ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
121-200 |
121-187 |
-0-013 |
0.0% |
121-102 |
High |
121-275 |
121-240 |
-0-035 |
-0.1% |
121-247 |
Low |
121-165 |
121-135 |
-0-030 |
-0.1% |
121-030 |
Close |
121-200 |
121-207 |
0-007 |
0.0% |
121-217 |
Range |
0-110 |
0-105 |
-0-005 |
-4.5% |
0-217 |
ATR |
0-103 |
0-103 |
0-000 |
0.2% |
0-000 |
Volume |
1,011,919 |
944,233 |
-67,686 |
-6.7% |
2,160,987 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-189 |
122-143 |
121-265 |
|
R3 |
122-084 |
122-038 |
121-236 |
|
R2 |
121-299 |
121-299 |
121-226 |
|
R1 |
121-253 |
121-253 |
121-217 |
121-276 |
PP |
121-194 |
121-194 |
121-194 |
121-206 |
S1 |
121-148 |
121-148 |
121-197 |
121-171 |
S2 |
121-089 |
121-089 |
121-188 |
|
S3 |
120-304 |
121-043 |
121-178 |
|
S4 |
120-199 |
120-258 |
121-149 |
|
|
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 |
121-135 |
0-147 |
0.4% |
0-086 |
0.2% |
49% |
False |
True |
649,952 |
10 |
122-052 |
121-030 |
1-022 |
0.9% |
0-113 |
0.3% |
52% |
False |
False |
574,142 |
20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-098 |
0.3% |
52% |
False |
False |
530,452 |
40 |
122-052 |
120-210 |
1-162 |
1.2% |
0-097 |
0.2% |
66% |
False |
False |
492,559 |
60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-112 |
0.3% |
87% |
False |
False |
548,120 |
80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-110 |
0.3% |
87% |
False |
False |
436,349 |
100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-096 |
0.2% |
87% |
False |
False |
349,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-046 |
2.618 |
122-195 |
1.618 |
122-090 |
1.000 |
122-025 |
0.618 |
121-305 |
HIGH |
121-240 |
0.618 |
121-200 |
0.500 |
121-188 |
0.382 |
121-175 |
LOW |
121-135 |
0.618 |
121-070 |
1.000 |
121-030 |
1.618 |
120-285 |
2.618 |
120-180 |
4.250 |
120-009 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
121-200 |
121-206 |
PP |
121-194 |
121-206 |
S1 |
121-188 |
121-205 |
|