ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
121-232 |
121-210 |
-0-022 |
-0.1% |
121-102 |
| High |
121-242 |
121-282 |
0-040 |
0.1% |
121-247 |
| Low |
121-187 |
121-202 |
0-015 |
0.0% |
121-030 |
| Close |
121-217 |
121-257 |
0-040 |
0.1% |
121-217 |
| Range |
0-055 |
0-080 |
0-025 |
45.5% |
0-217 |
| ATR |
0-106 |
0-104 |
-0-002 |
-1.7% |
0-000 |
| Volume |
418,183 |
366,112 |
-52,071 |
-12.5% |
2,160,987 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-167 |
122-132 |
121-301 |
|
| R3 |
122-087 |
122-052 |
121-279 |
|
| R2 |
122-007 |
122-007 |
121-272 |
|
| R1 |
121-292 |
121-292 |
121-264 |
121-310 |
| PP |
121-247 |
121-247 |
121-247 |
121-256 |
| S1 |
121-212 |
121-212 |
121-250 |
121-230 |
| S2 |
121-167 |
121-167 |
121-242 |
|
| S3 |
121-087 |
121-132 |
121-235 |
|
| S4 |
121-007 |
121-052 |
121-213 |
|
|
| 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 |
121-282 |
121-030 |
0-252 |
0.6% |
0-092 |
0.2% |
90% |
True |
False |
489,452 |
| 10 |
122-052 |
121-030 |
1-022 |
0.9% |
0-114 |
0.3% |
66% |
False |
False |
519,559 |
| 20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-096 |
0.2% |
66% |
False |
False |
480,145 |
| 40 |
122-052 |
120-165 |
1-207 |
1.4% |
0-095 |
0.2% |
78% |
False |
False |
468,307 |
| 60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-113 |
0.3% |
91% |
False |
False |
534,905 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-109 |
0.3% |
91% |
False |
False |
405,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-302 |
|
2.618 |
122-171 |
|
1.618 |
122-091 |
|
1.000 |
122-042 |
|
0.618 |
122-011 |
|
HIGH |
121-282 |
|
0.618 |
121-251 |
|
0.500 |
121-242 |
|
0.382 |
121-233 |
|
LOW |
121-202 |
|
0.618 |
121-153 |
|
1.000 |
121-122 |
|
1.618 |
121-073 |
|
2.618 |
120-313 |
|
4.250 |
120-182 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-252 |
121-245 |
| PP |
121-247 |
121-234 |
| S1 |
121-242 |
121-222 |
|