ECBOT 5 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
120-075 |
120-022 |
-0-053 |
-0.1% |
120-080 |
| High |
120-092 |
120-050 |
-0-042 |
-0.1% |
120-167 |
| Low |
120-005 |
119-312 |
-0-013 |
0.0% |
119-312 |
| Close |
120-027 |
120-025 |
-0-002 |
0.0% |
120-025 |
| Range |
0-087 |
0-058 |
-0-029 |
-33.3% |
0-175 |
| ATR |
0-085 |
0-083 |
-0-002 |
-2.3% |
0-000 |
| Volume |
597,298 |
406,103 |
-191,195 |
-32.0% |
2,187,364 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-196 |
120-169 |
120-057 |
|
| R3 |
120-138 |
120-111 |
120-041 |
|
| R2 |
120-080 |
120-080 |
120-036 |
|
| R1 |
120-053 |
120-053 |
120-030 |
120-066 |
| PP |
120-022 |
120-022 |
120-022 |
120-029 |
| S1 |
119-315 |
119-315 |
120-020 |
120-008 |
| S2 |
119-284 |
119-284 |
120-014 |
|
| S3 |
119-226 |
119-257 |
120-009 |
|
| S4 |
119-168 |
119-199 |
119-313 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-266 |
121-161 |
120-121 |
|
| R3 |
121-091 |
120-306 |
120-073 |
|
| R2 |
120-236 |
120-236 |
120-057 |
|
| R1 |
120-131 |
120-131 |
120-041 |
120-096 |
| PP |
120-061 |
120-061 |
120-061 |
120-044 |
| S1 |
119-276 |
119-276 |
120-009 |
119-241 |
| S2 |
119-206 |
119-206 |
119-313 |
|
| S3 |
119-031 |
119-101 |
119-297 |
|
| S4 |
118-176 |
118-246 |
119-249 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-296 |
|
2.618 |
120-202 |
|
1.618 |
120-144 |
|
1.000 |
120-108 |
|
0.618 |
120-086 |
|
HIGH |
120-050 |
|
0.618 |
120-028 |
|
0.500 |
120-021 |
|
0.382 |
120-014 |
|
LOW |
119-312 |
|
0.618 |
119-276 |
|
1.000 |
119-254 |
|
1.618 |
119-218 |
|
2.618 |
119-160 |
|
4.250 |
119-066 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-024 |
120-072 |
| PP |
120-022 |
120-056 |
| S1 |
120-021 |
120-041 |
|