ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 30-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
121-207 |
121-242 |
0-035 |
0.1% |
121-115 |
High |
121-250 |
121-305 |
0-055 |
0.1% |
121-250 |
Low |
121-200 |
121-177 |
-0-023 |
-0.1% |
121-075 |
Close |
121-245 |
121-217 |
-0-028 |
-0.1% |
121-217 |
Range |
0-050 |
0-128 |
0-078 |
156.0% |
0-175 |
ATR |
0-092 |
0-095 |
0-003 |
2.8% |
0-000 |
Volume |
382,520 |
556,483 |
173,963 |
45.5% |
2,030,902 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-297 |
122-225 |
121-287 |
|
R3 |
122-169 |
122-097 |
121-252 |
|
R2 |
122-041 |
122-041 |
121-240 |
|
R1 |
121-289 |
121-289 |
121-229 |
121-261 |
PP |
121-233 |
121-233 |
121-233 |
121-219 |
S1 |
121-161 |
121-161 |
121-205 |
121-133 |
S2 |
121-105 |
121-105 |
121-194 |
|
S3 |
120-297 |
121-033 |
121-182 |
|
S4 |
120-169 |
120-225 |
121-147 |
|
|
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 |
121-305 |
121-170 |
0-135 |
0.3% |
0-070 |
0.2% |
35% |
True |
False |
388,050 |
10 |
121-305 |
121-035 |
0-270 |
0.7% |
0-080 |
0.2% |
67% |
True |
False |
426,900 |
20 |
121-305 |
120-210 |
1-095 |
1.1% |
0-088 |
0.2% |
79% |
True |
False |
423,117 |
40 |
121-305 |
118-100 |
3-205 |
3.0% |
0-114 |
0.3% |
92% |
True |
False |
524,190 |
60 |
121-305 |
118-100 |
3-205 |
3.0% |
0-110 |
0.3% |
92% |
True |
False |
430,076 |
80 |
121-305 |
118-100 |
3-205 |
3.0% |
0-099 |
0.3% |
92% |
True |
False |
322,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-209 |
2.618 |
123-000 |
1.618 |
122-192 |
1.000 |
122-113 |
0.618 |
122-064 |
HIGH |
121-305 |
0.618 |
121-256 |
0.500 |
121-241 |
0.382 |
121-226 |
LOW |
121-177 |
0.618 |
121-098 |
1.000 |
121-049 |
1.618 |
120-290 |
2.618 |
120-162 |
4.250 |
119-273 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
121-241 |
121-241 |
PP |
121-233 |
121-233 |
S1 |
121-225 |
121-225 |
|