ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
120-200 |
120-200 |
0-000 |
0.0% |
120-030 |
High |
120-230 |
120-250 |
0-020 |
0.1% |
120-250 |
Low |
120-190 |
120-130 |
-0-060 |
-0.2% |
120-030 |
Close |
120-220 |
120-130 |
-0-090 |
-0.2% |
120-240 |
Range |
0-040 |
0-120 |
0-080 |
200.0% |
0-220 |
ATR |
0-084 |
0-087 |
0-003 |
3.0% |
0-000 |
Volume |
278 |
1,504 |
1,226 |
441.0% |
1,623 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-210 |
121-130 |
120-196 |
|
R3 |
121-090 |
121-010 |
120-163 |
|
R2 |
120-290 |
120-290 |
120-152 |
|
R1 |
120-210 |
120-210 |
120-141 |
120-190 |
PP |
120-170 |
120-170 |
120-170 |
120-160 |
S1 |
120-090 |
120-090 |
120-119 |
120-070 |
S2 |
120-050 |
120-050 |
120-108 |
|
S3 |
119-250 |
119-290 |
120-097 |
|
S4 |
119-130 |
119-170 |
120-064 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-193 |
122-117 |
121-041 |
|
R3 |
121-293 |
121-217 |
120-300 |
|
R2 |
121-073 |
121-073 |
120-280 |
|
R1 |
120-317 |
120-317 |
120-260 |
121-035 |
PP |
120-173 |
120-173 |
120-173 |
120-192 |
S1 |
120-097 |
120-097 |
120-220 |
120-135 |
S2 |
119-273 |
119-273 |
120-200 |
|
S3 |
119-053 |
119-197 |
120-180 |
|
S4 |
118-153 |
118-297 |
120-119 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-120 |
2.618 |
121-244 |
1.618 |
121-124 |
1.000 |
121-050 |
0.618 |
121-004 |
HIGH |
120-250 |
0.618 |
120-204 |
0.500 |
120-190 |
0.382 |
120-176 |
LOW |
120-130 |
0.618 |
120-056 |
1.000 |
120-010 |
1.618 |
119-256 |
2.618 |
119-136 |
4.250 |
118-260 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
120-190 |
120-190 |
PP |
120-170 |
120-170 |
S1 |
120-150 |
120-150 |
|