ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
121-195 |
121-132 |
-0-063 |
-0.2% |
121-217 |
| High |
121-202 |
121-190 |
-0-012 |
0.0% |
121-305 |
| Low |
121-125 |
121-122 |
-0-003 |
0.0% |
121-125 |
| Close |
121-140 |
121-175 |
0-035 |
0.1% |
121-140 |
| Range |
0-077 |
0-068 |
-0-009 |
-11.7% |
0-180 |
| ATR |
0-096 |
0-094 |
-0-002 |
-2.1% |
0-000 |
| Volume |
521,535 |
282,773 |
-238,762 |
-45.8% |
2,383,094 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-046 |
122-019 |
121-212 |
|
| R3 |
121-298 |
121-271 |
121-194 |
|
| R2 |
121-230 |
121-230 |
121-187 |
|
| R1 |
121-203 |
121-203 |
121-181 |
121-216 |
| PP |
121-162 |
121-162 |
121-162 |
121-169 |
| S1 |
121-135 |
121-135 |
121-169 |
121-148 |
| S2 |
121-094 |
121-094 |
121-163 |
|
| S3 |
121-026 |
121-067 |
121-156 |
|
| S4 |
120-278 |
120-319 |
121-138 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-090 |
122-295 |
121-239 |
|
| R3 |
122-230 |
122-115 |
121-190 |
|
| R2 |
122-050 |
122-050 |
121-173 |
|
| R1 |
121-255 |
121-255 |
121-156 |
121-222 |
| PP |
121-190 |
121-190 |
121-190 |
121-174 |
| S1 |
121-075 |
121-075 |
121-124 |
121-042 |
| S2 |
121-010 |
121-010 |
121-107 |
|
| S3 |
120-150 |
120-215 |
121-090 |
|
| S4 |
119-290 |
120-035 |
121-041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-305 |
121-122 |
0-183 |
0.5% |
0-086 |
0.2% |
29% |
False |
True |
475,231 |
| 10 |
121-305 |
121-087 |
0-218 |
0.6% |
0-079 |
0.2% |
40% |
False |
False |
440,730 |
| 20 |
121-305 |
120-210 |
1-095 |
1.1% |
0-086 |
0.2% |
69% |
False |
False |
437,298 |
| 40 |
121-305 |
118-262 |
3-043 |
2.6% |
0-104 |
0.3% |
87% |
False |
False |
501,132 |
| 60 |
121-305 |
118-100 |
3-205 |
3.0% |
0-114 |
0.3% |
89% |
False |
False |
453,936 |
| 80 |
121-305 |
118-100 |
3-205 |
3.0% |
0-099 |
0.3% |
89% |
False |
False |
340,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-159 |
|
2.618 |
122-048 |
|
1.618 |
121-300 |
|
1.000 |
121-258 |
|
0.618 |
121-232 |
|
HIGH |
121-190 |
|
0.618 |
121-164 |
|
0.500 |
121-156 |
|
0.382 |
121-148 |
|
LOW |
121-122 |
|
0.618 |
121-080 |
|
1.000 |
121-054 |
|
1.618 |
121-012 |
|
2.618 |
120-264 |
|
4.250 |
120-153 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-169 |
121-194 |
| PP |
121-162 |
121-188 |
| S1 |
121-156 |
121-182 |
|