ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
121-207 |
121-225 |
0-018 |
0.0% |
121-210 |
| High |
121-230 |
121-247 |
0-017 |
0.0% |
121-282 |
| Low |
121-180 |
121-185 |
0-005 |
0.0% |
121-135 |
| Close |
121-220 |
121-235 |
0-015 |
0.0% |
121-220 |
| Range |
0-050 |
0-062 |
0-012 |
24.0% |
0-147 |
| ATR |
0-099 |
0-096 |
-0-003 |
-2.7% |
0-000 |
| Volume |
716,871 |
1,094,294 |
377,423 |
52.6% |
3,548,448 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-088 |
122-064 |
121-269 |
|
| R3 |
122-026 |
122-002 |
121-252 |
|
| R2 |
121-284 |
121-284 |
121-246 |
|
| R1 |
121-260 |
121-260 |
121-241 |
121-272 |
| PP |
121-222 |
121-222 |
121-222 |
121-228 |
| S1 |
121-198 |
121-198 |
121-229 |
121-210 |
| S2 |
121-160 |
121-160 |
121-224 |
|
| S3 |
121-098 |
121-136 |
121-218 |
|
| S4 |
121-036 |
121-074 |
121-201 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-013 |
122-264 |
121-301 |
|
| R3 |
122-186 |
122-117 |
121-260 |
|
| R2 |
122-039 |
122-039 |
121-247 |
|
| R1 |
121-290 |
121-290 |
121-233 |
122-004 |
| PP |
121-212 |
121-212 |
121-212 |
121-230 |
| S1 |
121-143 |
121-143 |
121-207 |
121-178 |
| S2 |
121-065 |
121-065 |
121-193 |
|
| S3 |
120-238 |
120-316 |
121-180 |
|
| S4 |
120-091 |
120-169 |
121-139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-275 |
121-135 |
0-140 |
0.4% |
0-081 |
0.2% |
71% |
False |
False |
855,326 |
| 10 |
121-282 |
121-030 |
0-252 |
0.6% |
0-087 |
0.2% |
81% |
False |
False |
672,389 |
| 20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-099 |
0.3% |
60% |
False |
False |
592,419 |
| 40 |
122-052 |
120-210 |
1-162 |
1.2% |
0-094 |
0.2% |
72% |
False |
False |
511,592 |
| 60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-111 |
0.3% |
89% |
False |
False |
557,625 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-106 |
0.3% |
89% |
False |
False |
458,958 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-097 |
0.2% |
89% |
False |
False |
367,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-190 |
|
2.618 |
122-089 |
|
1.618 |
122-027 |
|
1.000 |
121-309 |
|
0.618 |
121-285 |
|
HIGH |
121-247 |
|
0.618 |
121-223 |
|
0.500 |
121-216 |
|
0.382 |
121-209 |
|
LOW |
121-185 |
|
0.618 |
121-147 |
|
1.000 |
121-123 |
|
1.618 |
121-085 |
|
2.618 |
121-023 |
|
4.250 |
120-242 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-229 |
121-220 |
| PP |
121-222 |
121-206 |
| S1 |
121-216 |
121-191 |
|