ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
121-180 |
121-215 |
0-035 |
0.1% |
121-225 |
| High |
121-232 |
121-217 |
-0-015 |
0.0% |
121-302 |
| Low |
121-165 |
121-115 |
-0-050 |
-0.1% |
121-185 |
| Close |
121-222 |
121-137 |
-0-085 |
-0.2% |
121-255 |
| Range |
0-067 |
0-102 |
0-035 |
52.2% |
0-117 |
| ATR |
0-092 |
0-093 |
0-001 |
1.2% |
0-000 |
| Volume |
100,866 |
86,328 |
-14,538 |
-14.4% |
3,555,620 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-142 |
122-082 |
121-193 |
|
| R3 |
122-040 |
121-300 |
121-165 |
|
| R2 |
121-258 |
121-258 |
121-156 |
|
| R1 |
121-198 |
121-198 |
121-146 |
121-177 |
| PP |
121-156 |
121-156 |
121-156 |
121-146 |
| S1 |
121-096 |
121-096 |
121-128 |
121-075 |
| S2 |
121-054 |
121-054 |
121-118 |
|
| S3 |
120-272 |
120-314 |
121-109 |
|
| S4 |
120-170 |
120-212 |
121-081 |
|
|
| 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 |
121-292 |
121-115 |
0-177 |
0.5% |
0-083 |
0.2% |
12% |
False |
True |
288,580 |
| 10 |
121-302 |
121-115 |
0-187 |
0.5% |
0-082 |
0.2% |
12% |
False |
True |
661,439 |
| 20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-098 |
0.3% |
31% |
False |
False |
587,578 |
| 40 |
122-052 |
120-210 |
1-162 |
1.2% |
0-092 |
0.2% |
51% |
False |
False |
515,243 |
| 60 |
122-052 |
118-262 |
3-110 |
2.8% |
0-102 |
0.3% |
78% |
False |
False |
530,040 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-110 |
0.3% |
81% |
False |
False |
494,439 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-099 |
0.3% |
81% |
False |
False |
395,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-010 |
|
2.618 |
122-164 |
|
1.618 |
122-062 |
|
1.000 |
121-319 |
|
0.618 |
121-280 |
|
HIGH |
121-217 |
|
0.618 |
121-178 |
|
0.500 |
121-166 |
|
0.382 |
121-154 |
|
LOW |
121-115 |
|
0.618 |
121-052 |
|
1.000 |
121-013 |
|
1.618 |
120-270 |
|
2.618 |
120-168 |
|
4.250 |
120-002 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-166 |
121-181 |
| PP |
121-156 |
121-166 |
| S1 |
121-147 |
121-152 |
|