ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
120-142 |
120-075 |
-0-067 |
-0.2% |
120-272 |
| High |
120-152 |
120-092 |
-0-060 |
-0.2% |
120-290 |
| Low |
120-072 |
120-005 |
-0-067 |
-0.2% |
119-317 |
| Close |
120-097 |
120-027 |
-0-070 |
-0.2% |
120-067 |
| Range |
0-080 |
0-087 |
0-007 |
8.8% |
0-293 |
| ATR |
0-085 |
0-085 |
0-001 |
0.6% |
0-000 |
| Volume |
378,468 |
597,298 |
218,830 |
57.8% |
3,348,044 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-302 |
120-252 |
120-075 |
|
| R3 |
120-215 |
120-165 |
120-051 |
|
| R2 |
120-128 |
120-128 |
120-043 |
|
| R1 |
120-078 |
120-078 |
120-035 |
120-060 |
| PP |
120-041 |
120-041 |
120-041 |
120-032 |
| S1 |
119-311 |
119-311 |
120-019 |
119-292 |
| S2 |
119-274 |
119-274 |
120-011 |
|
| S3 |
119-187 |
119-224 |
120-003 |
|
| S4 |
119-100 |
119-137 |
119-299 |
|
|
| 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 |
121-142 |
|
2.618 |
121-000 |
|
1.618 |
120-233 |
|
1.000 |
120-179 |
|
0.618 |
120-146 |
|
HIGH |
120-092 |
|
0.618 |
120-059 |
|
0.500 |
120-048 |
|
0.382 |
120-038 |
|
LOW |
120-005 |
|
0.618 |
119-271 |
|
1.000 |
119-238 |
|
1.618 |
119-184 |
|
2.618 |
119-097 |
|
4.250 |
118-275 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-048 |
120-086 |
| PP |
120-041 |
120-066 |
| S1 |
120-034 |
120-047 |
|