
120-180 |
|
0.618 |
120-112 |
|
1.000 |
120-070 |
|
1.618 |
120-002 |
|
2.618 |
119-212 |
|
4.250 |
119-032 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-235 |
120-261 |
| PP |
120-226 |
120-243 |
| S1 |
120-216 |
120-225 |
|