ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
121-262 |
121-200 |
-0-062 |
-0.2% |
121-102 |
| High |
121-275 |
121-275 |
0-000 |
0.0% |
121-247 |
| Low |
121-195 |
121-165 |
-0-030 |
-0.1% |
121-030 |
| Close |
121-200 |
121-200 |
0-000 |
0.0% |
121-217 |
| Range |
0-080 |
0-110 |
0-030 |
37.5% |
0-217 |
| ATR |
0-102 |
0-103 |
0-001 |
0.6% |
0-000 |
| Volume |
509,313 |
1,011,919 |
502,606 |
98.7% |
2,160,987 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-223 |
122-162 |
121-260 |
|
| R3 |
122-113 |
122-052 |
121-230 |
|
| R2 |
122-003 |
122-003 |
121-220 |
|
| R1 |
121-262 |
121-262 |
121-210 |
121-255 |
| PP |
121-213 |
121-213 |
121-213 |
121-210 |
| S1 |
121-152 |
121-152 |
121-190 |
121-145 |
| S2 |
121-103 |
121-103 |
121-180 |
|
| S3 |
120-313 |
121-042 |
121-170 |
|
| S4 |
120-203 |
120-252 |
121-140 |
|
|
| 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 |
121-162 |
0-120 |
0.3% |
0-082 |
0.2% |
32% |
False |
False |
597,647 |
| 10 |
122-052 |
121-030 |
1-022 |
0.9% |
0-113 |
0.3% |
50% |
False |
False |
551,878 |
| 20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-096 |
0.2% |
50% |
False |
False |
504,711 |
| 40 |
122-052 |
120-210 |
1-162 |
1.2% |
0-095 |
0.2% |
64% |
False |
False |
480,722 |
| 60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-113 |
0.3% |
86% |
False |
False |
546,540 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-110 |
0.3% |
86% |
False |
False |
424,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-102 |
|
2.618 |
122-243 |
|
1.618 |
122-133 |
|
1.000 |
122-065 |
|
0.618 |
122-023 |
|
HIGH |
121-275 |
|
0.618 |
121-233 |
|
0.500 |
121-220 |
|
0.382 |
121-207 |
|
LOW |
121-165 |
|
0.618 |
121-097 |
|
1.000 |
121-055 |
|
1.618 |
120-307 |
|
2.618 |
120-197 |
|
4.250 |
120-018 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-220 |
121-224 |
| PP |
121-213 |
121-216 |
| S1 |
121-207 |
121-208 |
|