ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
121-207 |
121-255 |
0-048 |
0.1% |
121-132 |
High |
121-312 |
122-052 |
0-060 |
0.2% |
122-052 |
Low |
121-207 |
121-055 |
-0-152 |
-0.4% |
121-055 |
Close |
121-250 |
121-105 |
-0-145 |
-0.4% |
121-105 |
Range |
0-105 |
0-317 |
0-212 |
201.9% |
0-317 |
ATR |
0-095 |
0-111 |
0-016 |
16.6% |
0-000 |
Volume |
721,584 |
748,865 |
27,281 |
3.8% |
2,951,267 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-168 |
123-294 |
121-279 |
|
R3 |
123-171 |
122-297 |
121-192 |
|
R2 |
122-174 |
122-174 |
121-163 |
|
R1 |
121-300 |
121-300 |
121-134 |
121-238 |
PP |
121-177 |
121-177 |
121-177 |
121-147 |
S1 |
120-303 |
120-303 |
121-076 |
120-242 |
S2 |
120-180 |
120-180 |
121-047 |
|
S3 |
119-183 |
119-306 |
121-018 |
|
S4 |
118-186 |
118-309 |
120-251 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-168 |
123-294 |
121-279 |
|
R3 |
123-171 |
122-297 |
121-192 |
|
R2 |
122-174 |
122-174 |
121-163 |
|
R1 |
121-300 |
121-300 |
121-134 |
121-238 |
PP |
121-177 |
121-177 |
121-177 |
121-147 |
S1 |
120-303 |
120-303 |
121-076 |
120-242 |
S2 |
120-180 |
120-180 |
121-047 |
|
S3 |
119-183 |
119-306 |
121-018 |
|
S4 |
118-186 |
118-309 |
120-251 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-052 |
121-055 |
0-317 |
0.8% |
0-138 |
0.4% |
16% |
True |
True |
590,253 |
10 |
122-052 |
121-055 |
0-317 |
0.8% |
0-110 |
0.3% |
16% |
True |
True |
533,436 |
20 |
122-052 |
120-230 |
1-142 |
1.2% |
0-100 |
0.3% |
42% |
True |
False |
471,735 |
40 |
122-052 |
119-140 |
2-232 |
2.2% |
0-109 |
0.3% |
69% |
True |
False |
506,836 |
60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-117 |
0.3% |
78% |
True |
False |
498,190 |
80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-105 |
0.3% |
78% |
True |
False |
374,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-119 |
2.618 |
124-242 |
1.618 |
123-245 |
1.000 |
123-049 |
0.618 |
122-248 |
HIGH |
122-052 |
0.618 |
121-251 |
0.500 |
121-214 |
0.382 |
121-176 |
LOW |
121-055 |
0.618 |
120-179 |
1.000 |
120-058 |
1.618 |
119-182 |
2.618 |
118-185 |
4.250 |
116-308 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
121-214 |
121-214 |
PP |
121-177 |
121-177 |
S1 |
121-141 |
121-141 |
|