ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
120-080 |
120-100 |
0-020 |
0.1% |
120-272 |
| High |
120-122 |
120-167 |
0-045 |
0.1% |
120-290 |
| Low |
120-057 |
120-090 |
0-033 |
0.1% |
119-317 |
| Close |
120-080 |
120-157 |
0-077 |
0.2% |
120-067 |
| Range |
0-065 |
0-077 |
0-012 |
18.5% |
0-293 |
| ATR |
0-084 |
0-084 |
0-000 |
0.2% |
0-000 |
| Volume |
389,699 |
415,796 |
26,097 |
6.7% |
3,348,044 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-049 |
121-020 |
120-199 |
|
| R3 |
120-292 |
120-263 |
120-178 |
|
| R2 |
120-215 |
120-215 |
120-171 |
|
| R1 |
120-186 |
120-186 |
120-164 |
120-200 |
| PP |
120-138 |
120-138 |
120-138 |
120-145 |
| S1 |
120-109 |
120-109 |
120-150 |
120-124 |
| S2 |
120-061 |
120-061 |
120-143 |
|
| S3 |
119-304 |
120-032 |
120-136 |
|
| S4 |
119-227 |
119-275 |
120-115 |
|
|
| 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 |
121-174 |
|
2.618 |
121-049 |
|
1.618 |
120-292 |
|
1.000 |
120-244 |
|
0.618 |
120-215 |
|
HIGH |
120-167 |
|
0.618 |
120-138 |
|
0.500 |
120-128 |
|
0.382 |
120-119 |
|
LOW |
120-090 |
|
0.618 |
120-042 |
|
1.000 |
120-013 |
|
1.618 |
119-285 |
|
2.618 |
119-208 |
|
4.250 |
119-083 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-148 |
120-132 |
| PP |
120-138 |
120-107 |
| S1 |
120-128 |
120-082 |
|