ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
121-095 |
121-130 |
0-035 |
0.1% |
121-227 |
| High |
121-145 |
121-130 |
-0-015 |
0.0% |
121-247 |
| Low |
121-085 |
121-077 |
-0-008 |
0.0% |
120-312 |
| Close |
121-135 |
121-080 |
-0-055 |
-0.1% |
121-052 |
| Range |
0-060 |
0-053 |
-0-007 |
-11.7% |
0-255 |
| ATR |
0-092 |
0-089 |
-0-002 |
-2.6% |
0-000 |
| Volume |
14,521 |
8,151 |
-6,370 |
-43.9% |
485,503 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-255 |
121-220 |
121-109 |
|
| R3 |
121-202 |
121-167 |
121-095 |
|
| R2 |
121-149 |
121-149 |
121-090 |
|
| R1 |
121-114 |
121-114 |
121-085 |
121-105 |
| PP |
121-096 |
121-096 |
121-096 |
121-091 |
| S1 |
121-061 |
121-061 |
121-075 |
121-052 |
| S2 |
121-043 |
121-043 |
121-070 |
|
| S3 |
120-310 |
121-008 |
121-065 |
|
| S4 |
120-257 |
120-275 |
121-051 |
|
|
| 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 |
121-150 |
120-312 |
0-158 |
0.4% |
0-075 |
0.2% |
56% |
False |
False |
33,356 |
| 10 |
121-292 |
120-312 |
0-300 |
0.8% |
0-079 |
0.2% |
29% |
False |
False |
160,968 |
| 20 |
121-302 |
120-312 |
0-310 |
0.8% |
0-084 |
0.2% |
28% |
False |
False |
463,698 |
| 40 |
122-052 |
120-230 |
1-142 |
1.2% |
0-090 |
0.2% |
37% |
False |
False |
468,604 |
| 60 |
122-052 |
119-140 |
2-232 |
2.2% |
0-098 |
0.3% |
67% |
False |
False |
478,770 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-108 |
0.3% |
76% |
False |
False |
496,074 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-102 |
0.3% |
76% |
False |
False |
397,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-035 |
|
2.618 |
121-269 |
|
1.618 |
121-216 |
|
1.000 |
121-183 |
|
0.618 |
121-163 |
|
HIGH |
121-130 |
|
0.618 |
121-110 |
|
0.500 |
121-104 |
|
0.382 |
121-097 |
|
LOW |
121-077 |
|
0.618 |
121-044 |
|
1.000 |
121-024 |
|
1.618 |
120-311 |
|
2.618 |
120-258 |
|
4.250 |
120-172 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-104 |
121-101 |
| PP |
121-096 |
121-094 |
| S1 |
121-088 |
121-087 |
|