ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
121-002 |
120-172 |
-0-150 |
-0.4% |
121-015 |
| High |
121-002 |
120-205 |
-0-117 |
-0.3% |
121-102 |
| Low |
120-187 |
120-150 |
-0-037 |
-0.1% |
120-150 |
| Close |
120-240 |
120-205 |
-0-035 |
-0.1% |
120-205 |
| Range |
0-135 |
0-055 |
-0-080 |
-59.3% |
0-272 |
| ATR |
0-089 |
0-089 |
0-000 |
0.1% |
0-000 |
| Volume |
4,110 |
4,245 |
135 |
3.3% |
45,139 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-032 |
121-013 |
120-235 |
|
| R3 |
120-297 |
120-278 |
120-220 |
|
| R2 |
120-242 |
120-242 |
120-215 |
|
| R1 |
120-223 |
120-223 |
120-210 |
120-232 |
| PP |
120-187 |
120-187 |
120-187 |
120-191 |
| S1 |
120-168 |
120-168 |
120-200 |
120-178 |
| S2 |
120-132 |
120-132 |
120-195 |
|
| S3 |
120-077 |
120-113 |
120-190 |
|
| S4 |
120-022 |
120-058 |
120-175 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-115 |
122-272 |
121-035 |
|
| R3 |
122-163 |
122-000 |
120-280 |
|
| R2 |
121-211 |
121-211 |
120-255 |
|
| R1 |
121-048 |
121-048 |
120-230 |
120-314 |
| PP |
120-259 |
120-259 |
120-259 |
120-232 |
| S1 |
120-096 |
120-096 |
120-180 |
120-042 |
| S2 |
119-307 |
119-307 |
120-155 |
|
| S3 |
119-035 |
119-144 |
120-130 |
|
| S4 |
118-083 |
118-192 |
120-055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-102 |
120-150 |
0-272 |
0.7% |
0-071 |
0.2% |
20% |
False |
True |
9,027 |
| 10 |
121-145 |
120-150 |
0-315 |
0.8% |
0-064 |
0.2% |
17% |
False |
True |
12,830 |
| 20 |
121-302 |
120-150 |
1-152 |
1.2% |
0-073 |
0.2% |
12% |
False |
True |
244,315 |
| 40 |
122-052 |
120-150 |
1-222 |
1.4% |
0-086 |
0.2% |
10% |
False |
True |
387,383 |
| 60 |
122-052 |
120-150 |
1-222 |
1.4% |
0-089 |
0.2% |
10% |
False |
True |
409,811 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-103 |
0.3% |
60% |
False |
False |
472,169 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-102 |
0.3% |
60% |
False |
False |
397,942 |
| 120 |
122-052 |
118-100 |
3-272 |
3.2% |
0-092 |
0.2% |
60% |
False |
False |
331,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-119 |
|
2.618 |
121-029 |
|
1.618 |
120-294 |
|
1.000 |
120-260 |
|
0.618 |
120-239 |
|
HIGH |
120-205 |
|
0.618 |
120-184 |
|
0.500 |
120-178 |
|
0.382 |
120-171 |
|
LOW |
120-150 |
|
0.618 |
120-116 |
|
1.000 |
120-095 |
|
1.618 |
120-061 |
|
2.618 |
120-006 |
|
4.250 |
119-236 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-196 |
120-286 |
| PP |
120-187 |
120-259 |
| S1 |
120-178 |
120-232 |
|