ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
121-225 |
121-245 |
0-020 |
0.1% |
121-210 |
| High |
121-247 |
121-302 |
0-055 |
0.1% |
121-282 |
| Low |
121-185 |
121-220 |
0-035 |
0.1% |
121-135 |
| Close |
121-235 |
121-300 |
0-065 |
0.2% |
121-220 |
| Range |
0-062 |
0-082 |
0-020 |
32.3% |
0-147 |
| ATR |
0-096 |
0-095 |
-0-001 |
-1.1% |
0-000 |
| Volume |
1,094,294 |
1,404,171 |
309,877 |
28.3% |
3,548,448 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-200 |
122-172 |
122-025 |
|
| R3 |
122-118 |
122-090 |
122-003 |
|
| R2 |
122-036 |
122-036 |
121-315 |
|
| R1 |
122-008 |
122-008 |
121-308 |
122-022 |
| PP |
121-274 |
121-274 |
121-274 |
121-281 |
| S1 |
121-246 |
121-246 |
121-292 |
121-260 |
| S2 |
121-192 |
121-192 |
121-285 |
|
| S3 |
121-110 |
121-164 |
121-277 |
|
| S4 |
121-028 |
121-082 |
121-255 |
|
|
| 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 |
121-302 |
121-135 |
0-167 |
0.4% |
0-082 |
0.2% |
99% |
True |
False |
1,034,297 |
| 10 |
121-302 |
121-047 |
0-255 |
0.7% |
0-088 |
0.2% |
99% |
True |
False |
766,427 |
| 20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-100 |
0.3% |
79% |
False |
False |
643,501 |
| 40 |
122-052 |
120-210 |
1-162 |
1.2% |
0-094 |
0.2% |
85% |
False |
False |
532,588 |
| 60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-110 |
0.3% |
94% |
False |
False |
565,290 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-107 |
0.3% |
94% |
False |
False |
476,484 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-098 |
0.3% |
94% |
False |
False |
381,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-010 |
|
2.618 |
122-197 |
|
1.618 |
122-115 |
|
1.000 |
122-064 |
|
0.618 |
122-033 |
|
HIGH |
121-302 |
|
0.618 |
121-271 |
|
0.500 |
121-261 |
|
0.382 |
121-251 |
|
LOW |
121-220 |
|
0.618 |
121-169 |
|
1.000 |
121-138 |
|
1.618 |
121-087 |
|
2.618 |
121-005 |
|
4.250 |
120-192 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-287 |
121-280 |
| PP |
121-274 |
121-261 |
| S1 |
121-261 |
121-241 |
|