ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
121-217 |
121-207 |
-0-010 |
0.0% |
121-115 |
| High |
121-232 |
121-250 |
0-018 |
0.0% |
121-250 |
| Low |
121-180 |
121-200 |
0-020 |
0.1% |
121-075 |
| Close |
121-222 |
121-245 |
0-023 |
0.1% |
121-217 |
| Range |
0-052 |
0-050 |
-0-002 |
-3.8% |
0-175 |
| ATR |
0-096 |
0-092 |
-0-003 |
-3.4% |
0-000 |
| Volume |
289,708 |
382,520 |
92,812 |
32.0% |
2,030,902 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-062 |
122-043 |
121-272 |
|
| R3 |
122-012 |
121-313 |
121-259 |
|
| R2 |
121-282 |
121-282 |
121-254 |
|
| R1 |
121-263 |
121-263 |
121-250 |
121-272 |
| PP |
121-232 |
121-232 |
121-232 |
121-236 |
| S1 |
121-213 |
121-213 |
121-240 |
121-222 |
| S2 |
121-182 |
121-182 |
121-236 |
|
| S3 |
121-132 |
121-163 |
121-231 |
|
| S4 |
121-082 |
121-113 |
121-218 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-066 |
122-316 |
121-313 |
|
| R3 |
122-211 |
122-141 |
121-265 |
|
| R2 |
122-036 |
122-036 |
121-249 |
|
| R1 |
121-286 |
121-286 |
121-233 |
122-001 |
| PP |
121-181 |
121-181 |
121-181 |
121-198 |
| S1 |
121-111 |
121-111 |
121-201 |
121-146 |
| S2 |
121-006 |
121-006 |
121-185 |
|
| S3 |
120-151 |
120-256 |
121-169 |
|
| S4 |
119-296 |
120-081 |
121-121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-250 |
121-170 |
0-080 |
0.2% |
0-057 |
0.1% |
94% |
True |
False |
374,309 |
| 10 |
121-250 |
120-230 |
1-020 |
0.9% |
0-080 |
0.2% |
99% |
True |
False |
426,446 |
| 20 |
121-250 |
120-210 |
1-040 |
0.9% |
0-088 |
0.2% |
99% |
True |
False |
421,675 |
| 40 |
121-250 |
118-100 |
3-150 |
2.8% |
0-114 |
0.3% |
100% |
True |
False |
526,185 |
| 60 |
121-250 |
118-100 |
3-150 |
2.8% |
0-109 |
0.3% |
100% |
True |
False |
420,812 |
| 80 |
121-250 |
118-100 |
3-150 |
2.8% |
0-097 |
0.2% |
100% |
True |
False |
315,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-142 |
|
2.618 |
122-061 |
|
1.618 |
122-011 |
|
1.000 |
121-300 |
|
0.618 |
121-281 |
|
HIGH |
121-250 |
|
0.618 |
121-231 |
|
0.500 |
121-225 |
|
0.382 |
121-219 |
|
LOW |
121-200 |
|
0.618 |
121-169 |
|
1.000 |
121-150 |
|
1.618 |
121-119 |
|
2.618 |
121-069 |
|
4.250 |
120-308 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-238 |
121-234 |
| PP |
121-232 |
121-222 |
| S1 |
121-225 |
121-211 |
|