ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
120-130 |
120-200 |
0-070 |
0.2% |
120-230 |
High |
120-130 |
120-210 |
0-080 |
0.2% |
120-250 |
Low |
120-080 |
120-200 |
0-120 |
0.3% |
120-080 |
Close |
120-110 |
120-210 |
0-100 |
0.3% |
120-210 |
Range |
0-050 |
0-010 |
-0-040 |
-80.0% |
0-170 |
ATR |
0-084 |
0-085 |
0-001 |
1.3% |
0-000 |
Volume |
7,905 |
842 |
-7,063 |
-89.3% |
11,032 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-237 |
120-233 |
120-216 |
|
R3 |
120-227 |
120-223 |
120-213 |
|
R2 |
120-217 |
120-217 |
120-212 |
|
R1 |
120-213 |
120-213 |
120-211 |
120-215 |
PP |
120-207 |
120-207 |
120-207 |
120-208 |
S1 |
120-203 |
120-203 |
120-209 |
120-205 |
S2 |
120-197 |
120-197 |
120-208 |
|
S3 |
120-187 |
120-193 |
120-207 |
|
S4 |
120-177 |
120-183 |
120-204 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-050 |
121-300 |
120-304 |
|
R3 |
121-200 |
121-130 |
120-257 |
|
R2 |
121-030 |
121-030 |
120-241 |
|
R1 |
120-280 |
120-280 |
120-226 |
120-230 |
PP |
120-180 |
120-180 |
120-180 |
120-155 |
S1 |
120-110 |
120-110 |
120-194 |
120-060 |
S2 |
120-010 |
120-010 |
120-179 |
|
S3 |
119-160 |
119-260 |
120-163 |
|
S4 |
118-310 |
119-090 |
120-116 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-252 |
2.618 |
120-236 |
1.618 |
120-226 |
1.000 |
120-220 |
0.618 |
120-216 |
HIGH |
120-210 |
0.618 |
120-206 |
0.500 |
120-205 |
0.382 |
120-204 |
LOW |
120-200 |
0.618 |
120-194 |
1.000 |
120-190 |
1.618 |
120-184 |
2.618 |
120-174 |
4.250 |
120-158 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
120-208 |
120-195 |
PP |
120-207 |
120-180 |
S1 |
120-205 |
120-165 |
|