ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 25-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
120-200 |
120-130 |
-0-070 |
-0.2% |
120-030 |
High |
120-250 |
120-130 |
-0-120 |
-0.3% |
120-250 |
Low |
120-130 |
120-080 |
-0-050 |
-0.1% |
120-030 |
Close |
120-130 |
120-110 |
-0-020 |
-0.1% |
120-240 |
Range |
0-120 |
0-050 |
-0-070 |
-58.3% |
0-220 |
ATR |
0-087 |
0-084 |
-0-003 |
-3.0% |
0-000 |
Volume |
1,504 |
7,905 |
6,401 |
425.6% |
1,623 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-257 |
120-233 |
120-138 |
|
R3 |
120-207 |
120-183 |
120-124 |
|
R2 |
120-157 |
120-157 |
120-119 |
|
R1 |
120-133 |
120-133 |
120-115 |
120-120 |
PP |
120-107 |
120-107 |
120-107 |
120-100 |
S1 |
120-083 |
120-083 |
120-105 |
120-070 |
S2 |
120-057 |
120-057 |
120-101 |
|
S3 |
120-007 |
120-033 |
120-096 |
|
S4 |
119-277 |
119-303 |
120-082 |
|
|
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 |
121-022 |
2.618 |
120-261 |
1.618 |
120-211 |
1.000 |
120-180 |
0.618 |
120-161 |
HIGH |
120-130 |
0.618 |
120-111 |
0.500 |
120-105 |
0.382 |
120-099 |
LOW |
120-080 |
0.618 |
120-049 |
1.000 |
120-030 |
1.618 |
119-319 |
2.618 |
119-269 |
4.250 |
119-188 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
120-108 |
120-165 |
PP |
120-107 |
120-147 |
S1 |
120-105 |
120-128 |
|