ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
120-097 |
120-080 |
-0-017 |
0.0% |
120-272 |
| High |
120-127 |
120-122 |
-0-005 |
0.0% |
120-290 |
| Low |
119-317 |
120-057 |
0-060 |
0.2% |
119-317 |
| Close |
120-067 |
120-080 |
0-013 |
0.0% |
120-067 |
| Range |
0-130 |
0-065 |
-0-065 |
-50.0% |
0-293 |
| ATR |
0-086 |
0-084 |
-0-001 |
-1.7% |
0-000 |
| Volume |
879,830 |
389,699 |
-490,131 |
-55.7% |
3,348,044 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-281 |
120-246 |
120-116 |
|
| R3 |
120-216 |
120-181 |
120-098 |
|
| R2 |
120-151 |
120-151 |
120-092 |
|
| R1 |
120-116 |
120-116 |
120-086 |
120-112 |
| PP |
120-086 |
120-086 |
120-086 |
120-085 |
| S1 |
120-051 |
120-051 |
120-074 |
120-048 |
| S2 |
120-021 |
120-021 |
120-068 |
|
| S3 |
119-276 |
119-306 |
120-062 |
|
| S4 |
119-211 |
119-241 |
120-044 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-037 |
122-185 |
120-228 |
|
| R3 |
122-064 |
121-212 |
120-148 |
|
| R2 |
121-091 |
121-091 |
120-121 |
|
| R1 |
120-239 |
120-239 |
120-094 |
120-178 |
| PP |
120-118 |
120-118 |
120-118 |
120-088 |
| S1 |
119-266 |
119-266 |
120-040 |
119-206 |
| S2 |
119-145 |
119-145 |
120-013 |
|
| S3 |
118-172 |
118-293 |
119-306 |
|
| S4 |
117-199 |
118-000 |
119-226 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-078 |
|
2.618 |
120-292 |
|
1.618 |
120-227 |
|
1.000 |
120-187 |
|
0.618 |
120-162 |
|
HIGH |
120-122 |
|
0.618 |
120-097 |
|
0.500 |
120-090 |
|
0.382 |
120-082 |
|
LOW |
120-057 |
|
0.618 |
120-017 |
|
1.000 |
119-312 |
|
1.618 |
119-272 |
|
2.618 |
119-207 |
|
4.250 |
119-101 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-090 |
120-094 |
| PP |
120-086 |
120-089 |
| S1 |
120-083 |
120-084 |
|