ECBOT 5 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
120-160 |
120-092 |
-0-068 |
-0.2% |
121-015 |
| High |
120-175 |
120-102 |
-0-073 |
-0.2% |
121-102 |
| Low |
120-097 |
120-092 |
-0-005 |
0.0% |
120-150 |
| Close |
120-097 |
120-102 |
0-005 |
0.0% |
120-205 |
| Range |
0-078 |
0-010 |
-0-068 |
-87.2% |
0-272 |
| ATR |
0-085 |
0-080 |
-0-005 |
-6.3% |
0-000 |
| Volume |
2,353 |
1,456 |
-897 |
-38.1% |
45,139 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-129 |
120-125 |
120-108 |
|
| R3 |
120-119 |
120-115 |
120-105 |
|
| R2 |
120-109 |
120-109 |
120-104 |
|
| R1 |
120-105 |
120-105 |
120-103 |
120-107 |
| PP |
120-099 |
120-099 |
120-099 |
120-100 |
| S1 |
120-095 |
120-095 |
120-101 |
120-097 |
| S2 |
120-089 |
120-089 |
120-100 |
|
| S3 |
120-079 |
120-085 |
120-099 |
|
| S4 |
120-069 |
120-075 |
120-096 |
|
|
| 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 |
121-002 |
120-092 |
0-230 |
0.6% |
0-062 |
0.2% |
4% |
False |
True |
3,194 |
| 10 |
121-102 |
120-092 |
1-010 |
0.9% |
0-060 |
0.2% |
3% |
False |
True |
6,889 |
| 20 |
121-292 |
120-092 |
1-200 |
1.4% |
0-069 |
0.2% |
2% |
False |
True |
83,929 |
| 40 |
122-052 |
120-092 |
1-280 |
1.6% |
0-085 |
0.2% |
2% |
False |
True |
363,715 |
| 60 |
122-052 |
120-092 |
1-280 |
1.6% |
0-086 |
0.2% |
2% |
False |
True |
383,035 |
| 80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-100 |
0.3% |
52% |
False |
False |
444,950 |
| 100 |
122-052 |
118-100 |
3-272 |
3.2% |
0-099 |
0.3% |
52% |
False |
False |
397,973 |
| 120 |
122-052 |
118-100 |
3-272 |
3.2% |
0-093 |
0.2% |
52% |
False |
False |
331,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-144 |
|
2.618 |
120-128 |
|
1.618 |
120-118 |
|
1.000 |
120-112 |
|
0.618 |
120-108 |
|
HIGH |
120-102 |
|
0.618 |
120-098 |
|
0.500 |
120-097 |
|
0.382 |
120-096 |
|
LOW |
120-092 |
|
0.618 |
120-086 |
|
1.000 |
120-082 |
|
1.618 |
120-076 |
|
2.618 |
120-066 |
|
4.250 |
120-050 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
120-100 |
120-142 |
| PP |
120-099 |
120-129 |
| S1 |
120-097 |
120-115 |
|