ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
121-205 |
121-232 |
0-027 |
0.1% |
121-102 |
| High |
121-247 |
121-242 |
-0-005 |
0.0% |
121-247 |
| Low |
121-162 |
121-187 |
0-025 |
0.1% |
121-030 |
| Close |
121-230 |
121-217 |
-0-013 |
0.0% |
121-217 |
| Range |
0-085 |
0-055 |
-0-030 |
-35.3% |
0-217 |
| ATR |
0-109 |
0-106 |
-0-004 |
-3.6% |
0-000 |
| Volume |
682,710 |
418,183 |
-264,527 |
-38.7% |
2,160,987 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-060 |
122-034 |
121-247 |
|
| R3 |
122-005 |
121-299 |
121-232 |
|
| R2 |
121-270 |
121-270 |
121-227 |
|
| R1 |
121-244 |
121-244 |
121-222 |
121-230 |
| PP |
121-215 |
121-215 |
121-215 |
121-208 |
| S1 |
121-189 |
121-189 |
121-212 |
121-174 |
| S2 |
121-160 |
121-160 |
121-207 |
|
| S3 |
121-105 |
121-134 |
121-202 |
|
| S4 |
121-050 |
121-079 |
121-187 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-176 |
123-093 |
122-016 |
|
| R3 |
122-279 |
122-196 |
121-277 |
|
| R2 |
122-062 |
122-062 |
121-257 |
|
| R1 |
121-299 |
121-299 |
121-237 |
122-020 |
| PP |
121-165 |
121-165 |
121-165 |
121-185 |
| S1 |
121-082 |
121-082 |
121-197 |
121-124 |
| S2 |
120-268 |
120-268 |
121-177 |
|
| S3 |
120-051 |
120-185 |
121-157 |
|
| S4 |
119-154 |
119-288 |
121-098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-247 |
121-030 |
0-217 |
0.6% |
0-087 |
0.2% |
86% |
False |
False |
432,197 |
| 10 |
122-052 |
121-030 |
1-022 |
0.9% |
0-112 |
0.3% |
55% |
False |
False |
511,225 |
| 20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-095 |
0.2% |
55% |
False |
False |
476,312 |
| 40 |
122-052 |
120-082 |
1-290 |
1.6% |
0-096 |
0.2% |
75% |
False |
False |
468,161 |
| 60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-115 |
0.3% |
87% |
False |
False |
530,666 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-108 |
0.3% |
87% |
False |
False |
400,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-156 |
|
2.618 |
122-066 |
|
1.618 |
122-011 |
|
1.000 |
121-297 |
|
0.618 |
121-276 |
|
HIGH |
121-242 |
|
0.618 |
121-221 |
|
0.500 |
121-214 |
|
0.382 |
121-208 |
|
LOW |
121-187 |
|
0.618 |
121-153 |
|
1.000 |
121-132 |
|
1.618 |
121-098 |
|
2.618 |
121-043 |
|
4.250 |
120-273 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-216 |
121-194 |
| PP |
121-215 |
121-170 |
| S1 |
121-214 |
121-147 |
|