ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
121-067 |
121-002 |
-0-065 |
-0.2% |
121-067 |
High |
121-102 |
121-002 |
-0-100 |
-0.3% |
121-145 |
Low |
121-000 |
120-187 |
-0-133 |
-0.3% |
120-305 |
Close |
121-055 |
120-240 |
-0-135 |
-0.3% |
121-010 |
Range |
0-102 |
0-135 |
0-033 |
32.4% |
0-160 |
ATR |
0-082 |
0-089 |
0-008 |
9.3% |
0-000 |
Volume |
14,080 |
4,110 |
-9,970 |
-70.8% |
83,167 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-015 |
121-262 |
120-314 |
|
R3 |
121-200 |
121-127 |
120-277 |
|
R2 |
121-065 |
121-065 |
120-265 |
|
R1 |
120-312 |
120-312 |
120-252 |
120-281 |
PP |
120-250 |
120-250 |
120-250 |
120-234 |
S1 |
120-177 |
120-177 |
120-228 |
120-146 |
S2 |
120-115 |
120-115 |
120-215 |
|
S3 |
119-300 |
120-042 |
120-203 |
|
S4 |
119-165 |
119-227 |
120-166 |
|
|
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 |
120-187 |
0-235 |
0.6% |
0-070 |
0.2% |
23% |
False |
True |
9,635 |
10 |
121-145 |
120-187 |
0-278 |
0.7% |
0-070 |
0.2% |
19% |
False |
True |
18,704 |
20 |
121-302 |
120-187 |
1-115 |
1.1% |
0-076 |
0.2% |
12% |
False |
True |
291,314 |
40 |
122-052 |
120-187 |
1-185 |
1.3% |
0-086 |
0.2% |
10% |
False |
True |
398,013 |
60 |
122-052 |
120-187 |
1-185 |
1.3% |
0-089 |
0.2% |
10% |
False |
True |
417,586 |
80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-103 |
0.3% |
63% |
False |
False |
482,733 |
100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-103 |
0.3% |
63% |
False |
False |
397,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-256 |
2.618 |
122-035 |
1.618 |
121-220 |
1.000 |
121-137 |
0.618 |
121-085 |
HIGH |
121-002 |
0.618 |
120-270 |
0.500 |
120-254 |
0.382 |
120-239 |
LOW |
120-187 |
0.618 |
120-104 |
1.000 |
120-052 |
1.618 |
119-289 |
2.618 |
119-154 |
4.250 |
118-253 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
120-254 |
120-304 |
PP |
120-250 |
120-283 |
S1 |
120-245 |
120-262 |
|