ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 07-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
120-180 |
120-200 |
0-020 |
0.1% |
120-220 |
High |
120-190 |
120-200 |
0-010 |
0.0% |
120-230 |
Low |
120-160 |
120-200 |
0-040 |
0.1% |
119-280 |
Close |
120-170 |
120-200 |
0-030 |
0.1% |
120-230 |
Range |
0-030 |
0-000 |
-0-030 |
-100.0% |
0-270 |
ATR |
0-096 |
0-091 |
-0-005 |
-4.9% |
0-000 |
Volume |
621 |
3,320 |
2,699 |
434.6% |
4,974 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-200 |
120-200 |
120-200 |
|
R3 |
120-200 |
120-200 |
120-200 |
|
R2 |
120-200 |
120-200 |
120-200 |
|
R1 |
120-200 |
120-200 |
120-200 |
120-200 |
PP |
120-200 |
120-200 |
120-200 |
120-200 |
S1 |
120-200 |
120-200 |
120-200 |
120-200 |
S2 |
120-200 |
120-200 |
120-200 |
|
S3 |
120-200 |
120-200 |
120-200 |
|
S4 |
120-200 |
120-200 |
120-200 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-310 |
122-220 |
121-058 |
|
R3 |
122-040 |
121-270 |
120-304 |
|
R2 |
121-090 |
121-090 |
120-280 |
|
R1 |
121-000 |
121-000 |
120-255 |
121-045 |
PP |
120-140 |
120-140 |
120-140 |
120-162 |
S1 |
120-050 |
120-050 |
120-205 |
120-095 |
S2 |
119-190 |
119-190 |
120-180 |
|
S3 |
118-240 |
119-100 |
120-156 |
|
S4 |
117-290 |
118-150 |
120-082 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-200 |
2.618 |
120-200 |
1.618 |
120-200 |
1.000 |
120-200 |
0.618 |
120-200 |
HIGH |
120-200 |
0.618 |
120-200 |
0.500 |
120-200 |
0.382 |
120-200 |
LOW |
120-200 |
0.618 |
120-200 |
1.000 |
120-200 |
1.618 |
120-200 |
2.618 |
120-200 |
4.250 |
120-200 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
120-200 |
120-197 |
PP |
120-200 |
120-193 |
S1 |
120-200 |
120-190 |
|