ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
121-072 |
121-067 |
-0-005 |
0.0% |
121-227 |
| High |
121-110 |
121-102 |
-0-008 |
0.0% |
121-247 |
| Low |
120-312 |
121-057 |
0-065 |
0.2% |
120-312 |
| Close |
121-052 |
121-062 |
0-010 |
0.0% |
121-052 |
| Range |
0-118 |
0-045 |
-0-073 |
-61.9% |
0-255 |
| ATR |
0-095 |
0-092 |
-0-003 |
-3.4% |
0-000 |
| Volume |
62,979 |
44,355 |
-18,624 |
-29.6% |
485,503 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-209 |
121-180 |
121-087 |
|
| R3 |
121-164 |
121-135 |
121-074 |
|
| R2 |
121-119 |
121-119 |
121-070 |
|
| R1 |
121-090 |
121-090 |
121-066 |
121-082 |
| PP |
121-074 |
121-074 |
121-074 |
121-070 |
| S1 |
121-045 |
121-045 |
121-058 |
121-037 |
| S2 |
121-029 |
121-029 |
121-054 |
|
| S3 |
120-304 |
121-000 |
121-050 |
|
| S4 |
120-259 |
120-275 |
121-037 |
|
|
| 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 |
121-232 |
120-312 |
0-240 |
0.6% |
0-086 |
0.2% |
29% |
False |
False |
66,260 |
| 10 |
121-302 |
120-312 |
0-310 |
0.8% |
0-082 |
0.2% |
23% |
False |
False |
408,547 |
| 20 |
121-302 |
120-312 |
0-310 |
0.8% |
0-084 |
0.2% |
23% |
False |
False |
489,745 |
| 40 |
122-052 |
120-230 |
1-142 |
1.2% |
0-092 |
0.2% |
33% |
False |
False |
480,740 |
| 60 |
122-052 |
119-140 |
2-232 |
2.2% |
0-100 |
0.3% |
64% |
False |
False |
501,139 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-109 |
0.3% |
75% |
False |
False |
496,079 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-101 |
0.3% |
75% |
False |
False |
397,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-293 |
|
2.618 |
121-220 |
|
1.618 |
121-175 |
|
1.000 |
121-147 |
|
0.618 |
121-130 |
|
HIGH |
121-102 |
|
0.618 |
121-085 |
|
0.500 |
121-080 |
|
0.382 |
121-074 |
|
LOW |
121-057 |
|
0.618 |
121-029 |
|
1.000 |
121-012 |
|
1.618 |
120-304 |
|
2.618 |
120-259 |
|
4.250 |
120-186 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-080 |
121-071 |
| PP |
121-074 |
121-068 |
| S1 |
121-068 |
121-065 |
|