ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
121-237 |
121-227 |
-0-010 |
0.0% |
121-225 |
| High |
121-262 |
121-247 |
-0-015 |
0.0% |
121-302 |
| Low |
121-205 |
121-150 |
-0-055 |
-0.1% |
121-185 |
| Close |
121-255 |
121-175 |
-0-080 |
-0.2% |
121-255 |
| Range |
0-057 |
0-097 |
0-040 |
70.2% |
0-117 |
| ATR |
0-093 |
0-094 |
0-001 |
0.9% |
0-000 |
| Volume |
119,685 |
198,555 |
78,870 |
65.9% |
3,555,620 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-162 |
122-105 |
121-228 |
|
| R3 |
122-065 |
122-008 |
121-202 |
|
| R2 |
121-288 |
121-288 |
121-193 |
|
| R1 |
121-231 |
121-231 |
121-184 |
121-211 |
| PP |
121-191 |
121-191 |
121-191 |
121-180 |
| S1 |
121-134 |
121-134 |
121-166 |
121-114 |
| S2 |
121-094 |
121-094 |
121-157 |
|
| S3 |
120-317 |
121-037 |
121-148 |
|
| S4 |
120-220 |
120-260 |
121-122 |
|
|
| 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 |
121-150 |
0-152 |
0.4% |
0-078 |
0.2% |
16% |
False |
True |
750,835 |
| 10 |
121-302 |
121-135 |
0-167 |
0.4% |
0-082 |
0.2% |
24% |
False |
False |
730,262 |
| 20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-097 |
0.2% |
42% |
False |
False |
620,743 |
| 40 |
122-052 |
120-210 |
1-162 |
1.2% |
0-092 |
0.2% |
59% |
False |
False |
529,202 |
| 60 |
122-052 |
118-262 |
3-110 |
2.8% |
0-103 |
0.3% |
82% |
False |
False |
545,625 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-109 |
0.3% |
84% |
False |
False |
492,112 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-099 |
0.3% |
84% |
False |
False |
393,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-019 |
|
2.618 |
122-181 |
|
1.618 |
122-084 |
|
1.000 |
122-024 |
|
0.618 |
121-307 |
|
HIGH |
121-247 |
|
0.618 |
121-210 |
|
0.500 |
121-198 |
|
0.382 |
121-187 |
|
LOW |
121-150 |
|
0.618 |
121-090 |
|
1.000 |
121-053 |
|
1.618 |
120-313 |
|
2.618 |
120-216 |
|
4.250 |
120-058 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-198 |
121-221 |
| PP |
121-191 |
121-206 |
| S1 |
121-183 |
121-190 |
|