ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
121-242 |
121-207 |
-0-035 |
-0.1% |
121-115 |
| High |
121-305 |
121-267 |
-0-038 |
-0.1% |
121-250 |
| Low |
121-177 |
121-162 |
-0-015 |
0.0% |
121-075 |
| Close |
121-217 |
121-220 |
0-003 |
0.0% |
121-217 |
| Range |
0-128 |
0-105 |
-0-023 |
-18.0% |
0-175 |
| ATR |
0-095 |
0-096 |
0-001 |
0.8% |
0-000 |
| Volume |
556,483 |
632,848 |
76,365 |
13.7% |
2,030,902 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-211 |
122-161 |
121-278 |
|
| R3 |
122-106 |
122-056 |
121-249 |
|
| R2 |
122-001 |
122-001 |
121-239 |
|
| R1 |
121-271 |
121-271 |
121-230 |
121-296 |
| PP |
121-216 |
121-216 |
121-216 |
121-229 |
| S1 |
121-166 |
121-166 |
121-210 |
121-191 |
| S2 |
121-111 |
121-111 |
121-201 |
|
| S3 |
121-006 |
121-061 |
121-191 |
|
| S4 |
120-221 |
120-276 |
121-162 |
|
|
| 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 |
121-162 |
0-143 |
0.4% |
0-079 |
0.2% |
41% |
False |
True |
428,737 |
| 10 |
121-305 |
121-075 |
0-230 |
0.6% |
0-078 |
0.2% |
63% |
False |
False |
436,269 |
| 20 |
121-305 |
120-210 |
1-095 |
1.1% |
0-087 |
0.2% |
80% |
False |
False |
430,115 |
| 40 |
121-305 |
118-100 |
3-205 |
3.0% |
0-112 |
0.3% |
93% |
False |
False |
517,323 |
| 60 |
121-305 |
118-100 |
3-205 |
3.0% |
0-112 |
0.3% |
93% |
False |
False |
440,569 |
| 80 |
121-305 |
118-100 |
3-205 |
3.0% |
0-099 |
0.3% |
93% |
False |
False |
330,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-073 |
|
2.618 |
122-222 |
|
1.618 |
122-117 |
|
1.000 |
122-052 |
|
0.618 |
122-012 |
|
HIGH |
121-267 |
|
0.618 |
121-227 |
|
0.500 |
121-214 |
|
0.382 |
121-202 |
|
LOW |
121-162 |
|
0.618 |
121-097 |
|
1.000 |
121-057 |
|
1.618 |
120-312 |
|
2.618 |
120-207 |
|
4.250 |
120-036 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-218 |
121-234 |
| PP |
121-216 |
121-229 |
| S1 |
121-214 |
121-224 |
|