ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
121-287 |
121-237 |
-0-050 |
-0.1% |
121-225 |
High |
121-292 |
121-262 |
-0-030 |
-0.1% |
121-302 |
Low |
121-200 |
121-205 |
0-005 |
0.0% |
121-185 |
Close |
121-267 |
121-255 |
-0-012 |
0.0% |
121-255 |
Range |
0-092 |
0-057 |
-0-035 |
-38.0% |
0-117 |
ATR |
0-096 |
0-093 |
-0-002 |
-2.5% |
0-000 |
Volume |
937,470 |
119,685 |
-817,785 |
-87.2% |
3,555,620 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-092 |
122-070 |
121-286 |
|
R3 |
122-035 |
122-013 |
121-271 |
|
R2 |
121-298 |
121-298 |
121-265 |
|
R1 |
121-276 |
121-276 |
121-260 |
121-287 |
PP |
121-241 |
121-241 |
121-241 |
121-246 |
S1 |
121-219 |
121-219 |
121-250 |
121-230 |
S2 |
121-184 |
121-184 |
121-245 |
|
S3 |
121-127 |
121-162 |
121-239 |
|
S4 |
121-070 |
121-105 |
121-224 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-278 |
122-224 |
121-319 |
|
R3 |
122-161 |
122-107 |
121-287 |
|
R2 |
122-044 |
122-044 |
121-276 |
|
R1 |
121-310 |
121-310 |
121-266 |
122-017 |
PP |
121-247 |
121-247 |
121-247 |
121-261 |
S1 |
121-193 |
121-193 |
121-244 |
121-220 |
S2 |
121-130 |
121-130 |
121-234 |
|
S3 |
121-013 |
121-076 |
121-223 |
|
S4 |
120-216 |
120-279 |
121-191 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-302 |
121-180 |
0-122 |
0.3% |
0-069 |
0.2% |
61% |
False |
False |
854,498 |
10 |
121-302 |
121-135 |
0-167 |
0.4% |
0-077 |
0.2% |
72% |
False |
False |
752,225 |
20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-096 |
0.2% |
66% |
False |
False |
636,892 |
40 |
122-052 |
120-210 |
1-162 |
1.2% |
0-092 |
0.2% |
76% |
False |
False |
533,504 |
60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-106 |
0.3% |
91% |
False |
False |
557,179 |
80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-108 |
0.3% |
91% |
False |
False |
489,649 |
100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-099 |
0.3% |
91% |
False |
False |
391,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-184 |
2.618 |
122-091 |
1.618 |
122-034 |
1.000 |
121-319 |
0.618 |
121-297 |
HIGH |
121-262 |
0.618 |
121-240 |
0.500 |
121-234 |
0.382 |
121-227 |
LOW |
121-205 |
0.618 |
121-170 |
1.000 |
121-148 |
1.618 |
121-113 |
2.618 |
121-056 |
4.250 |
120-283 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
121-248 |
121-254 |
PP |
121-241 |
121-252 |
S1 |
121-234 |
121-251 |
|