ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
121-067 |
121-095 |
0-028 |
0.1% |
121-227 |
High |
121-102 |
121-145 |
0-043 |
0.1% |
121-247 |
Low |
121-057 |
121-085 |
0-028 |
0.1% |
120-312 |
Close |
121-062 |
121-135 |
0-073 |
0.2% |
121-052 |
Range |
0-045 |
0-060 |
0-015 |
33.3% |
0-255 |
ATR |
0-092 |
0-092 |
-0-001 |
-0.7% |
0-000 |
Volume |
44,355 |
14,521 |
-29,834 |
-67.3% |
485,503 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-302 |
121-278 |
121-168 |
|
R3 |
121-242 |
121-218 |
121-152 |
|
R2 |
121-182 |
121-182 |
121-146 |
|
R1 |
121-158 |
121-158 |
121-140 |
121-170 |
PP |
121-122 |
121-122 |
121-122 |
121-128 |
S1 |
121-098 |
121-098 |
121-130 |
121-110 |
S2 |
121-062 |
121-062 |
121-124 |
|
S3 |
121-002 |
121-038 |
121-118 |
|
S4 |
120-262 |
120-298 |
121-102 |
|
|
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 |
121-217 |
120-312 |
0-225 |
0.6% |
0-085 |
0.2% |
64% |
False |
False |
48,991 |
10 |
121-302 |
120-312 |
0-310 |
0.8% |
0-082 |
0.2% |
46% |
False |
False |
300,570 |
20 |
121-302 |
120-312 |
0-310 |
0.8% |
0-084 |
0.2% |
46% |
False |
False |
486,479 |
40 |
122-052 |
120-230 |
1-142 |
1.2% |
0-090 |
0.2% |
49% |
False |
False |
479,199 |
60 |
122-052 |
119-140 |
2-232 |
2.2% |
0-098 |
0.3% |
73% |
False |
False |
487,868 |
80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-108 |
0.3% |
81% |
False |
False |
496,075 |
100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-102 |
0.3% |
81% |
False |
False |
397,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-080 |
2.618 |
121-302 |
1.618 |
121-242 |
1.000 |
121-205 |
0.618 |
121-182 |
HIGH |
121-145 |
0.618 |
121-122 |
0.500 |
121-115 |
0.382 |
121-108 |
LOW |
121-085 |
0.618 |
121-048 |
1.000 |
121-025 |
1.618 |
120-308 |
2.618 |
120-248 |
4.250 |
120-150 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
121-128 |
121-113 |
PP |
121-122 |
121-091 |
S1 |
121-115 |
121-068 |
|