ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
121-165 |
121-135 |
-0-030 |
-0.1% |
121-217 |
| High |
121-182 |
121-247 |
0-065 |
0.2% |
121-305 |
| Low |
121-097 |
121-132 |
0-035 |
0.1% |
121-125 |
| Close |
121-137 |
121-212 |
0-075 |
0.2% |
121-140 |
| Range |
0-085 |
0-115 |
0-030 |
35.3% |
0-180 |
| ATR |
0-093 |
0-095 |
0-002 |
1.7% |
0-000 |
| Volume |
567,728 |
630,317 |
62,589 |
11.0% |
2,383,094 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-222 |
122-172 |
121-275 |
|
| R3 |
122-107 |
122-057 |
121-244 |
|
| R2 |
121-312 |
121-312 |
121-233 |
|
| R1 |
121-262 |
121-262 |
121-223 |
121-287 |
| PP |
121-197 |
121-197 |
121-197 |
121-210 |
| S1 |
121-147 |
121-147 |
121-201 |
121-172 |
| S2 |
121-082 |
121-082 |
121-191 |
|
| S3 |
120-287 |
121-032 |
121-180 |
|
| S4 |
120-172 |
120-237 |
121-149 |
|
|
| 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 |
121-267 |
121-097 |
0-170 |
0.4% |
0-090 |
0.2% |
68% |
False |
False |
527,040 |
| 10 |
121-305 |
121-097 |
0-208 |
0.5% |
0-080 |
0.2% |
55% |
False |
False |
457,545 |
| 20 |
121-305 |
120-210 |
1-095 |
1.1% |
0-087 |
0.2% |
78% |
False |
False |
449,849 |
| 40 |
121-305 |
118-280 |
3-025 |
2.5% |
0-104 |
0.3% |
91% |
False |
False |
496,571 |
| 60 |
121-305 |
118-100 |
3-205 |
3.0% |
0-114 |
0.3% |
92% |
False |
False |
473,879 |
| 80 |
121-305 |
118-100 |
3-205 |
3.0% |
0-101 |
0.3% |
92% |
False |
False |
355,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-096 |
|
2.618 |
122-228 |
|
1.618 |
122-113 |
|
1.000 |
122-042 |
|
0.618 |
121-318 |
|
HIGH |
121-247 |
|
0.618 |
121-203 |
|
0.500 |
121-190 |
|
0.382 |
121-176 |
|
LOW |
121-132 |
|
0.618 |
121-061 |
|
1.000 |
121-017 |
|
1.618 |
120-266 |
|
2.618 |
120-151 |
|
4.250 |
119-283 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-204 |
121-199 |
| PP |
121-197 |
121-185 |
| S1 |
121-190 |
121-172 |
|