ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
121-045 |
121-067 |
0-022 |
0.1% |
121-067 |
| High |
121-075 |
121-102 |
0-027 |
0.1% |
121-145 |
| Low |
121-045 |
121-000 |
-0-045 |
-0.1% |
120-305 |
| Close |
121-075 |
121-055 |
-0-020 |
-0.1% |
121-010 |
| Range |
0-030 |
0-102 |
0-072 |
240.0% |
0-160 |
| ATR |
0-080 |
0-082 |
0-002 |
1.9% |
0-000 |
| Volume |
5,326 |
14,080 |
8,754 |
164.4% |
83,167 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-038 |
121-309 |
121-111 |
|
| R3 |
121-256 |
121-207 |
121-083 |
|
| R2 |
121-154 |
121-154 |
121-074 |
|
| R1 |
121-105 |
121-105 |
121-064 |
121-078 |
| PP |
121-052 |
121-052 |
121-052 |
121-039 |
| S1 |
121-003 |
121-003 |
121-046 |
120-296 |
| S2 |
120-270 |
120-270 |
121-036 |
|
| S3 |
120-168 |
120-221 |
121-027 |
|
| S4 |
120-066 |
120-119 |
120-319 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-207 |
122-108 |
121-098 |
|
| R3 |
122-047 |
121-268 |
121-054 |
|
| R2 |
121-207 |
121-207 |
121-039 |
|
| R1 |
121-108 |
121-108 |
121-025 |
121-078 |
| PP |
121-047 |
121-047 |
121-047 |
121-031 |
| S1 |
120-268 |
120-268 |
120-315 |
120-238 |
| S2 |
120-207 |
120-207 |
120-301 |
|
| S3 |
120-047 |
120-108 |
120-286 |
|
| S4 |
119-207 |
119-268 |
120-242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-102 |
120-305 |
0-117 |
0.3% |
0-058 |
0.1% |
60% |
True |
False |
10,584 |
| 10 |
121-150 |
120-305 |
0-165 |
0.4% |
0-066 |
0.2% |
42% |
False |
False |
21,970 |
| 20 |
121-302 |
120-305 |
0-317 |
0.8% |
0-074 |
0.2% |
22% |
False |
False |
341,704 |
| 40 |
122-052 |
120-305 |
1-067 |
1.0% |
0-084 |
0.2% |
18% |
False |
False |
410,104 |
| 60 |
122-052 |
120-195 |
1-177 |
1.3% |
0-088 |
0.2% |
36% |
False |
False |
425,961 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-104 |
0.3% |
74% |
False |
False |
489,757 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-102 |
0.3% |
74% |
False |
False |
397,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-216 |
|
2.618 |
122-049 |
|
1.618 |
121-267 |
|
1.000 |
121-204 |
|
0.618 |
121-165 |
|
HIGH |
121-102 |
|
0.618 |
121-063 |
|
0.500 |
121-051 |
|
0.382 |
121-039 |
|
LOW |
121-000 |
|
0.618 |
120-257 |
|
1.000 |
120-218 |
|
1.618 |
120-155 |
|
2.618 |
120-053 |
|
4.250 |
119-206 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
121-054 |
121-054 |
| PP |
121-052 |
121-052 |
| S1 |
121-051 |
121-051 |
|