ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
121-215 |
121-142 |
-0-073 |
-0.2% |
121-225 |
| High |
121-217 |
121-150 |
-0-067 |
-0.2% |
121-302 |
| Low |
121-115 |
121-050 |
-0-065 |
-0.2% |
121-185 |
| Close |
121-137 |
121-092 |
-0-045 |
-0.1% |
121-255 |
| Range |
0-102 |
0-100 |
-0-002 |
-2.0% |
0-117 |
| ATR |
0-093 |
0-094 |
0-000 |
0.5% |
0-000 |
| Volume |
86,328 |
36,775 |
-49,553 |
-57.4% |
3,555,620 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-077 |
122-025 |
121-147 |
|
| R3 |
121-297 |
121-245 |
121-120 |
|
| R2 |
121-197 |
121-197 |
121-110 |
|
| R1 |
121-145 |
121-145 |
121-101 |
121-121 |
| PP |
121-097 |
121-097 |
121-097 |
121-086 |
| S1 |
121-045 |
121-045 |
121-083 |
121-021 |
| S2 |
120-317 |
120-317 |
121-074 |
|
| S3 |
120-217 |
120-265 |
121-064 |
|
| S4 |
120-117 |
120-165 |
121-037 |
|
|
| 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 |
121-262 |
121-050 |
0-212 |
0.5% |
0-085 |
0.2% |
20% |
False |
True |
108,441 |
| 10 |
121-302 |
121-050 |
0-252 |
0.6% |
0-081 |
0.2% |
17% |
False |
True |
563,924 |
| 20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-097 |
0.3% |
18% |
False |
False |
557,901 |
| 40 |
122-052 |
120-210 |
1-162 |
1.2% |
0-092 |
0.2% |
42% |
False |
False |
503,875 |
| 60 |
122-052 |
118-280 |
3-092 |
2.7% |
0-102 |
0.3% |
73% |
False |
False |
517,014 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-110 |
0.3% |
77% |
False |
False |
494,885 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-100 |
0.3% |
77% |
False |
False |
396,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-255 |
|
2.618 |
122-092 |
|
1.618 |
121-312 |
|
1.000 |
121-250 |
|
0.618 |
121-212 |
|
HIGH |
121-150 |
|
0.618 |
121-112 |
|
0.500 |
121-100 |
|
0.382 |
121-088 |
|
LOW |
121-050 |
|
0.618 |
120-308 |
|
1.000 |
120-270 |
|
1.618 |
120-208 |
|
2.618 |
120-108 |
|
4.250 |
119-265 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-100 |
121-141 |
| PP |
121-097 |
121-125 |
| S1 |
121-095 |
121-108 |
|