ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
121-227 |
121-180 |
-0-047 |
-0.1% |
121-225 |
| High |
121-247 |
121-232 |
-0-015 |
0.0% |
121-302 |
| Low |
121-150 |
121-165 |
0-015 |
0.0% |
121-185 |
| Close |
121-175 |
121-222 |
0-047 |
0.1% |
121-255 |
| Range |
0-097 |
0-067 |
-0-030 |
-30.9% |
0-117 |
| ATR |
0-094 |
0-092 |
-0-002 |
-2.1% |
0-000 |
| Volume |
198,555 |
100,866 |
-97,689 |
-49.2% |
3,555,620 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-087 |
122-062 |
121-259 |
|
| R3 |
122-020 |
121-315 |
121-240 |
|
| R2 |
121-273 |
121-273 |
121-234 |
|
| R1 |
121-248 |
121-248 |
121-228 |
121-260 |
| PP |
121-206 |
121-206 |
121-206 |
121-213 |
| S1 |
121-181 |
121-181 |
121-216 |
121-194 |
| S2 |
121-139 |
121-139 |
121-210 |
|
| S3 |
121-072 |
121-114 |
121-204 |
|
| S4 |
121-005 |
121-047 |
121-185 |
|
|
| 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% |
0-079 |
0.2% |
47% |
False |
False |
552,149 |
| 10 |
121-302 |
121-135 |
0-167 |
0.4% |
0-080 |
0.2% |
52% |
False |
False |
703,737 |
| 20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-097 |
0.2% |
56% |
False |
False |
611,648 |
| 40 |
122-052 |
120-210 |
1-162 |
1.2% |
0-092 |
0.2% |
69% |
False |
False |
524,473 |
| 60 |
122-052 |
118-262 |
3-110 |
2.7% |
0-102 |
0.3% |
86% |
False |
False |
537,971 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-110 |
0.3% |
88% |
False |
False |
493,364 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-099 |
0.3% |
88% |
False |
False |
394,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-197 |
|
2.618 |
122-087 |
|
1.618 |
122-020 |
|
1.000 |
121-299 |
|
0.618 |
121-273 |
|
HIGH |
121-232 |
|
0.618 |
121-206 |
|
0.500 |
121-198 |
|
0.382 |
121-191 |
|
LOW |
121-165 |
|
0.618 |
121-124 |
|
1.000 |
121-098 |
|
1.618 |
121-057 |
|
2.618 |
120-310 |
|
4.250 |
120-200 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-214 |
121-217 |
| PP |
121-206 |
121-211 |
| S1 |
121-198 |
121-206 |
|