ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
121-142 |
121-072 |
-0-070 |
-0.2% |
121-227 |
| High |
121-150 |
121-110 |
-0-040 |
-0.1% |
121-247 |
| Low |
121-050 |
120-312 |
-0-058 |
-0.1% |
120-312 |
| Close |
121-092 |
121-052 |
-0-040 |
-0.1% |
121-052 |
| Range |
0-100 |
0-118 |
0-018 |
18.0% |
0-255 |
| ATR |
0-094 |
0-095 |
0-002 |
1.9% |
0-000 |
| Volume |
36,775 |
62,979 |
26,204 |
71.3% |
485,503 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-085 |
122-027 |
121-117 |
|
| R3 |
121-287 |
121-229 |
121-084 |
|
| R2 |
121-169 |
121-169 |
121-074 |
|
| R1 |
121-111 |
121-111 |
121-063 |
121-081 |
| PP |
121-051 |
121-051 |
121-051 |
121-036 |
| S1 |
120-313 |
120-313 |
121-041 |
120-283 |
| S2 |
120-253 |
120-253 |
121-030 |
|
| S3 |
120-135 |
120-195 |
121-020 |
|
| S4 |
120-017 |
120-077 |
120-307 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-222 |
123-072 |
121-192 |
|
| R3 |
122-287 |
122-137 |
121-122 |
|
| R2 |
122-032 |
122-032 |
121-099 |
|
| R1 |
121-202 |
121-202 |
121-075 |
121-150 |
| PP |
121-097 |
121-097 |
121-097 |
121-071 |
| S1 |
120-267 |
120-267 |
121-029 |
120-214 |
| S2 |
120-162 |
120-162 |
121-005 |
|
| S3 |
119-227 |
120-012 |
120-302 |
|
| S4 |
118-292 |
119-077 |
120-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-247 |
120-312 |
0-255 |
0.7% |
0-097 |
0.2% |
24% |
False |
True |
97,100 |
| 10 |
121-302 |
120-312 |
0-310 |
0.8% |
0-083 |
0.2% |
19% |
False |
True |
475,799 |
| 20 |
122-052 |
120-312 |
1-060 |
1.0% |
0-098 |
0.3% |
16% |
False |
True |
524,971 |
| 40 |
122-052 |
120-230 |
1-142 |
1.2% |
0-093 |
0.2% |
31% |
False |
False |
489,226 |
| 60 |
122-052 |
118-280 |
3-092 |
2.7% |
0-102 |
0.3% |
70% |
False |
False |
509,365 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-111 |
0.3% |
74% |
False |
False |
495,571 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-101 |
0.3% |
74% |
False |
False |
396,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-292 |
|
2.618 |
122-099 |
|
1.618 |
121-301 |
|
1.000 |
121-228 |
|
0.618 |
121-183 |
|
HIGH |
121-110 |
|
0.618 |
121-065 |
|
0.500 |
121-051 |
|
0.382 |
121-037 |
|
LOW |
120-312 |
|
0.618 |
120-239 |
|
1.000 |
120-194 |
|
1.618 |
120-121 |
|
2.618 |
120-003 |
|
4.250 |
119-130 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-052 |
121-104 |
| PP |
121-051 |
121-087 |
| S1 |
121-051 |
121-070 |
|